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A spot-forward model for electricity prices with regime shifts

Paraschiv, Florentina; Fleten, Stein-Erik; Schürle, Michael - In: Energy economics 47 (2015), pp. 142-153

Persistent link: https://www.econbiz.de/10011527263

A spot-forward model for electricity prices with regime shifts

Paraschiv, Florentina; Fleten, Stein-Erik; Schürle, Michael - In: Energy Economics 47 (2015) C, pp. 142-153

We propose a novel regime-switching approach for electricity prices in which simulated and forecasted prices are consistent with currently observed forward prices. Additionally, the model is able to reproduce spikes and negative prices. We distinguish between a base regime as well as upper and...

Persistent link: https://www.econbiz.de/10011189279

Special Issue: XV Conference on Computational Management Science (CMS 2018)

Fleten, Stein-Erik (ed.); Paraschiv, Florentina (ed.) - Conference on Computational Management Science <15., … - 2020

Persistent link: https://www.econbiz.de/10012272073

Remarks on “Network Structure and Its Impact on Commodity Markets”

Fleten, Stein-Erik - In: Production and Operations Management 30 (2021) 12, pp. 4575-4576

Persistent link: https://www.econbiz.de/10012636639

Switching from oil to gas production in a depleting field

Støre, Kristian; Fleten, Stein-Erik; Hagspiel, Verena; … - In: European journal of operational research : EJOR 271 (2018) 2, pp. 710-719

Persistent link: https://www.econbiz.de/10011890383

Stochastic short-term hydropower planning with inflow scenario trees

Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1156-1168

Persistent link: https://www.econbiz.de/10011696343

Computational Management Science special issue on "Optimisation methods and applications in the energy sector"

Fleten, Stein-Erik; Kuhn, Daniel; Siddiqui, Afzal S. - In: Computational Management Science : CMS 13 (2016) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10011669222

Investment in electric energy storage under uncertainty : a real options approach

Bakke, Ida; Fleten, Stein-Erik; Hagfors, Lars Ivar; … - In: Computational Management Science : CMS 13 (2016) 3, pp. 483-500

Persistent link: https://www.econbiz.de/10011669309

Stepwise investment and capacity sizing under uncertainty

Chronopoulos, Michail; Hagspiel, Verena; Fleten, Stein-Erik - In: OR spectrum : quantitative approaches in management 39 (2017) 2, pp. 447-472

Persistent link: https://www.econbiz.de/10011707129

The real options to shutdown, startup, and abandon : U.S. electricity industry evidence

Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. - In: Energy economics 63 (2017), pp. 1-12

Persistent link: https://www.econbiz.de/10011757792