Jörg Doege

According to our database, Jörg Doege authored at least 4 papers between 2005 and 2009.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2009

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

Jörg Doege, Max Fehr, Juri Hinz, Hans-Jakob Lüthi, Martina Wilhelm

Eur. J. Oper. Res., 2009

2006

Risk management of power portfolios and valuation of flexibility.

Jörg Doege, Philippe Schiltknecht, Hans-Jakob Lüthi

OR Spectr., 2006

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

Jörg Doege, Max Fehr, Juri Hinz, Hans-Jakob Lüthi, Martina Wilhelm

Proceedings of the Operations Research, 2006

2005

Convex risk measures for portfolio optimization and concepts of flexibility.

Hans-Jakob Lüthi, Jörg Doege

Math. Program., 2005