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Capital Investment Strategies under Uncertain Regulation
12 references·16 citing·38 second hop
Capital Investment Strategies under Uncertain Regulation (1993)Capital Investment Strategies under Uncer…Continuous-Time Finance. (1991)Continuous-Time Finance.Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Time to build, option value, and investment decisions (1987)Time to build, option value, …Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques (1985)Valuation by Approximation: A…Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Investment and the Valuation …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Value of Waiting to Invest (1982)The Value of Waiting to InvestThe valuation of compound options (1979)The valuation of compound opt…Option pricing: A simplified approach (1979)Option pricing: A simplified …Inflation and Environmental Concern: Structural Change in the Process of Public Utility Price Regulation (1974)Inflation and Environmental C…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Green capacity investment under subsidy withdrawal risk (2021)Green capacity investment und…The failure of Chinese peer-to-peer lending platforms: Finance and politics (2020)The failure of Chinese peer-t…Institutions, regulations and initial coin offerings: An international perspective (2020)Institutions, regulations and…Domestic institutional attributes as drivers of export performance in an emerging and transition economy (2016)Domestic institutional attrib…Industry-Level Analysis of Information Technology Return and Risk: What Explains the Variation? (2015)Industry-Level Analysis of In…Co-firing coal with wood pellets for U.S. electricity generation: A real options analysis (2015)Co-firing coal with wood pell…Inconsistent Regulators: Evidence From Banking (2012)Inconsistent Regulators: Evid…Establishing the Value of Flexibility Created by Training: Applying Real Options Methodology to a Single HR Practice (2009)Establishing the Value of Fle…Profit sharing and investment by regulated utilities: A welfare analysis (2007)Profit sharing and investment…Firm regulation and profit sharing: a real option approach (2007)Firm regulation and profit sh…Regulating Infrastructure: The Impact on Risk and Investment (2005)Regulating Infrastructure: Th…Regulation and Investment under Uncertainty: An Application to Power Grid Interconnection (2004)Regulation and Investment und…Investment under Regulatory Uncertainty: U.S. Electricity Generation Investment Since 1996 (2004)Investment under Regulatory U…Real (investment) options with multiple sources of rare events (2002)Real (investment) options wit…Regulatory Opportunism and Investment Behavior: Evidence from the U.S. Electric Utility Industry (2000)Regulatory Opportunism and In…Integrating renewable energy technologies in the electric supply industry: A risk management approach (1997)Integrating renewable energy …The effects of price and cost uncertainty on investment (1972)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Real Options and Interactions with Financial Flexibility (1993)Investor valuation of the abandonment option (1996)Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Theory of Rational Option Pricing (1973)Option values under stochastic volatility: Theory and empirical estimates (1987)THE GARCH OPTION PRICING MODEL (1995)Arbitrage Theory in Continuous Time (2004)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)The Long-Run Evolution of Energy Prices (1999)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Time to Build and Aggregate Fluctuations (1982)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)An Engine, Not a Camera (2006)Martingales and stochastic integrals in the theory of continuous trading (1981)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1979The valuation of compound options1,107 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1985Investment and the Valuation of Firms When There is an Option to Shut Down759 cited
  • 1974Inflation and Environmental Concern: Structural Change in the Process of Public Utility Price Regulation437 cited
  • 1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques218 cited

Cited by

  • 2007Firm regulation and profit sharing: a real option approach112 cited
  • 2016Domestic institutional attributes as drivers of export performance in an emerging and transition economy93 cited
  • 2002Real (investment) options with multiple sources of rare events

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89 cited
  • 2005Regulating Infrastructure: The Impact on Risk and Investment74 cited
  • 2020The failure of Chinese peer-to-peer lending platforms: Finance and politics68 cited
  • 2012Inconsistent Regulators: Evidence From Banking62 cited
  • 2021Green capacity investment under subsidy withdrawal risk54 cited
  • 2004Investment under Regulatory Uncertainty: U.S. Electricity Generation Investment Since 199650 cited
  • 2009Establishing the Value of Flexibility Created by Training: Applying Real Options Methodology to a Single HR Practice42 cited
  • 2004Regulation and Investment under Uncertainty: An Application to Power Grid Interconnection41 cited
  • 2000Regulatory Opportunism and Investment Behavior: Evidence from the U.S. Electric Utility Industry40 cited
  • 2015Co-firing coal with wood pellets for U.S. electricity generation: A real options analysis38 cited
  • 2015Industry-Level Analysis of Information Technology Return and Risk: What Explains the Variation?37 cited
  • 2020Institutions, regulations and initial coin offerings: An international perspective35 cited
  • 2007Profit sharing and investment by regulated utilities: A welfare analysis35 cited
  • 1997Integrating renewable energy technologies in the electric supply industry: A risk management approach32 cited