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Publikationsliste für
Raimund Kovacevic
E105 - Institut für Stochastik und Wirtschaftsmathematik
als Autorin / Autor bzw. wesentlich beteiligte Person

32 Datensätze (2009 - 2018)


Bücher und Buch-Herausgaben


  1. 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.

  2. M. Sánchez-Romero, S. Wrzaczek, A. Fürnkranz-Prskawetz, G. Feichtinger:
    "Does Demography Change Wealth Inequality?";
    in Buchreihe "Lecture Notes in Economics and Mathematical Systems - Control Systems and Mathematical Methods in Economis", Buchreihen-Herausgeber: G. Feichtinger, R. Kovacevic, G. Tragler; Springer International Publishing, Cham, 2018, ISBN: 978-3-319-75168-9, 26 S.

  3. 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


  1. 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.

  2. 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.

  3. R. Kovacevic:
    "Valuation and pricing of electricity delivery contracts: the producer´s view";
    Annals of Operations Research, - (2018), -; 40 S.

  4. 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.

  5. T. Breuer, R. Kovacevic:
    "Multiperiod Maximum Loss is time unit invariant";
    SpringerPlus, 5 (2016), 1336; S. 1 - 12.

  6. 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.

  7. 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.

  8. R. Kovacevic, F. Paraschiv:
    "Medium-Term Planning for Thermal Electricity Production";
    OR Spectrum, 36 (2014), 3; S. 723 - 759.

  9. 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.

  10. 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.

  11. R. Kovacevic, D. Wozabal:
    "A semiparametric model for EEX spot prices, IIE Transactions";
    IIE Transactions, 64 (2014), 4; S. 344 - 356.

  12. R. Kovacevic:
    "Conditional risk and acceptability mappings as Banach lattice valued";
    Statistics and Risk Modeling, 29 (2012), 1; S. 1 - 18.

  13. R. Kovacevic:
    "Maximum-loss, minimum-win and the Esscher pricing principle";
    IMA Journal of Management Mathematics, 23 (2012), 4; S. 325 - 340.

  14. R. Kovacevic, G. Pflug:
    "Does insurance help to escape the poverty trap?";
    Journal of Risk and Insurance, 78 (2011), 4; S. 1003 - 1028.


Buchbeiträge


  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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


  1. 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)


  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. R. Kovacevic:
    "Valuation and Pricing of Electricity Delivery Contracts - the Producer´s View";
    Vortrag: OR 2015, Wien (eingeladen); 01.09.2015 - 04.09.2015.

  9. 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.