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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

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

A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions

Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; … - 2020

We shed light on computational challenges when fitting the Nelson-Siegel, Bliss and Svensson parsimonious yield curve models to observed US Treasury securities with maturities up to 30 years. As model parameters have a specific financial interpretation, the stability of their estimated values...

Persistent link: https://www.econbiz.de/10012387252

A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions

Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; … - In: Computational economics 59 (2022) 3, pp. 967-1004

Persistent link: https://www.econbiz.de/10013169206

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

Constructing forward price curves in electricity markets

Fleten, Stein-Erik; Lemming, Jacob - In: Energy economics 25 (2003) 5, pp. 409-424

Persistent link: https://www.econbiz.de/10001790687

Modeling financial reinsurance in the casualty insurance business via stochastic programming

Lange, Petter E. de; Fleten, Stein-Erik; Gaivoronski, … - In: Journal of economic dynamics & control 28 (2004) 5, pp. 991-1012

Persistent link: https://www.econbiz.de/10001856046

Stochastic programming models for short-term power generation scheduling and bidding

Kristoffersen, Trine Krogh; Fleten, Stein-Erik - In: Energy, natural resources and environmental economics, (pp. 187-200). 2010

Persistent link: https://www.econbiz.de/10008651613

Delta-hedging a hydropower plant using stochastic programming

Fleten, Stein-Erik; Wallace, Stein W. - In: Optimization in the energy industry : [symposium with …, (pp. 507-524). 2009

Persistent link: https://www.econbiz.de/10009155640

Risk management in electric utilities

Fleten, Stein-Erik; Keppo, Jussi; Näsäkkälä, Erkka - In: The handbook of integrated risk management in global …, (pp. 495-513). 2012

Persistent link: https://www.econbiz.de/10009407051