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A dynamic CVaR‐portfolio approach using real options: an application to energy investments
14 references·2 citing·35 second hop
A dynamic CVaR‐portfolio approach using real options: an application to energy investments (2010)A dynamic CVaR‐portfolio approach using r…Investment under market and climate policy uncertainty (2008)Investment under market and c…Assessing the effects of CO2 price caps on electricity investments—A real options analysis (2008)Assessing the effects of CO2 …An integrated CVaR and real options approach to investments in the energy sector (2008)An integrated CVaR and real o…Modeling Investment Risks and Uncertainties with Real Options Approach (2007)Modeling Investment Risks and…Carbon Capture Retrofits and the Cost of Regulatory Uncertainty (2007)Carbon Capture Retrofits and …Scenarios of long-term socio-economic and environmental development under climate stabilization (2006)Scenarios of long-term socio-…Emissions trading and investment decisions in the power sector—a case study in Finland (2004)Emissions trading and investm…Optimization of conditional value-at-risk (2000)Optimization of conditional v…International Institute for Applied Systems Analysis (2000)International Institute for A…Reducing the Impacts of Energy Price Volatility Through Dynamic Portfolio Selection (1998)Reducing the Impacts of Energ…Investment under Uncertainty (1994)Investment under UncertaintyLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Climate Policy Uncertainty and Power Generation Investments: A Real Options-CVaR Portfolio Optimization Approach (2015)Climate Policy Uncertainty an…Decision-support tool for assessing future nuclear reactor generation portfolios (2014)Decision-support tool for ass…Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Investment Under Uncertainty. (1994)Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)The political economy of carbon capture and storage: An analysis of two demonstration projects (2015)An uncertainty analysis of subsidy for carbon capture and storage (CCS) retrofitting investment in China's coal power plants using a real-options approach (2016)Optimal investment portfolio strategies for power enterprises under multi-policy scenarios of renewable energy (2021)Special report on emissions scenarios (2000)RCP2.6: exploring the possibility to keep global mean temperature increase below 2°C (2011)Energy system transformations for limiting end-of-century warming to below 1.5 °C (2015)The marker quantification of the Shared Socioeconomic Pathway 2: A middle-of-the-road scenario for the 21st century (2016)The Value of Waiting to Invest (1982)A real options–based CCS investment evaluation model: Case study of China’s power generation sector (2011)A real options model for renewable energy investment with application to solar photovoltaic power generation in China (2016)Does economic policy uncertainty affect renewable energy consumption? (2021)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)EU ETS and Investment Decisions: (2007)Corporate investments and environmental regulation: The role of regulatory uncertainty, regulation-induced uncertainty, and investment history (2016)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)Uncertainty of Governmental Relief and the Crowding out of Flood Insurance (2012)Pursuing air pollutant co-benefits of CO2 mitigation in China: A provincial leveled analysis (2015)Climate and development: enhancing impact through stronger linkages in the implementation of the Paris Agreement and the Sustainable Development Goals (SDGs) (2018)
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References

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  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
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  • 2015Climate Policy Uncertainty and Power Generation Investments: A Real Options-CVaR Portfolio Optimization Approach

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22 cited
  • 2014Decision-support tool for assessing future nuclear reactor generation portfolios21 cited