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ArticleReal options and a large producer: the case of electricity markets

Jussi Keppo2003

Article2003

Real options and a large producer: the case of electricity markets

Jussi Keppo · Hao Lu

54 citations·0/0 files stored·Energy Economics

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Capital Investment and Risk Analysis Stochastic processes and financial applications Electric Power System Optimization

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References

1994Investment Under Uncertainty.1994Investment under Uncertainty 2007Brownian Motion and Stochastic Calculus 1971Optimum consumption and portfolio rules in a continuous-time model 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1985Evaluating Natural Resource Investments 1989Entry and Exit Decisions under Uncertainty 1991Brownian motion and stochastic calculus

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2011How much should we pay for interconnecting electricity markets? A real options approach 2018Greening the power generation sector: Understanding the role of uncertainty 2020The Valuation of the Operational Flexibility of the Energy Investment Project Based on a Gas-Fired Power Plant 2007Profit sharing and investment by regulated utilities: A welfare analysis 2009An entry and exit model on the energy-saving investment strategy with real options 2016Real Options-Based Framework for Hydropower Plant Adaptation to Climate Change

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Year2003

Typearticle

Published2003-07-22

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations54

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1016/s0140-9883(03)00048-3

openalex_workW1986914552

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2009Stochastic interest rates in the analysis of energy investments: Implications on economic performance and sustainability

2016Investment timing decisions in hydropower adaptation projects using climate scenarios: A case study of South Korea