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Climate Policy Uncertainty and Power Generation Investments: A Real Options-CVaR Portfolio Optimization Approach
6 references·0 citing·25 second hop
Climate Policy Uncertainty and Power Generation Investments: A Real Options-CVaR Portfolio Optimization Approach (2015)Climate Policy Uncertainty and Power Gene…Evaluation of power investment decisions under uncertain carbon policy: A case study for converting coal fired steam turbine to combined cycle gas turbine plants in Australia (2014)Evaluation of power investmen…A dynamic CVaR‐portfolio approach using real options: an application to energy investments (2010)A dynamic CVaR‐portfolio appr…An integrated CVaR and real options approach to investments in the energy sector (2008)An integrated CVaR and real o…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Valuing Flexibility as a Complex Option (1990)Valuing Flexibility as a Comp…Capital budgeting and long-term financing decisions (1990)Capital budgeting and long-te…The Pricing of Options and Corporate Liabilities (1973)Investment Under Uncertainty. (1994)Coherent Measures of Risk (1999)Transmission capacity between Norway and Germany: a real options analysis (2011)Optimal investment strategies in power generation assets: The role of technological choice and existing portfolios in the deployment of low-carbon technologies (2014)Dealing with deep uncertainty in the energy transition: What we can learn from the electricity and transportation sectors (2023)PORTFOLIO SELECTION* (1952)Investment under Uncertainty (1994)Decision-support tool for assessing future nuclear reactor generation portfolios (2014)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)Application of option-pricing theory: twenty five years later (1998)Real Options as Engines of Choice and Heterogeneity (2004)Resource relatedness, redeployability, and firm value (2013)Monte Carlo Methods in Financial Engineering (2003)Greening the power generation sector: Understanding the role of uncertainty (2018)The value of enhanced flexibility of gas-fired power plants: A real options analysis (2019)Systematic map of the literature on carbon lock-in induced by long-lived capital (2020)Fuzziness and randomness in investment project risk appraisal (2005)Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty (2006)Five decades of research on capital budgeting – A systematic review and future research agenda (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)
this work references cited by second hop

References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1990Valuing Flexibility as a Complex Option287 cited
  • 1990Capital budgeting and long-term financing decisions127 cited
  • 2014Evaluation of power investment decisions under uncertain carbon policy: A case study for converting coal fired steam turbine to combined cycle gas turbine plants in Australia45 cited
  • 2008An integrated CVaR and real options approach to investments in the energy sector45 cited
  • 2010A dynamic CVaR‐portfolio approach using real options: an application to energy investments23 cited

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