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Assessment of investment decision in the dry bulk shipping market based on real options thinking and the shipping cycle perspective
15 references·0 citing·33 second hop
Assessment of investment decision in the dry bulk shipping market based on real options thinking and the shipping cycle perspective (2018)Assessment of investment decision in the …Alliance formation in a cooperative container shipping game: Performance of a real options investment approach (2017)Alliance formation in a coope…Terminal investment timing decisions in a competitive setting with uncertainty using a real option approach (2016)Terminal investment timing de…Waves in Ship Prices and Investment * (2014)Waves in Ship Prices and Inve…Maritime investment strategies with a portfolio of real options (2007)Maritime investment strategie…Using Binomial Decision Trees to Solve Real-Option Valuation Problems (2005)Using Binomial Decision Trees…Theory of rational option pricing (2005)Theory of rational option pri…Ship Investment under Uncertainty: Valuing a Real Option on the Maximum of Several Strategies (2005)Ship Investment under Uncerta…Investment strategies in market uncertainty (2003)Investment strategies in mark…The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector (1997)The dynamics of time-varying …COMPARISONS OF VOLATILITY IN THE DRY-CARGO SECTOR: SPOT VERSUS TIME CHARTERS, AND SMALLER VERSUS LARGER VESSELS. (1996)COMPARISONS OF VOLATILITY IN …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Option pricing: A simplified approach (1979)Option pricing: A simplified …Determinants of corporate borrowing (1977)Determinants of corporate bor…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The forward pricing function of the shipping freight futures market (1999)A fuzzy integrated logical forecasting model for dry bulk shipping index forecasting: An improved fuzzy time series approach (2010)Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets? (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Alternative Approaches for Solving Real-Options Problems (2005)Renewable energy policy evaluation using real option model — The case of Taiwan (2010)A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems (2015)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Commodity Trade and the Carry Trade: A Tale of Two Countries (2017)Modeling Fluctuations in the Global Demand for Commodities (2017)Uncertainty Shocks as Second-Moment News Shocks (2019)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)A real option application to investment in low-sulphur maritime transport (2014)Fleet replacement decisions under demand and fuel price uncertainties (2016)Investment into container shipping capacity: A real options approach in oligopolistic competition (2016)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

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2005Using Binomial Decision Trees to Solve Real-Option Valuation Problems246 cited
  • 2014Waves in Ship Prices and Investment *205 cited
  • 1997The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector117 cited
  • 2005Ship Investment under Uncertainty: Valuing a Real Option on the Maximum of Several Strategies73 cited
  • 1996COMPARISONS OF VOLATILITY IN THE DRY-CARGO SECTOR: SPOT VERSUS TIME CHARTERS, AND SMALLER VERSUS LARGER VESSELS.66 cited
  • 2003Investment strategies in market uncertainty47 cited
  • 2007Maritime investment strategies with a portfolio of real options44 cited
  • 2017Alliance formation in a cooperative container shipping game: Performance of a real options investment approach43 cited
  • 2016Terminal investment timing decisions in a competitive setting with uncertainty using a real option approach

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