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Linepack storage valuation under price uncertainty
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Linepack storage valuation under price uncertainty (2013)Linepack storage valuation under price un…Valuation of Storage at a Liquefied Natural Gas Terminal (2011)Valuation of Storage at a Liq…Power spot price models with negative prices (2011)Power spot price models with …Efficient estimation of Markov regime-switching models: An application to electricity spot prices (2011)Efficient estimation of Marko…On the Pricing of Natural Gas Pipeline Capacity (2009)On the Pricing of Natural Gas…Monte Carlo valuation of natural gas investments (2008)Monte Carlo valuation of natu…Gas Storage Valuation: Price Modelling v. Optimization Methods (2008)Gas Storage Valuation: Price …Gas Storage Valuation Using a Monte Carlo Method (2008)Gas Storage Valuation Using a…Distributed generation investment by a microgrid under uncertainty (2008)Distributed generation invest…Optimal investment strategies in decentralized renewable power generation under uncertainty (2006)Optimal investment strategies…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyThe Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Monte Carlo Methods in Financial Engineering (2003)Seasonal Energy Storage Operations with Limited Flexibility: The Price-Adjusted Rolling Intrinsic Policy (2012)Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options (2014)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The New Palgrave dictionary of economics (2008)Fundamental and Behavioural Drivers of Electricity Price Volatility (2010)Investment in electric energy storage under uncertainty: a real options approach (2016)How should a local regime-switching model be calibrated? (2017)The pricing of commodity contracts (1976)Applied Probability and Queues (1987)Dynamic Asset Pricing Theory. (1993)OM Forum—Operations and Finance Interactions (2014)Investment strategy for underground gas storage facilities based on real option model considering gas market reform in China (2018)A review of the operations literature on real options in energy (2022)The Pricing of Options and Corporate Liabilities (1973)Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Application of the modified Tobin’s q to an uncertain energy-saving project with the real options concept (2010)A simulation based real options approach for the investment evaluation of nuclear power (2012)Quantifying the value of investing in distributed natural gas and renewable electricity systems as complements: Applications of discounted cash flow and real options analysis with stochastic inputs (2016)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)Heavy-tails and regime-switching in electricity prices (2008)Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes (2013)Analysis of Mean and Volatility Price Transmissions in the MIBEL and EPEX Electricity Spot Markets (2014)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)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Contracts for Changing Times: Sourcing with Raw Material Price Volatility and Information Asymmetry (2013)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 2006Optimal investment strategies in decentralized renewable power generation under uncertainty241 cited
  • 2008Gas Storage Valuation Using a Monte Carlo Method137 cited
  • 2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices95 cited
  • 2008Distributed generation investment by a microgrid under uncertainty69 cited
  • 2011Valuation of Storage at a Liquefied Natural Gas Terminal61 cited
  • 2011Power spot price models with negative prices58 cited
  • 2009On the Pricing of Natural Gas Pipeline Capacity45 cited
  • 2008Gas Storage Valuation: Price Modelling v. Optimization Methods41 cited
  • 2008Monte Carlo valuation of natural gas investments40 cited

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