Stein-Erik Fleten

Orcid: 0000-0001-6462-0266

According to our database1, Stein-Erik Fleten authored at least 23 papers between 2002 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

Online presence:

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Bibliography

2025
Flexible electricity market clearing zones.
Comput. Oper. Res., 2025

2024
Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling.
Comput. Manag. Sci., December, 2024

2023
Dynamic hedging for the real option management of hydropower production with exchange rate risks.
OR Spectr., June, 2023

2021
Data for A Novel Semiparametric Structural Model for Electricity Forward Curves.
Dataset, December, 2021

Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective.
Manuf. Serv. Oper. Manag., 2021

Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming.
Comput. Oper. Res., 2021

Recent advances in applied optimization under uncertainty.
Comput. Manag. Sci., 2021

2020
Structural estimation of switching costs for peaking power plants.
Eur. J. Oper. Res., 2020

Editorial.
Comput. Manag. Sci., 2020

2018
Switching from oil to gas production in a depleting field.
Eur. J. Oper. Res., 2018

2017
Stepwise investment and capacity sizing under uncertainty.
OR Spectr., 2017

Stochastic short-term hydropower planning with inflow scenario trees.
Eur. J. Oper. Res., 2017

2016
<i>Computational Management Science</i> Special Issue on "Optimisation methods and applications in the energy sector".
Comput. Manag. Sci., 2016

Investment in electric energy storage under uncertainty: a real options approach.
Comput. Manag. Sci., 2016

2014
Bidding in sequential electricity markets: The Nordic case.
Eur. J. Oper. Res., 2014

2012
Renewable energy investments under different support schemes: A real options approach.
Eur. J. Oper. Res., 2012

Discussion on: "Profit Maximization of a Power Plant".
Eur. J. Control, 2012

2011
Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account.
Comput. Manag. Sci., 2011

2008
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach.
Eur. J. Oper. Res., 2008

Investment timing and optimal capacity choice for small hydropower projects.
Eur. J. Oper. Res., 2008

Short-term hydropower production planning by stochastic programming.
Comput. Oper. Res., 2008

2007
Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer.
Eur. J. Oper. Res., 2007

2002
The performance of stochastic dynamic and fixed mix portfolio models.
Eur. J. Oper. Res., 2002


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