• Analysis and Forecasting of Electricity Price Risks with Quantile Factor Models 

      Bunn, Derek; Andresen, Arne; Chen, Dipeng; Westgaard, Sjur (Journal article, 2015)
      Forecasting quantile and value-at-risk levels for commodity prices is methodologically challenging because of the distinctive stochastic properties of the price density functions, volatility clustering and the importance ...
    • Stepwise Green Investment under Policy Uncertainty 

      Chronopoulos, Michail; Hagspiel, Verena; Fleten, Stein-Erik (Journal article; Peer reviewed, 2016)
      We analyse how market price and policy uncertainty, in the form of random provision or retraction of a subsidy, interact to affect the optimal time of Investment and the size of a renewable energy (RE) project that can be ...
    • The Other Renewable: Hydropower Upgrades and Renewable Portfolio Standards 

      Mauritzen, Johannes; Fleten, Stein-Erik; Ulrich, Carl (Journal article, 2018)
      A total of 29 U.S. states and the District of Columbia have in place mandatory Renewable Portfolio Standards (RPS) which require that a minimum amount of energy come from renewable resources. We investigate the role of ...