Convex risk measures for portfolio optimization and concepts of flexibility. - Hans-Jakob Lüthi; Jörg Doege (Math. Program., 2005)

On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions. - Jörg Doege; Max Fehr; Juri Hinz; Hans-Jakob Lüthi; Martina Wilhelm (OR, 2006)

Risk management of power portfolios and valuation of flexibility. - Jörg Doege; Philippe Schiltknecht; Hans-Jakob Lüthi (OR Spectr., 2006)

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)