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A MODELING GOVERNMENT REVENUE GUARANTEES IN PRIVATELY BUILT TRANSPORTATION PROJECTS: A RISK-ADJUSTED APPROACH
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A MODELING GOVERNMENT REVENUE GUARANTEES IN PRIVATELY BUILT TRANSPORTATION PROJECTS: A RISK-ADJUSTED APPROACH (2013)A MODELING GOVERNMENT REVENUE GUARANTEES …“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Variance models for project financial risk analysis with applications to greenfield BOT highway projects (2008)Variance models for project f…The option value of government guarantees in infrastructure projects (2008)The option value of governmen…Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects (2007)Valuing Simple Multiple-Exerc…Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation (2006)Valuing governmental support …Valuation of the minimum revenue guarantee and the option to abandon in BOT infrastructure projects (2006)Valuation of the minimum reve…Traffic Risk Mitigation in Highway Concession Projects: The Experience of Chile (2006)Traffic Risk Mitigation in Hi…Public-Private Partnerships, Government Guarantees, and Fiscal Risk (2006)Public-Private Partnerships, …From Nobel Prize to Project Management: Getting Risks Right (2006)From Nobel Prize to Project M…Public Money for Private Infrastructure (2003)Public Money for Private Infr…Modern Project Finance: A Casebook (2003)Modern Project Finance: A Cas…Principles of Project Finance (2002)Principles of Project FinanceValuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…INFRISK: A Computer Simulation Approach to Risk Management in Infrastructure Project Finance Transactions (1999)INFRISK: A Computer Simulatio…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyRemedies to the PPP Crisis in the Covid-19 Pandemic: Lessons from the 2008 Global Financial Crisis (2022)Remedies to the PPP Crisis in…Project-focussed literature on public-private partnership (PPP) in developing countries: a critical review (2022)Project-focussed literature o…Revenue Risk Allocation Mechanism in Public-Private Partnership Projects: Swing Option Approach (2020)Revenue Risk Allocation Mecha…Profit Allocation and Subsidy Mechanism for Public–Private Partnership Toll Road Projects (2020)Profit Allocation and Subsidy…Investment Valuation Model of Public Rental Housing PPP Project for Private Sector: A Real Option Perspective (2019)Investment Valuation Model of…Revenue-risk-sharing approaches for public-private partnership provision of highway facilities (2018)Revenue-risk-sharing approach…Valuation of strategic options in public–private partnerships (2016)Valuation of strategic option…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)Prospect Theory: An Analysis of Decision under Risk (1979)Heuristics and Biases (2002)Megaprojects and Risk (2003)A Bayesian Approach to Improve Estimate at Completion in Earned Value Management (2012)Flexible contracts to cope with uncertainty in public–private partnerships (2012)From Construction Megaproject Management to Complex Project Management: Bibliographic Analysis (2013)Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: managing strategic investment in an uncertain world (1999)Public-private partnerships for energy efficiency projects: A win-win model to choose the energy performance contracting structure (2017)Determinants of corporate borrowing (1977)Collar options to manage revenue risks in real toll public‐private partnership transportation projects (2010)Revenue guarantee in public-private partnerships: a fair risk allocation model (2014)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)State versus Private Ownership (1998)From State to Market: A Survey of Empirical Studies on Privatization (2001)THE BASIC PUBLIC FINANCE OF PUBLIC-PRIVATE PARTNERSHIPS (2007)Public-Private Partnerships (2008)How To Attain Value for Money (2011)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Risk-Neutral Pricing Approach for Evaluating BOT Highway Projects with Government Minimum Revenue Guarantee Options (2011)Evaluation of the excess revenue sharing ratio in PPP projects using principal–agent models (2015)Green construction supply chain management: Integrating governmental intervention and public–private partnerships through ecological modernisation (2021)Capital markets research in accounting (2001)How to Engage with the Private Sector in Public-Private Partnerships in Emerging Markets (2011)The evolving role of finance in South Africa’s renewable energy sector (2015)
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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
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 2006From Nobel Prize to Project Management: Getting Risks Right498 cited
  • 2002Principles of Project Finance318 cited
  • 2008The option value of government guarantees in infrastructure projects211 cited
  • 2006Public-Private Partnerships, Government Guarantees, and Fiscal Risk169 cited
  • 2007Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects168 cited
  • 2006Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation165 cited
  • 2006Valuation of the minimum revenue guarantee and the option to abandon in BOT infrastructure projects140 cited
  • 2003Modern Project Finance: A Casebook110 cited
  • 2006Traffic Risk Mitigation in Highway Concession Projects: The Experience of Chile98 cited
  • 1999INFRISK: A Computer Simulation Approach to Risk Management in Infrastructure Project Finance Transactions67 cited
  • 2003Public Money for Private Infrastructure58 cited

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  • 2008Variance models for project financial risk analysis with applications to greenfield BOT highway projects46 cited
  • Cited by

    • 2022Project-focussed literature on public-private partnership (PPP) in developing countries: a critical review48 cited
    • 2020Revenue Risk Allocation Mechanism in Public-Private Partnership Projects: Swing Option Approach41 cited
    • 2020Profit Allocation and Subsidy Mechanism for Public–Private Partnership Toll Road Projects40 cited
    • 2022Remedies to the PPP Crisis in the Covid-19 Pandemic: Lessons from the 2008 Global Financial Crisis39 cited
    • 2018Revenue-risk-sharing approaches for public-private partnership provision of highway facilities37 cited
    • 2016Valuation of strategic options in public–private partnerships33 cited
    • 2019Investment Valuation Model of Public Rental Housing PPP Project for Private Sector: A Real Option Perspective23 cited