Structural estimation of switching costs for peaking power plants
DOI10.1016/J.EJOR.2019.03.031zbMATH Open1441.62685OpenAlexW2924533569WikidataQ128134765 ScholiaQ128134765MaRDI QIDQ2183304FDOQ2183304
Authors: Stein-Erik Fleten, Erik Haugom, Alois Pichler, Carl J. Ullrich 
Publication date: 26 May 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2594480
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stochastic optimizationreal optionselectricity marketsirreversible investmentdynamic discrete choice models
Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50)
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- Structural estimation of the effect of out-of-stocks
- Constrained optimization approaches to estimation of structural models
- Strong consistency of kernel density estimates for Markov chains failure rates
- How real option disinvestment flexibility augments project NPV
- Linear combination of Gumbel random variables
- Structural estimation of real options models
Cited In (1)
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