Investment timing and optimal capacity choice for small hydropower projects

DOI10.1016/J.EJOR.2007.05.044MaRDI QIDQ2482835zbMATHOpenAlexFDO

Authors Thor Bøckman, Stein-Erik Fleten, Erik Juliussen, Håvard J. Langhammer, Ingemar Revdal

Publication date 24 April 2008

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/2693/1/MPRA_paper_2693.pdf

zbMATH Keywords

real optionsOR in energyhydropowerproject evaluationcontinuous scaling

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(21)

• To expand and to abandon: real options under asset variance risk premium
• Stepwise investment and capacity sizing under uncertainty
• Optimal investment timing and size of a logistics park: a real options perspective
• Revisiting corporate growth options in the presence of state-dependent cashflow risk
• Volatility estimation for stochastic project value models
• A review of the operations literature on real options in energy
• A path-dependent contingent-claims approach to capacity investments
• Optimal investment and abandonment decisions for projects with construction uncertainty
• Technology choice under several uncertainty sources
• Outsourcing and capacity planning in an uncertain global environment
• Real options in operations research: a review
• Capacity choice in (strategic) real options models: a survey
• When and how much to invest? Investment and capacity choice under product life cycle uncertainty
• Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
• Renewable energy investments under different support schemes: a real options approach
• Optimal timing of non-pharmaceutical interventions during an epidemic
• The paradox effects of uncertainty and flexibility on investment in renewables under governmental support
• Model risk in real option valuation
• Valuation of power plants
• Uncertainty and stepwise investment
• Safe marginal time of crude oil price via escape problem of econophysics

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