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Variance models for project financial risk analysis with applications to greenfield BOT highway projects
16 references·10 citing·34 second hop
Variance models for project financial risk analysis with applications to greenfield BOT highway projects (2008)Variance models for project financial ris…Urban Transportation Planning (2017)Urban Transportation PlanningBuild, Operate, Transfer: Paving the Way for Tomorrow's Infrastructure (2008)Build, Operate, Transfer: Pav…Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation (2006)Valuing governmental support …Risk Concession Model for Build/Operate/Transfer Contract Projects (2005)Risk Concession Model for Bui…Financial Risk Analysis of Project Finance in Indonesian Toll Roads (2005)Financial Risk Analysis of Pr…Principles of Project Finance (2002)Principles of Project FinanceHandbook of Transport Modelling (2001)Handbook of Transport Modelli…NPV-at-Risk Method in Infrastructure Project Investment Evaluation (2000)NPV-at-Risk Method in Infrast…Handbook of Transport Modelling (2000)Handbook of Transport Modelli…INFRISK: A Computer Simulation Approach to Risk Management in Infrastructure Project Finance Transactions (1999)INFRISK: A Computer Simulatio…Improved Techniques for Valuing Large-Scale Projects (1999)Improved Techniques for Valui…Uncertainties in risk analysis: Six levels of treatment (1996)Uncertainties in risk analysi…Aleatory and epistemic uncertainty in probability elicitation with an example from hazardous waste management (1996)Aleatory and epistemic uncert…Propagation of Uncertainty in Risk Assessments: The Need to Distinguish Between Uncertainty Due to Lack of Knowledge and Uncertainty Due to Variability (1994)Propagation of Uncertainty in…Advanced engineering economics (1990)Advanced engineering economicsUrban Transportation Planning (1986)Urban Transportation PlanningThe Public Role for the Effectiveness of the Territorial Enhancement Initiatives: A Case Study on the Redevelopment of a Building in Disuse in an Italian Small Town (2021)The Public Role for the Effec…Managing financial risks to improve financial success of public—private partnership projects: a theoretical framework (2021)Managing financial risks to i…Revenue Risk Allocation Mechanism in Public-Private Partnership Projects: Swing Option Approach (2020)Revenue Risk Allocation Mecha…Options-based negotiation management of PPP–BOT infrastructure projects (2017)Options-based negotiation man…Valuation of strategic options in public–private partnerships (2016)Valuation of strategic option…Alternative to Government Revenue Guarantees: Dynamic Revenue Insurance Contracts (2013)Alternative to Government Rev…A MODELING GOVERNMENT REVENUE GUARANTEES IN PRIVATELY BUILT TRANSPORTATION PROJECTS: A RISK-ADJUSTED APPROACH (2013)A MODELING GOVERNMENT REVENUE…FEASIBILITY STUDY OF PUBLIC-PRIVATE PARTNERSHIP / VIEŠOJO IR PRIVAČIOJO SEKTORIŲ PARTNERYSTĖS GALIMYBIŲ ANALIZĖ (2011)FEASIBILITY STUDY OF PUBLIC-P…Risk assessment for highway projects using jackknife technique (2010)Risk assessment for highway p…Balancing Private and Public Interests in Public–Private Partnership Contracts through Optimization of Equity Capital Structure (2010)Balancing Private and Public …Theory of Games and Economic Behavior (1945)Risk, Ambiguity, and the Savage Axioms (1961)Judgment Under Uncertainty: Heuristics and Biases. (1984)Error and uncertainty in modeling and simulation (2002)Challenge problems: uncertainty in system response given uncertain parameters (2004)Verification, validation, and predictive capability in computational engineering and physics (2004)Beyond Value at Risk: The New Science of Risk Management (1998)Financial Viability Analysis and Capital Structure Optimization in Privatized Public Infrastructure Projects (2005)Evaluating sustainable retrofits in existing buildings under uncertainty (2011)Using fuzzy multiple criteria decision making approach to enhance risk assessment for metropolitan construction projects (2012)On The Quantitative Definition of Risk (1981)Different methods are needed to propagate ignorance and variability (1996)Decision Making in Health and Medicine: Integrating Evidence and Values (2001)Uncertainty: A guide to dealing with uncertainty in quantitative risk and policy analysis (1992)First and second order approximate reliability analysis methods using evidence theory (2015)Uncertainty handling in fault tree based risk assessment: State of the art and future perspectives (2019)Modeling, analysis, and optimization under uncertainties: a review (2021)Construction of experimental designs for mixed logit models allowing for correlation across choice observations (2010)Robust optimization for emergency logistics planning: Risk mitigation in humanitarian relief supply chains (2010)A justice-theoretic approach to the distribution of transportation benefits: Implications for transportation planning practice in the United States (2012)Valuing rail access using transport innovations (2004)The access journey to the railway station and its role in passengers’ satisfaction with rail travel (2007)The Myth of Travel Time Saving (2008)Spatial statistics for urban analysis: A review of techniques with examples (2004)Rural mobility and mode choice: Evidence from the 2001 National Household Travel Survey (2005)Planning transport for social inclusion: An accessibility-activity participation approach (2020)En-gendering Effective Planning: Spatial Mismatch, Low-Income Women, and Transportation Policy (2004)Spatial–temporal analysis of urban growth and transportation in Jeddah City, Saudi Arabia (2012)Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects (2007)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)A compendium and comparison of 25 project evaluation techniques. Part 2: Ratio, payback, and accounting methods (1995)EXPLOITING UNCERTAINTY—INVESTMENT OPPORTUNITIES AS REAL OPTIONS: A NEW WAY OF THINKING IN ENGINEERING ECONOMICS (2000)Real Options Valuation of U.S. Federal Renewable Energy Research, Development, \nDemonstration, and Deployment (2005)
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References

  • 1996Uncertainties in risk analysis: Six levels of treatment811 cited
  • 1994Propagation of Uncertainty in Risk Assessments: The Need to Distinguish Between Uncertainty Due to Lack of Knowledge and Uncertainty Due to Variability701 cited
  • 2001Handbook of Transport Modelling392 cited
  • 2000Handbook of Transport Modelling330 cited
  • 2002Principles of Project Finance318 cited
  • 1986Urban Transportation Planning254 cited
  • 2000NPV-at-Risk Method in Infrastructure Project Investment Evaluation250 cited
  • 1996Aleatory and epistemic uncertainty in probability elicitation with an example from hazardous waste management248 cited
  • 1990Advanced engineering economics211 cited
  • 2017Urban Transportation Planning195 cited
  • 2006Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation165 cited
  • 2008Build, Operate, Transfer: Paving the Way for Tomorrow's Infrastructure142 cited
  • 2005Risk Concession Model for Build/Operate/Transfer Contract Projects140 cited
  • 1999Improved Techniques for Valuing Large-Scale Projects70 cited
  • 1999INFRISK: A Computer Simulation Approach to Risk Management in Infrastructure Project Finance Transactions

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67 cited
  • 2005Financial Risk Analysis of Project Finance in Indonesian Toll Roads64 cited
  • Cited by

    • 2010Balancing Private and Public Interests in Public–Private Partnership Contracts through Optimization of Equity Capital Structure60 cited
    • 2010Risk assessment for highway projects using jackknife technique56 cited
    • 2013A MODELING GOVERNMENT REVENUE GUARANTEES IN PRIVATELY BUILT TRANSPORTATION PROJECTS: A RISK-ADJUSTED APPROACH49 cited
    • 2011FEASIBILITY STUDY OF PUBLIC-PRIVATE PARTNERSHIP / VIEŠOJO IR PRIVAČIOJO SEKTORIŲ PARTNERYSTĖS GALIMYBIŲ ANALIZĖ44 cited
    • 2020Revenue Risk Allocation Mechanism in Public-Private Partnership Projects: Swing Option Approach41 cited
    • 2017Options-based negotiation management of PPP–BOT infrastructure projects36 cited
    • 2021Managing financial risks to improve financial success of public—private partnership projects: a theoretical framework35 cited
    • 2016Valuation of strategic options in public–private partnerships33 cited
    • 2013Alternative to Government Revenue Guarantees: Dynamic Revenue Insurance Contracts33 cited
    • 2021The Public Role for the Effectiveness of the Territorial Enhancement Initiatives: A Case Study on the Redevelopment of a Building in Disuse in an Italian Small Town32 cited