Publications

by members of

Universität St. Gallen → School of Finance → Institut für Operations Research und Computational Finance (IORCF)

University of St. Gallen → Institute for Operations Research and Computational Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.

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| Working papers | Journal articles |

Working papers

2013

1. Stein-Erik, Fleten & Paraschiv, Florentina & Schürle, Michel, 2013, "Spot-forward Model for Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1311, Jul.

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Journal articles

2018

1. Karl Frauendorfer & Florentina Paraschiv & Michael Schürle, 2018, "Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition," Energies, MDPI, volume 11, issue 9, pages 1-30, August.

2015

1. Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015, "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, volume 47, issue C, pages 142-153, DOI: 10.1016/j.eneco.2014.11.003.

2007

1. Frauendorfer, Karl & Jacoby, Ulrich & Schwendener, Alvin, 2007, "Regime switching based portfolio selection for pension funds," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2265-2280, August.

2003

1. Frauendorfer, Karl & Schurle, Michael, 2003, "Management of non-maturing deposits by multistage stochastic programming," European Journal of Operational Research, Elsevier, volume 151, issue 3, pages 602-616, December.
2. Karl Frauendorfer & Gido Haarbrücker, 2003, "Solving Sequences of Refined Multistage Stochastic Linear Programs," Annals of Operations Research, Springer, volume 124, issue 1, pages 133-163, November, DOI: 10.1023/B:ANOR.0000004766.05076.9d.

2000

1. Karl Frauendorfer & Michael Schürle, 2000, "Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation," Annals of Operations Research, Springer, volume 100, issue 1, pages 189-209, December, DOI: 10.1023/A:1019223318808.

1996

1. Frauendorfer, K. & Konigsperger, E., 1996, "Concepts for improving scheduling decisions: An application in the chemical industry," International Journal of Production Economics, Elsevier, volume 46, issue 1, pages 27-38, December.

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