Publikationsliste für
Raimund Kovacevic
E105 - Institut für Stochastik und Wirtschaftsmathematik
als Autorin / Autor bzw. wesentlich beteiligte Person
48 Datensätze (2009 - 2021)
Bücher und Buch-Herausgaben
-
J. L. Haunschmied, R. Kovacevic, W. Semmler, V.M. Veliov:
"Dynamic Economic Problems with Regime Switches";
in Buchreihe "Dynamic Modeling and Econometrics in Economics and Finance",
Buchreihen-Herausgeber: S. Mittnik, W. Semmler;
herausgegeben von: Ludwig Maximilian University of Munich und New School for Social Research;
Springer Nature Switzerland AG,
Switzerland,
2020,
ISBN: 978-3-030-54575-8,
309 S.
-
G. Feichtinger, R. Kovacevic, G. Tragler:
"Control Systems and Mathematical Methods in Economics";
in Buchreihe "Lecture Notes in Economics and Mathematical Systems",
Buchreihen-Herausgeber: G. Fandel, W. Trockel;
Springer,
Berlin, Heidelberg, New York,
2018,
ISBN: 978-3-319-75168-9,
439 S.
-
R. Kovacevic, G. Pflug, M. Vespucci:
"Risk Management in Energy Production and Trading";
in Buchreihe "International Series in Operations Research & Management Science",
Buchreihen-Herausgeber: F. Hillier;
Springer Verlag Berlin-Heidelberg,
Berlin-Heidelberg,
2013,
ISBN: 978-1-4614-9035-7,
505 S.
Zeitschriftenartikel
-
G. Angelov, R. Kovacevic, N. Stilianakis, V.M. Veliov:
"Optimal vaccination strategies using a distributed epidemiological model applied to COVID-19.";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2021-02
(2021),
02;
22 S.
-
R. Kovacevic:
"Arbitrage conditions for electricity markets with production and storage";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2020-03
(2020),
03;
20 S.
-
R. Kovacevic, W. Gutjahr, D. Wozabal:
"Splitting a Random Pie: Nash-Type Bargaining with Coherent Acceptability Measures";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2020-04
(2020),
04;
38 S.
-
R. Kovacevic, W. Semmler:
"Poverty traps and disaster insurance in a bi-level decision framework";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2020-02
(2020),
02;
25 S.
-
R. Kovacevic, N. Stilianakis, V.M. Veliov:
"A Distributed Optimal Control Epidemiological Model Applied to COVID-19 Pandemic";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2020-13
(2020),
13;
27 S.
-
P. Grandits, R. Kovacevic, V.M. Veliov:
"Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model";
Journal of Mathematical Analysis and Applications,
Volume 476
(2019),
Issue 2;
S. 665
- 695.
-
R. Kovacevic:
"Arbitrage Conditions for Electricity Markets with Production and Storage";
Computational Management Science,
16
(2019),
4;
S. 671
- 696.
-
R. Kovacevic:
"Arbitrage Conditions for Electricity Markets with Production and Storage";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2018-03
(2018),
3;
23 S.
-
R. Kovacevic:
"Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment";
Central European Journal of Operations Research,
26
(2018),
2;
S. 395
- 421.
-
R. Kovacevic:
"Valuation and pricing of electricity delivery contracts: the producer´s view";
Annals of Operations Research,
-
(2018),
-;
40 S.
-
V. Vo, K. Frank, J. L. Haunschmied, R. Kovacevic, G. Panholzer:
"Incentive-based Demand Response: A rebate-based Design";
International Journal of Economics and Statistics,
6
(2018),
S. 1
- 9.
-
T. Breuer, R. Kovacevic:
"Multiperiod Maximum Loss is time unit invariant";
SpringerPlus,
5
(2016),
1336;
S. 1
- 12.
-
R. Kovacevic, A. Pichler:
"Tree Approximation for Discrete Time Stochastic Processes - A Process Distance Approach";
Annals of Operations Research,
235
(2015),
1;
S. 395
- 521.
-
B. Analui, R. Kovacevic:
"Medium Term Hydroelectric Production Planning - a Multistage Stochastic Optimization Model";
Civil Engineering Infrastructures Journal (CEIJ),
47
(2014),
1;
S. 139
- 152.
-
R. Kovacevic, F. Paraschiv:
"Medium-Term Planning for Thermal Electricity Production";
OR Spectrum,
36
(2014),
3;
S. 723
- 759.
-
R. Kovacevic, G. Pflug:
"Are time consistent valuations information monotone?";
International Journal of Theoretical and Applied Finance,
17
(2014),
1;
S. 1450003-1
- 1450003-33.
-
R. Kovacevic, G. Pflug:
"Electricity Swing Option Pricing by Stochastic Bilevel Optimization: a Survey and New Approaches";
European Journal of Operational Research,
237
(2014),
2;
S. 389
- 403.
-
R. Kovacevic, D. Wozabal:
"A semiparametric model for EEX spot prices, IIE Transactions";
IIE Transactions,
64
(2014),
4;
S. 344
- 356.
-
R. Kovacevic:
"Conditional risk and acceptability mappings as Banach lattice valued";
Statistics and Risk Modeling,
29
(2012),
1;
S. 1
- 18.
-
R. Kovacevic:
"Maximum-loss, minimum-win and the Esscher pricing principle";
IMA Journal of Management Mathematics,
23
(2012),
4;
S. 325
- 340.
-
R. Kovacevic, G. Pflug:
"Does insurance help to escape the poverty trap?";
Journal of Risk and Insurance,
78
(2011),
4;
S. 1003
- 1028.
Buchbeiträge
-
R. Kovacevic, W. Semmler:
"Poverty traps and disaster insurance in a bi-level decision framework";
in: "Dynamic Economic Problems with Regime Switches",
25;
J. L. Haunschmied, R. Kovacevic, W. Semmler, V.M. Veliov (Hrg.);
herausgegeben von: TU Wien und The New School for Social Research, New York;
Springer Nature Switzerland AG,
Switzerland,
2020,
ISBN: 978-3-030-54575-8,
S. 57
- 84.
-
R. Kovacevic, G. Pflug:
"Measuring systemic risks - structural approaches";
in: "Quantitative Financial Risk Management: Theory and Practice",
1;
C. Zopounidis, E. Galariotis (Hrg.);
John Wiley & Sons, Ltd,
Hoboken,
2015,
ISBN: 9781118738184,
S. 1
- 21.
-
R. Kovacevic, G. Pflug, A. Pichler:
"Measuring and Managing Risk";
in: "Investment Risk Management",
1;
H. Baker, G. Filbeck (Hrg.);
Oxford University Press,
Oxford,
2015,
ISBN: 9781118738184,
S. 17
- 41.
-
P. Gross, R. Kovacevic, G. Pflug:
"Energy Markets";
in: "Handbook of Risk Management in Energy Production and Trading",
1;
Springer New York,
New York,
2013, (eingeladen),
ISBN: 978-1-4614-9034-0,
S. 3
- 23.
-
R. Kovacevic, G. Pflug:
"Pricing of Energy Contracs - from Replication Pricing to Swing Options";
in: "Handbook of Risk Management in Energy Production and Trading",
1;
Springer,
New York,
2013, (eingeladen),
ISBN: 978-1-4614-9034-0,
S. 387
- 432.
-
R. Kovacevic, G. Pflug:
"Time Consistency and information monotonicity of multiperiod acceptability functionals";
in: "Advanced Financial Modelling",
H. Albrecher, W. Runggaldier, W. Schachermayer (Hrg.);
Walter de Gruyter,
2009,
S. 347
- 370.
Beiträge in Tagungsbänden
-
R. Kovacevic, V. Vo, J. L. Haunschmied:
"Bilevel Approaches for Distributed DSM using Internal Individualized Prices";
in: "Proceedings of the IEEE International Conference on Smart Grid Communications (SmartGridComm) 2017",
1;
herausgegeben von: IEEE;
IEEE Xplore,
Dresden,
2018,
ISBN: 978-1-5386-0943-9,
Paper-Nr. 1,
6 S.
Vorträge und Posterpräsentationen (ohne Tagungsband-Eintrag)
-
R. Kovacevic, V.M. Veliov:
"A new approach for modelling epidemic dynamics adapted to COVID-19";
Vortrag: Optimal Control Of Pandemics/Veranstalter Gustav Feichtinger, TU Wien,
Wien (eingeladen);
12.10.2020.
-
R. Kovacevic, N. Stilianakis, V.M. Veliov:
"A duration-distributed model of COVID-19 epidemics";
Vortrag: ORAHS 2020,
Wien;
26.07.2020
- 31.07.2020.
-
R. Kovacevic:
"Electricity contract pricing as optimization problem - from replication pricing to swing options";
Vortrag: Habilitationskolloquium Raimund Kovacevic,
Wien;
26.09.2019.
-
R. Kovacevic, V.M. Veliov, P. Grandits:
"Optimal Control and the Value of Information for a Stochastic Epidemiological SIS-Model";
Vortrag: 30th European Conference on Operational Research,
Dublin;
22.06.2019
- 26.06.2019.
-
R. Kovacevic:
"Valuation and Pricing of Electricity Delivery Contracts - the Producer's View";
Vortrag: VorstellungsVortrag Raimund Kovacevic,
Wien;
21.02.2019.
-
R. Kovacevic:
"Arbitrage Conditions and Contract Valuation for Electricity Markets with Production and Storage";
Vortrag: Operations Research 2018,
Brüssel;
12.09.2018
- 14.09.2018.
-
R. Kovacevic:
"Arbitrage conditions on a market with electricity production from fuel";
Vortrag: 29th European Conference on Operational Research,
Valencia;
08.07.2018
- 11.07.2018.
-
R. Kovacevic, J. L. Haunschmied, V. Vo:
"Bilevel Approaches for Distributed DSM using Internal Individualized Prices";
Vortrag: IEEE SmartGridComm 2017 - IEEE International Conference on Smart Grid Communications,
Dresden;
23.10.2017
- 26.10.2017.
-
P. Grandits, R. Kovacevic, V.M. Veliov:
"Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model";
Vortrag: ECSO 2017 - European Conference on Stochastic Optimization,
Rom (eingeladen);
20.09.2017
- 22.09.2017.
-
R. Kovacevic:
"Valuation and Pricing of Electricity Delivery Contracts - the Producer's View";
Vortrag: ECSO 2017 - European Conference on Stochastic Optimization,
Rom (eingeladen);
20.09.2017
- 22.09.2017.
-
P. Grandits, R. Kovacevic, V.M. Veliov:
"Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model";
Vortrag: OR 2017 International Conference on Operations Research,
Berlin;
06.09.2017
- 08.09.2017.
-
P. Grandits, R. Kovacevic, V.M. Veliov:
"Optimal Control of a Stochastic Epidemiological SIS-Model";
Vortrag: EULOG'2016,
Wien;
14.09.2016
- 16.09.2016.
-
R. Kovacevic:
"Valuation and Pricing of Electricity Delivery Contracts - the Producer´s View";
Vortrag: OR 2015,
Wien (eingeladen);
01.09.2015
- 04.09.2015.
-
R. Kovacevic:
"Valuation and Pricing of Electricity Delivery Contracts - the Producer´s View";
Vortrag: 27th European Conference on Operational Research,
Glasgow (eingeladen);
12.07.2015
- 15.07.2015.
Habilitationsschriften
-
R. Kovacevic:
"Risk Management and Pricing by Stochastic Optimization with Applications in Electricity Production and Trading";
Technische Universität Wien/Mathematik und Geoinformation,
2019.
Diplom- und Master-Arbeiten (eigene und betreute)
-
V. Einspieler:
"Lösungsansätze für eine Produktionsplanung mit parallelen Maschinen und einer Qualitätskontrolle als stochastisches Element";
Betreuer/in(nen): J. L. Haunschmied, R. Kovacevic;
Stochastik und Wirtschaftsmathematik,
2020;
Abschlussprüfung: 30.04.2020.
-
A. Brandeis:
"Optimization of the listening experience of organ rooms by planning the interior fittings - development, implementation and interpretation of a mathematical model";
Betreuer/in(nen): G. Tragler, R. Kovacevic;
E105-4,
2019;
Abschlussprüfung: 12.03.2019.