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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 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

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

Gas-fired power plants : investment timing, operating flexibility and CO2 capture

Fleten, Stein-Erik; Näsäkkälä, Erkka - In: Energy economics 32 (2010) 4, pp. 805-816

Persistent link: https://www.econbiz.de/10008779947

Short-term hydropower production planning by stochastic programming

Fleten, Stein-Erik; Krogh Kristoffersen, Trine - In: Computers & operations research : and their … 35 (2008) 8, pp. 2656-2671

Persistent link: https://www.econbiz.de/10003672244

Stepwise investment and capacity sizing under uncertainty

Chronopoulos, Michail; Hagspiel, Verena; Fleten, Stein-Erik - 2015

Persistent link: https://www.econbiz.de/10010515226