Details about Gunnar Stensland
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Short-id: pst666
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Working Papers
2008
- Gas Storage Valuation: Price Modelling v. Optimization Methods
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (6)
See also Journal Article Gas Storage Valuation: Price Modelling v. Optimization Methods, The Energy Journal, International Association for Energy Economics (2011) View citations (23) (2011)
2006
- Closed form spread option valuation
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (18)
- Managing Flexible Load Contracts: Two simple strategies
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
Journal Articles
2011
- Gas Storage Valuation: Price Modelling v. Optimization Methods
The Energy Journal, 2011, Volume 32, (Number 1), 203-228 View citations (23)
See also Working Paper Gas Storage Valuation: Price Modelling v. Optimization Methods, Discussion Papers (2008) View citations (6) (2008)
1996
- On optimal control of income generating activities, and the value of flexible production design
International Review of Economics & Finance, 1996, 5, (4), 349-361
1994
- An American call on the difference of two assets
International Review of Economics & Finance, 1994, 3, (1), 1-26 View citations (1)
1993
- Closed-form approximation of American options
Scandinavian Journal of Management, 1993, 9, (Supplement 1), S87-S99 View citations (35)
1992
- On optimal timing of investment when cost components are additive and follow geometric diffusions
Journal of Economic Dynamics and Control, 1992, 16, (1), 39-51 View citations (17)
1991
- Simple rules to order irreversible income alternatives sequentially
Economics Letters, 1991, 35, (2), 193-199
1989
- A model for exploration decisions
Energy Economics, 1989, 11, (3), 189-200 View citations (2)
- Optimal Investments Using Empirical Dynamic Programming with Application to Natural Resources
The Journal of Business, 1989, 62, (1), 99-120 View citations (4)
- Optimal sequencing of resource pools under uncertainty
Journal of Environmental Economics and Management, 1989, 17, (1), 83-92 View citations (2)
1988
- Optimal shutdown decisions in resource extraction
Economics Letters, 1988, 26, (3), 215-218 View citations (6)
1987
- Optimal Choice of R&D Strategy for Enhanced Recovery from Petroleum Reservoirs
The Energy Journal, 1987, Volume 8, (Number 1), 125-132
1985
- Exploration and taxation: Some normative issues
Energy Economics, 1985, 7, (4), 237-240
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