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

zbMATH Keywords

stochastic optimizationreal optionselectricity marketsirreversible investmentdynamic discrete choice models

Mathematics Subject Classification ID

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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Cites work

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• Constrained optimization approaches to estimation of structural models
• Foundations of quantization for probability distributions
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• Linear combination of Gumbel random variables
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric estimation of structural models for high-frequency currency market data
• Optimal Nonparametric Estimation of First-price Auctions
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Strong consistency of kernel density estimates for Markov chains failure rates
• Structural estimation of real options models
• Structural estimation of the effect of out-of-stocks

Cited in

(1)

• scientific article; zbMATH DE number 7733443 (Why is no real title available?)

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