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A decision-making tool for project investments based on real options: the case of wind power generation
15 references·4 citing·31 second hop
A decision-making tool for project investments based on real options: the case of wind power generation (2011)A decision-making tool for project invest…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Optimal investment strategies in decentralized renewable power generation under uncertainty (2006)Optimal investment strategies…Flexibility and technology choice in gas fired power plant investments (2005)Flexibility and technology ch…INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY (2003)INCORPORATING OPERATIONAL CHA…Economic Evaluation of Projects in the Electricity Supply Industry (2003)Economic Evaluation of Projec…Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Electricity Prices and Power …The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Real Options in Capital Investment: Models, Strategies, and Applications (1995)Real Options in Capital Inves…Investment under alternative return assumptions Comparing random walks and mean reversion (1995)Investment under alternative …Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyAn Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…Duration and the Measurement of Basis Risk (1979)Duration and the Measurement …A review of the operations literature on real options in energy (2022)A review of the operations li…The paradox effects of uncertainty and flexibility on investment in renewables under governmental support (2015)The paradox effects of uncert…Risk Analysis of Wind Energy Investments in Turkey (2014)Risk Analysis of Wind Energy …Investment Valuation Model for Renewable Energy Systems in Buildings (2014)Investment Valuation Model fo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Asset Prices in an Exchange Economy (1978)A Theory of the Term Structure of Interest Rates (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)The valuation of options for alternative stochastic processes (1976)Martingales and arbitrage in multiperiod securities markets (1979)Pricing Interest-Rate-Derivative Securities (1990)Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005)Understanding the Fine Structure of Electricity Prices* (2006)Renewable energy investments under different support schemes: A real options approach (2012)An equilibrium characterization of the term structure (1977)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Investment timing and optimal capacity choice for small hydropower projects (2007)Review of renewable energy investment and financing in China: Status, mode, issues and countermeasures (2013)A real options model for renewable energy investment with application to solar photovoltaic power generation in China (2016)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Options Analysis of Software Platform Decisions: A Case Study1 (2000)The Resource‐based View (2005)The Entrepreneurial Organization of Heterogeneous Capital* (2007)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
  • 1995Real Options in Capital Investment: Models, Strategies, and Applications307 cited
  • 2006Optimal investment strategies in decentralized renewable power generation under uncertainty241 cited
  • 1979Duration and the Measurement of Basis Risk225 cited
  • 1995Investment under alternative return assumptions Comparing random walks and mean reversion161 cited
  • 2003INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY90 cited
  • 2003Economic Evaluation of Projects in the Electricity Supply Industry88 cited
  • 2005Flexibility and technology choice in gas fired power plant investments

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77 cited

Cited by

  • 2022A review of the operations literature on real options in energy58 cited
  • 2014Investment Valuation Model for Renewable Energy Systems in Buildings31 cited
  • 2015The paradox effects of uncertainty and flexibility on investment in renewables under governmental support31 cited
  • 2014Risk Analysis of Wind Energy Investments in Turkey24 cited