Details about Raimund M. Kovacevic

Access statistics for papers by Raimund M. Kovacevic.

Last updated 2020-07-15. Update your information in the RePEc Author Service.

Short-id: pko987

Working Papers

2012

1. Medium-term Planning for Thermal Electricity Production
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (8)

Journal Articles

2019

1. Arbitrage conditions for electricity markets with production and storage
   Computational Management Science, 2019, 16, (4), 671-696
2. Valuation and pricing of electricity delivery contracts: the producer’s view
   Annals of Operations Research, 2019, 275, (2), 421-460 View citations (5)

2018

3. Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment
   Central European Journal of Operations Research, 2018, 26, (2), 395-421 View citations (1)

2015

4. Tree approximation for discrete time stochastic processes: a process distance approach
   Annals of Operations Research, 2015, 235, (1), 395-421 View citations (11)

2014

5. A semiparametric model for electricity spot prices
   IISE Transactions, 2014, 46, (4), 344-356 View citations (4)
6. ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
   International Journal of Theoretical and Applied Finance (IJTAF), 2014, 17, (01), 1-33
7. Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches
   European Journal of Operational Research, 2014, 237, (2), 389-403 View citations (9)

2012

8. Conditional risk and acceptability mappings as Banach-lattice valued mappings
   Statistics & Risk Modeling, 2012, 29, (1), 1-18 View citations (2)

2011

9. Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach
   Journal of Risk & Insurance, 2011, 78, (4), 1003-1028 View citations (10)

Edited books

2018

1. Control Systems and Mathematical Methods in Economics
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (4)

2013

2. Handbook of Risk Management in Energy Production and Trading
   International Series in Operations Research and Management Science, Springer View citations (22)