SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
10 references·8 citing·41 second hop
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (2015)Risk neutral and risk averse approaches t…Renewable energy investments under different support schemes: A real options approach (2012)Renewable energy investments …Analysis of stochastic dual dynamic programming method (2010)Analysis of stochastic dual d…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…STochastic Modeling of Electricity and Related Markets (2008)STochastic Modeling of Electr…On the convergence of stochastic dual dynamic programming and related methods (2008)On the convergence of stochas…Forward curve dynamics in the Nordic electricity market (2005)Forward curve dynamics in the…Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Electricity Prices and Power …Energy derivatives : pricing and risk management (2000)Energy derivatives : pricing …Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (1995)Investment Valuation: Tools a…Investment under Uncertainty (1994)Investment under UncertaintyEconomic and Regulatory Uncertainty in Renewable Energy System Design: A Review (2023)Economic and Regulatory Uncer…Unstructured Data Analysis for Risk Management of Electric Power Transmission Lines (2022)Unstructured Data Analysis fo…Financial hedging in two-stage sustainable commodity supply chains (2022)Financial hedging in two-stag…A review of the operations literature on real options in energy (2022)A review of the operations li…No real option for solar in Ireland: A real option valuation of utility scale solar investment in Ireland (2021)No real option for solar in I…Optimal CSR and Pricing Decisions With Risk-Averse Providers in a Competitive Shipping System (2020)Optimal CSR and Pricing Decis…Crowdfunding mechanism comparison when product quality is uncertain (2018)Crowdfunding mechanism compar…Capacity, pricing and production under supply and demand uncertainties with an application in agriculture (2018)Capacity, pricing and product…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)The arbitrage theory of capital asset pricing (1976)The Value of Waiting to Invest (1982)Investment Under Uncertainty. (1994)A real options model for renewable energy investment with application to solar photovoltaic power generation in China (2016)Risks and risk management of renewable energy projects: The case of onshore and offshore wind parks (2016)A unified framework for stochastic optimization (2018)Introduction to Stochastic Programming (1998)Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (2011)Introduction to Stochastic Programming (2011)Clearing the Jungle of Stochastic Optimization (2014)On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs (2014)The valuation of options for alternative stochastic processes (1976)Martingales and arbitrage in multiperiod securities markets (1979)Pricing Interest-Rate-Derivative Securities (1990)Understanding the Fine Structure of Electricity Prices* (2006)Optimization of conditional value-at-risk (2000)Monte Carlo sampling-based methods for stochastic optimization (2014)Stochastic dual dynamic integer programming (2018)An equilibrium characterization of the term structure (1977)Multivariate Data Analysis (2000)A real option analysis of investments in hydropower—The case of Norway (2007)Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining (2010)A Survey of Commodity Markets and Structural Models for Electricity Prices (2013)American Economic Review (2019)Pricing and Hedging Spread Options (2003)Regime jumps in electricity prices (2003)Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Economic policy uncertainty, cost of capital, and corporate innovation (2019)ESG activities and banking performance: International evidence from emerging economies (2020)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)Heavy-tails and regime-switching in electricity prices (2008)A Critical Empirical Study of Three Electricity Spot Price Models (2011)Estimation methods for expected shortfall (2013)
this work references cited by second hop

References

  • 1994Investment under Uncertainty9,016 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 1995Investment Valuation: Tools and Techniques for Determining the Value of Any Asset1,380 cited
  • 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
  • 2000Energy derivatives : pricing and risk management495 cited
  • 2010Analysis of stochastic dual dynamic programming method438 cited
  • 2012Renewable energy investments under different support schemes: A real options approach417 cited
  • 2008STochastic Modeling of Electricity and Related Markets307 cited
  • 2008On the convergence of stochastic dual dynamic programming and related methods232 cited
  • 2005Forward curve dynamics in the Nordic electricity market140 cited

Cited by

  • 2022A review of the operations literature on real options in energy58 cited
  • 2023Economic and Regulatory Uncertainty in Renewable Energy System Design: A Review49 cited
  • 2021No real option for solar in Ireland: A real option valuation of utility scale solar investment in Ireland36 cited
  • 2018Crowdfunding mechanism comparison when product quality is uncertain33 cited
  • 2018

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Capacity, pricing and production under supply and demand uncertainties with an application in agriculture
32 cited
  • 2022Financial hedging in two-stage sustainable commodity supply chains29 cited
  • 2020Optimal CSR and Pricing Decisions With Risk-Averse Providers in a Competitive Shipping System21 cited
  • 2022Unstructured Data Analysis for Risk Management of Electric Power Transmission Lines4 cited