Jörg Doege

Convex risk measures for portfolio optimization and concepts of flexibility

Hans-Jakob Lüthi, Jörg Doege, H. Lüthi, 2005, Math. Program..

Risk management in power markets: The Hedging value of production flexibility

Hans-Jakob Lüthi, Jörg Doege, Max Fehr, 2009, Eur. J. Oper. Res..

On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions

Hans-Jakob Lüthi, Jörg Doege, Max Fehr, 2006, OR.

Risk management of power portfolios and valuation of flexibility

Hans-Jakob Lüthi, Jörg Doege, Philippe Schiltknecht, 2006, OR Spectr..

Valuation of flexibility for power portfolios

Jörg Doege, 2006 .