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Relevance of Risk Capital and Margining for the Valuation of Power Plants: Cash Requirements for Credit Risk Mitigation
15 references·16 citing·34 second hop
Relevance of Risk Capital and Margining for the Valuation of Power Plants: Cash Requirements for Credit Risk Mitigation (2010)Relevance of Risk Capital and Margining f…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…The Value of Corporate Risk Management (2007)The Value of Corporate Risk M…Quantifying Credit Risk I: Default Prediction (2003)Quantifying Credit Risk I: De…Default Parameter Estimation Using Market Prices (2001)Default Parameter Estimation …Hedging and Liquidity (2000)Hedging and LiquidityFinancing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Financing Policy, Basis Risk,…Debt Valuation, Renegotiation, and Optimal Dividend Policy (2000)Debt Valuation, Renegotiation…A Markov Model for the Term Structure of Credit Risk Spreads (1997)A Markov Model for the Term S…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Fuzzy Portfolio Optimization of Power Generation Assets (2018)Fuzzy Portfolio Optimization …Switching from fossil fuel to renewables in residential heating systems: An empirical study of homeowners' decisions in Germany (2015)Switching from fossil fuel to…Is There Really Granger Causality between Energy Use and Output? (2013)Is There Really Granger Causa…Relating R&D and investment policies to CCS market diffusion through two-factor learning (2012)Relating R&D and investment p…Towards an Efficient and Low-Carbon Economy Post-2012: Opportunities and Barriers for Foreign Companies in the Russian Market (2011)Towards an Efficient and Low-…Responsiveness of Residential Electricity Demand in OECD Countries: A Panel Cointegation and Causality Analysis (2011)Responsiveness of Residential…Power plant investments in the Turkish electricity sector: A real options approach taking into account market liberalization (2011)Power plant investments in th…Fuzzy Portfolio Optimization of Onshore Wind Power Plants (2011)Fuzzy Portfolio Optimization …Cost Evaluation of Credit Risk Securitization in the Electricity Industry: Credit Default Acceptance vs. Margining Costs (2011)Cost Evaluation of Credit Ris…Communication Network Formation with Link Specificity and Value Transferability (2011)Communication Network Formati…Valuation of CCS-Ready Coal-Fired Power Plants: A Multi-Dimensional Real Options Approach (2010)Valuation of CCS-Ready Coal-F…The Structure of Online Consumer Communication Networks (2010)The Structure of Online Consu…Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries (2010)Short- and Long-Run Electrici…Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining (2010)Portfolio Optimization for Po…Investment in New Power Generation Under Uncertainty: Benefits of CHP vs. Condensing Plants in a Copula-Based Analysis (2010)Investment in New Power Gener…A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading (2010)A Laboratory Experiment to Co…Option pricing when underlying stock returns are discontinuous (1976)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)How much do firms hedge with derivatives? 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(2009)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)
this work references cited by second hop

References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
  • 2000Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers745 cited
  • 2000Debt Valuation, Renegotiation, and Optimal Dividend Policy417 cited
  • 2003Quantifying Credit Risk I: Default Prediction317 cited
  • 2000Hedging and Liquidity245 cited
  • 2007The Value of Corporate Risk Management208 cited
  • 2001Default Parameter Estimation Using Market Prices206 cited

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Cited by

  • 2015Switching from fossil fuel to renewables in residential heating systems: An empirical study of homeowners' decisions in Germany182 cited
  • 2012Relating R&D and investment policies to CCS market diffusion through two-factor learning159 cited
  • 2010Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries114 cited
  • 2018Fuzzy Portfolio Optimization of Power Generation Assets113 cited
  • 2010Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining110 cited
  • 2011Communication Network Formation with Link Specificity and Value Transferability102 cited
  • 2010The Structure of Online Consumer Communication Networks100 cited
  • 2011Responsiveness of Residential Electricity Demand in OECD Countries: A Panel Cointegation and Causality Analysis100 cited
  • 2011Cost Evaluation of Credit Risk Securitization in the Electricity Industry: Credit Default Acceptance vs. Margining Costs99 cited
  • 2010Valuation of CCS-Ready Coal-Fired Power Plants: A Multi-Dimensional Real Options Approach99 cited
  • 2010A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading99 cited
  • 2011Power plant investments in the Turkish electricity sector: A real options approach taking into account market liberalization97 cited
  • 2011Fuzzy Portfolio Optimization of Onshore Wind Power Plants97 cited
  • 2010Investment in New Power Generation Under Uncertainty: Benefits of CHP vs. Condensing Plants in a Copula-Based Analysis92 cited
  • 2013Is There Really Granger Causality between Energy Use and Output?91 cited
  • 2011Towards an Efficient and Low-Carbon Economy Post-2012: Opportunities and Barriers for Foreign Companies in the Russian Market86 cited