Background and activities
Scientific, academic and artistic work
A selection of recent journal publications, artistic productions, books, including book and report excerpts. See all publications in the database
- (2016) Investment in electric energy storage under uncertainty: a real options approach. Computational Management Science. vol. 13 (3).
- (2016) Linear decision rules for seasonal hydropower planning: modelling considerations. Energy Procedia. vol. 87.
- (2016) Stepwise Green Investment under Policy Uncertainty. Energy Journal. vol. 37 (4).
- (2016) Policy Uncertainty and Real Options in Switching of Peak Generators. IAEE International Conference.
- (2016) Green electricity investment timing in practise. Real options or Net present value?. Energy.
- (2016) Prosumer bidding and scheduling in electricity markets. Energy. vol. 94.
- (2015) Insights from Actual Day-Ahead Bidding of Hydropower. International Journal of Sustainable Energy Planning and Management. vol. 7.
- (2015) The overnight risk premium in electricity forward contracts. Energy Economics. vol. 49.
- (2015) Electricity futures prices: time-varying sensitivity to fundamentals. Journal of Energy Markets. vol. 8 (4).
- (2015) A spot-forward model for electricity prices with regime shifts. Energy Economics. vol. 47.
- (2014) Evaluating a stochastic-programming-based bidding model for a multireservoir system. IEEE Transactions on Power Systems. vol. 29 (4).
- (2014) Bidding in sequential electricity markets: The Nordic case. European Journal of Operational Research. vol. 238 (3).
- (2014) Upgrading hydropower plants with storage: timing and capacity choice. Energy Systems, Springer Verlag. vol. 5 (2).
- (2014) Investment timing under uncertain renewable energy policy: An empirical study of small hydropower projects. Energy. vol. 78.
- (2013) Linepack storage valuation under price uncertainty. Energy. vol. 52.
- (2013) Benchmarking time series based forecasting models for electricity balancing market prices. Energy Systems, Springer Verlag. vol. 6 (1).
- (2013) Selective hedging in hydro-based electricity companies. Energy Economics. vol. 40.
- (2012) Renewable energy investments under different support schemes: A real options approach. European Journal of Operational Research. vol. 220 (1).
- (2011) Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. Computational Management Science. vol. 8 (1-2).
- (2011) Real Option Valuation of Offshore Petroleum Field Tie-ins. Journal of Real Options. vol. 1.
- Electrical power engineering
- Insurance mathematics and risk analysis
- Mathematic modelling and numerical methods
- Renewable energy
- Optimal stopping
- Stochastic processes
- Stochastic methods
- Electricity market
- Risk management
- Forward and futures prices
- Power Plants