A real options model for the disinvestment in conventional power plants

DOI10.1007/978-3-319-28697-6_25zbMATH Open1343.91024OpenAlexW2499572325MaRDI QIDQ2806923FDOQ2806923

Authors: Barbara Glensk, Christiane Rosen, Reinhard Madlener 

Publication date: 19 May 2016

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28697-6_25

Recommendations

• Short-Term Generation Asset Valuation: A Real Options Approach
• Valuation of power plants by utility indifference and numerical computation
• Fuzzy real options models for closing/not closing a production plant
• A decision-making tool for project investments based on real options: the case of wind power generation
• Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• The pricing of options and corporate liabilities
• Fixed versus flexible production systems: A real options analysis

Cited In (6)

• Real option pricing model based on mean reversion applied in a wind power project
• A decision-making tool for project investments based on real options: the case of wind power generation
• Short-Term Generation Asset Valuation: A Real Options Approach
• Long-term risk management of nuclear waste: A real options approach
• Fuzzy real options models for closing/not closing a production plant
• A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions

This page was built for publication: A real options model for the disinvestment in conventional power plants

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2806923)