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Investment dynamics in the energy sector under carbon price uncertainty and risk aversion
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Investment dynamics in the energy sector under carbon price uncertainty and risk aversion (2023)Investment dynamics in the energy sector …Global roll-out of comprehensive policy measures may aid in bridging emissions gap (2021)Global roll-out of comprehens…Business responses to climate policy uncertainty: Theoretical analysis of a twin deferral strategy and the risk-adjusted price of carbon (2020)Business responses to climate…The role of capital costs in decarbonizing the electricity sector (2016)The role of capital costs in …Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (2015)Risk neutral and risk averse …Renewable energy investment: Policy and market impacts (2012)Renewable energy investment: …The use of real options approach in energy sector investments (2011)The use of real options appro…Uncertainty modeling of CCS investment strategy in China’s power sector (2010)Uncertainty modeling of CCS i…Investment under market and climate policy uncertainty (2008)Investment under market and c…Impact of climate policy uncertainty on the adoption of electricity generating technologies (2008)Impact of climate policy unce…Investment risks under uncertain climate change policy (2007)Investment risks under uncert…Evaluating the power investment options with uncertainty in climate policy (2007)Evaluating the power investme…Using a Real‐Options Approach to Model Technology Adoption Under Carbon Price Uncertainty: An Application to the Australian Electricity Generation Sector* (2006)Using a Real‐Options Approach…The Legacy of Modern Portfolio Theory (2002)The Legacy of Modern Portfoli…Value at Risk (2000)Value at RiskInvestment under Uncertainty (1994)Investment under UncertaintyPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Determinants of corporate borrowing (1977)Perceptions and responses to climate policy risks among California farmers (2013)A real options model for renewable energy investment with application to solar photovoltaic power generation in China (2016)Investment Under Uncertainty. (1994)Real Options: A Practitioner's Guide (2001)Eco-efficiency trends in China, 1978–2010: Decoupling environmental pressure from economic growth (2012)A novel modeling based real option approach for CCS investment evaluation under multiple uncertainties (2013)The impact of Chinese carbon emission trading scheme (ETS) on low carbon energy (LCE) investment (2015)The Pricing of Options and Corporate Liabilities (1973)Interaction of European Carbon Trading and Energy Prices (2007)European CO2 prices and carbon capture investments (2008)Integrated Risk and Uncertainty Assessment of Climate Change Response Policies (2015)The Value of Waiting to Invest (1982)A real options–based CCS investment evaluation model: Case study of China’s power generation sector (2011)Does economic policy uncertainty affect renewable energy consumption? (2021)An Overview of Value at Risk (1997)Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis (2002)Increased Correlation in Bear Markets (2002)Options, Futures and Other Derivatives (2003)A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (2004)“Options, Futures, and Other Derivatives” (2016)Portfolio Selection (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Robust portfolios: contributions from operations research and finance (2009)Decision-making for financial trading: A fusion approach of machine learning and portfolio selection (2018)Portfolio optimization with return prediction using deep learning and machine learning (2020)Managing the global commons: the economics of climate change (1995)Paris Agreement climate proposals need a boost to keep warming well below 2 °C (2016)Judgment under Uncertainty (2017)Adoption of solar and wind energy: The roles of carbon pricing and aggregate policy support (2018)Reports of coal’s terminal decline may be exaggerated (2018)Negative emissions and international climate goals—learning from and about mitigation scenarios (2019)Renewable energy policy evaluation using real option model — The case of Taiwan (2010)Real option valuation in renewable energy literature: Research focus, trends and design (2017)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2008Investment under market and climate policy uncertainty392 cited
  • 2002The Legacy of Modern Portfolio Theory335 cited
  • 2000Value at Risk313 cited
  • 2007Investment risks under uncertain climate change policy311 cited
  • 2011The use of real options approach in energy sector investments242 cited
  • 2007Evaluating the power investment options with uncertainty in climate policy237 cited
  • 2016The role of capital costs in decarbonizing the electricity sector207 cited
  • 2010Uncertainty modeling of CCS investment strategy in China’s power sector171 cited
  • 2008Impact of climate policy uncertainty on the adoption of electricity generating technologies167 cited
  • 2012Renewable energy investment: Policy and market impacts159 cited
  • 2015Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty96 cited
  • 2021Global roll-out of comprehensive policy measures may aid in bridging emissions gap90 cited
  • 2020Business responses to climate policy uncertainty: Theoretical analysis of a twin deferral strategy and the risk-adjusted price of carbon

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85 cited
  • 2006Using a Real‐Options Approach to Model Technology Adoption Under Carbon Price Uncertainty: An Application to the Australian Electricity Generation Sector*83 cited
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