Details about Stein-Erik Fleten

Access statistics for papers by Stein-Erik Fleten.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pfl76

Working Papers

2015

1. Stepwise Investment and Capacity Sizing under Uncertainty
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (5)
   See also Journal Article Stepwise investment and capacity sizing under uncertainty, OR Spectrum: Quantitative Approaches in Management, Springer (2017) View citations (13) (2017)

2014

2. Electricity futures prices: time varying sensitivity to fundamentals
   Working Papers, Institut d'Economia de Barcelona (IEB)

2013

3. Benchmarking time series based forecasting models for electricity balancing market prices
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (6)
4. Selective Hedging in Hydro-Based Electricity Companies
   MPRA Paper, University Library of Munich, Germany View citations (18)
   See also Journal Article Selective hedging in hydro-based electricity companies, Energy Economics, Elsevier (2013) View citations (18) (2013)
5. Spot-forward Model for Electricity Prices
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (5)

2012

6. Linepack storage valuation under price uncertainty
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Linepack storage valuation under price uncertainty, Energy, Elsevier (2013) View citations (20) (2013)

2011

7. Bidding hydropower generation: Integrating short- and long-term scheduling
   MPRA Paper, University Library of Munich, Germany View citations (3)

2010

8. Evaluation of hydropower upgrade projects - a real options approach
   MPRA Paper, University Library of Munich, Germany View citations (2)
9. Evaluation of static hedging strategies for hydropower producers in the Nordic market
   MPRA Paper, University Library of Munich, Germany View citations (7)

2009

10. How to Proceed with Competing Alternative Energy Technologies: a Real Options Analysis
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article How to proceed with competing alternative energy technologies: A real options analysis, Energy Economics, Elsevier (2010) View citations (55) (2010)
11. Modeling long-term electricity forward prices
    MPRA Paper, University Library of Munich, Germany View citations (3)
12. New renewable electricity capacity under uncertainty: The potential in Norway
    MPRA Paper, University Library of Munich, Germany View citations (4)

2006

13. Flexibility and Technology Choice in Gas Fired Power Plant Investments
    Others, University Library of Munich, Germany
    See also Journal Article Flexibility and technology choice in gas fired power plant investments, Review of Financial Economics, John Wiley & Sons (2005) View citations (1) (2005)
14. Gas fired power plants: Investment timing, operating flexibility and abandonment
    MPRA Paper, University Library of Munich, Germany
    Also in Finance, University Library of Munich, Germany (2004) View citations (1)
15. Investment timing and optimal capacity choice for small hydropower projects
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Investment timing and optimal capacity choice for small hydropower projects, European Journal of Operational Research, Elsevier (2008) View citations (93) (2008)
16. Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach, European Journal of Operational Research, Elsevier (2008) View citations (1) (2008)
17. Optimal investment strategies in decentralized renewable power generation under uncertainty
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article Optimal investment strategies in decentralized renewable power generation under uncertainty, Energy, Elsevier (2007) View citations (117) (2007)

2003

18. Stochastic programming in energy
    GE, Growth, Math methods, University Library of Munich, Germany View citations (59)

Journal Articles

2024

1. The reliability pricing model and coal-fired generators in PJM
   Energy Economics, 2024, 134, (C)

2023

2. Accelerating electric vehicle charging investments: A real options approach to policy design
   Energy Policy, 2023, 181, (C) View citations (1)
3. Don’t stop me now: Incremental capacity growth under subsidy termination risk
   Energy Policy, 2023, 172, (C) View citations (2)
4. Dynamic hedging for the real option management of hydropower production with exchange rate risks
   OR Spectrum: Quantitative Approaches in Management, 2023, 45, (2), 525-554

2022

5. Day-ahead market bidding taking the balancing power market into account
   TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, 30, (3), 683-703 View citations (2)

2021

6. Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective
   Manufacturing & Service Operations Management, 2021, 23, (2), 311-330 View citations (2)
7. Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market
   Energy, 2021, 214, (C) View citations (10)
8. Recent advances in applied optimization under uncertainty
   Computational Management Science, 2021, 18, (3), 265-265
9. Remarks on “Network Structure and Its Impact on Commodity Markets”
   Production and Operations Management, 2021, 30, (12), 4575-4576

2020

10. Editorial
    Computational Management Science, 2020, 17, (2), 161-162
11. Structural estimation of switching costs for peaking power plants
    European Journal of Operational Research, 2020, 285, (1), 23-33 View citations (4)

2019

12. Investment timing and capacity choice under rate-of-return regulation for renewable energy support
    Energy, 2019, 174, (C), 591-601 View citations (9)

2018

13. Multi market bidding strategies for demand side flexibility aggregators in electricity markets
    Energy, 2018, 149, (C), 120-134 View citations (42)
14. Switching from oil to gas production in a depleting field
    European Journal of Operational Research, 2018, 271, (2), 710-719 View citations (10)
15. The Other Renewable: Hydropower Upgrades and Renewable Portfolio Standards
    The Energy Journal, 2018, 39, (2), 197-218 View citations (1)
    Also in The Energy Journal, 2018, Volume 39, (Number 2) (2018) View citations (1)

2017

16. Stepwise investment and capacity sizing under uncertainty
    OR Spectrum: Quantitative Approaches in Management, 2017, 39, (2), 447-472 View citations (13)
    See also Working Paper Stepwise Investment and Capacity Sizing under Uncertainty, Discussion Papers (2015) View citations (5) (2015)
17. Stochastic short-term hydropower planning with inflow scenario trees
    European Journal of Operational Research, 2017, 259, (3), 1156-1168 View citations (18)
18. The real options to shutdown, startup, and abandon: U.S. electricity industry evidence
    Energy Economics, 2017, 63, (C), 1-12 View citations (12)
19. Tradable green certificates for renewable support: The role of expectations and uncertainty
    Energy, 2017, 141, (C), 1717-1727 View citations (27)

2016

20. Computational Management Science Special Issue on “Optimisation methods and applications in the energy sector”
    Computational Management Science, 2016, 13, (1), 1-3
    Also in Computational Management Science, 2016, 13, (1), 1-3 (2016)
21. Green electricity investment timing in practice: Real options or net present value?
    Energy, 2016, 116, (P1), 498-506 View citations (39)
22. Investment in electric energy storage under uncertainty: a real options approach
    Computational Management Science, 2016, 13, (3), 483-500 View citations (15)
23. Investment in mutually exclusive transmission projects under policy uncertainty
    Journal of Commodity Markets, 2016, 3, (1), 54-69 View citations (1)
24. Prosumer bidding and scheduling in electricity markets
    Energy, 2016, 94, (C), 828-843 View citations (52)
25. Stepwise Green Investment under Policy Uncertainty
    The Energy Journal, 2016, Volume 37, (Number 4) View citations (26)
    Also in The Energy Journal, 2016, 37, (4), 87-108 (2016) View citations (1)

2015

26. A spot-forward model for electricity prices with regime shifts
    Energy Economics, 2015, 47, (C), 142-153 View citations (37)
27. The overnight risk premium in electricity forward contracts
    Energy Economics, 2015, 49, (C), 293-300 View citations (9)

2014

28. Bidding in sequential electricity markets: The Nordic case
    European Journal of Operational Research, 2014, 238, (3), 797-809 View citations (38)
29. Investment timing under uncertain renewable energy policy: An empirical study of small hydropower projects
    Energy, 2014, 78, (C), 154-164 View citations (36)

2013

30. Linepack storage valuation under price uncertainty
    Energy, 2013, 52, (C), 155-164 View citations (20)
    See also Working Paper Linepack storage valuation under price uncertainty, MPRA Paper (2012) View citations (1) (2012)
31. Selective hedging in hydro-based electricity companies
    Energy Economics, 2013, 40, (C), 326-338 View citations (18)
    See also Working Paper Selective Hedging in Hydro-Based Electricity Companies, MPRA Paper (2013) View citations (18) (2013)

2012

32. Renewable energy investments under different support schemes: A real options approach
    European Journal of Operational Research, 2012, 220, (1), 225-237 View citations (216)

2011

33. Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
    Computational Management Science, 2011, 8, (1), 75-101 View citations (16)

2010

34. Gas-fired power plants: Investment timing, operating flexibility and CO2 capture
    Energy Economics, 2010, 32, (4), 805-816 View citations (37)
35. How to proceed with competing alternative energy technologies: A real options analysis
    Energy Economics, 2010, 32, (4), 817-830 View citations (55)
    See also Working Paper How to Proceed with Competing Alternative Energy Technologies: a Real Options Analysis, MPRA Paper (2009) (2009)

2008

36. Combined Heat and Power in Commercial Buildings: Investment and Risk Analysis
    The Energy Journal, 2008, Volume 29, (Number 2), 123-150 View citations (9)
    Also in The Energy Journal, 2008, 29, (2), 123-150 (2008) View citations (1)
37. Investment timing and optimal capacity choice for small hydropower projects
    European Journal of Operational Research, 2008, 190, (1), 255-267 View citations (93)
    See also Working Paper Investment timing and optimal capacity choice for small hydropower projects, MPRA Paper (2006) (2006)
38. Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
    European Journal of Operational Research, 2008, 185, (3), 1680-1689 View citations (1)
    See also Working Paper Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach, MPRA Paper (2006) (2006)

2007

39. Optimal investment strategies in decentralized renewable power generation under uncertainty
    Energy, 2007, 32, (5), 803-815 View citations (117)
    See also Working Paper Optimal investment strategies in decentralized renewable power generation under uncertainty, MPRA Paper (2006) View citations (9) (2006)
40. Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
    European Journal of Operational Research, 2007, 181, (2), 916-928 View citations (44)

2005

41. Flexibility and technology choice in gas fired power plant investments
    Review of Financial Economics, 2005, 14, (3-4), 371-393 View citations (1)
    Also in Review of Financial Economics, 2005, 14, (3-4), 371-393 (2005) View citations (39)
    See also Working Paper Flexibility and Technology Choice in Gas Fired Power Plant Investments, Others (2006) (2006)

2004

42. Modeling financial reinsurance in the casualty insurance business via stochastic programming
    Journal of Economic Dynamics and Control, 2004, 28, (5), 991-1012 View citations (2)

2003

43. Constructing forward price curves in electricity markets
    Energy Economics, 2003, 25, (5), 409-424 View citations (36)

2002

44. The performance of stochastic dynamic and fixed mix portfolio models
    European Journal of Operational Research, 2002, 140, (1), 37-49 View citations (26)

Chapters

2013

1. A Stochastic Game Model Applied to the Nordic Electricity Market
   Chapter 15 in Stochastic Programming Applications in Finance, Energy, Planning and Logistics, 2013, pp 421-441 View citations (4)
2. Copula-Based Hedge Ratios for Renewable Power Generation
   Springer