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Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments
16 references·3 citing·43 second hop
Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments (2020)Using the binomial model for the valuatio…Risks and risk management of renewable energy projects: The case of onshore and offshore wind parks (2016)Risks and risk management of …A real options model for renewable energy investment with application to solar photovoltaic power generation in China (2016)A real options model for rene…Renewable energy investments under different support schemes: A real options approach (2012)Renewable energy investments …A real options–based CCS investment evaluation model: Case study of China’s power generation sector (2011)A real options–based CCS inve…Valuation of Commodity-Based Swing Options (2004)Valuation of Commodity-Based …ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications (2004)ANNIVERSARY ARTICLE: Option P…Pricing and Hedging Spread Options (2003)Pricing and Hedging Spread Op…A Real Options Approach to the Valuation of a Forestry Investment (2002)A Real Options Approach to th…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Equilibrium Forward Curves for Commodities (2000)Equilibrium Forward Curves fo…Backwardation in Oil Futures Markets: Theory and Empirical Evidence (1995)Backwardation in Oil Futures …Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…The Value of Waiting to Invest (1982)The Value of Waiting to InvestOption pricing: A simplified approach (1979)Option pricing: A simplified …The pricing of commodity contracts (1976)The pricing of commodity cont…A sequential real options analysis for renewable power-to-hydrogen plants for Germany and California (2023)A sequential real options ana…R&D investment decision on smart cities: Energy sustainability and opportunity (2021)R&D investment decision on sm…An uncertainty analysis for offshore wind power investment decisions in the context of the national subsidy retraction in China: A real options approach (2021)An uncertainty analysis for o…The arbitrage theory of capital asset pricing (1976)Investment Under Uncertainty. (1994)A unified framework for stochastic optimization (2018)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Fourier space time-stepping for option pricing with Lévy models (2008)A Fourier Transform Method for Spread Option Pricing (2010)An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (2010)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)A Theory of Auctions and Competitive Bidding (1982)Investor valuation of the abandonment option (1996)The Long-Run Evolution of Energy Prices (1999)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Options, Futures and Other Derivatives (2003)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Oil Prices and the Stock Market (2012)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects (2007)OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (2008)Valuation of energy storage: an optimal switching approach (2009)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)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)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)
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References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 2000Equilibrium Forward Curves for Commodities475 cited
  • 2012Renewable energy investments under different support schemes: A real options approach417 cited
  • 2003Pricing and Hedging Spread Options338 cited
  • 2004Valuation of Commodity-Based Swing Options276 cited
  • 1995Backwardation in Oil Futures Markets: Theory and Empirical Evidence236 cited
  • 2016Risks and risk management of renewable energy projects: The case of onshore and offshore wind parks225 cited
  • 2016A real options model for renewable energy investment with application to solar photovoltaic power generation in China211 cited
  • 2002A Real Options Approach to the Valuation of a Forestry Investment202 cited
  • 2011A real options–based CCS investment evaluation model: Case study of China’s power generation sector

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196 cited
  • 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications183 cited
  • Cited by

    • 2021An uncertainty analysis for offshore wind power investment decisions in the context of the national subsidy retraction in China: A real options approach33 cited
    • 2023A sequential real options analysis for renewable power-to-hydrogen plants for Germany and California29 cited
    • 2021R&D investment decision on smart cities: Energy sustainability and opportunity23 cited