Investment timing and optimal capacity choice for small hydropower projects

DOI10.1016/J.EJOR.2007.05.044MaRDI QIDQ2482835zbMATH OpenOpenAlexFDO

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

continuous scalinghydropowerOR in energyproject evaluationreal options

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)

Recommendations

• Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power
• Decision-making on investment capacity
• Real option pricing model based on mean reversion applied in a wind power project
• Investment and capacity choice under uncertain demand
• New insights in capacity investment under uncertainty

Cites work

• Electricity prices and power derivatives: evidence from the Nordic Power Exchange
• Investment and capacity choice under uncertain demand
• Irreversible investment in alternative projects

Cited in

(23)

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

This page was built for publication: Investment timing and optimal capacity choice for small hydropower projects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2482835)