A real options model for the disinvestment in conventional power plants

DOI10.1007/978-3-319-28697-6_25MaRDI QIDQ2806923zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• 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
• A decision-making tool for project investments based on real options: the case of wind power generation
• Long-term risk management of nuclear waste: A real options approach
• Short-Term Generation Asset Valuation: A Real Options Approach
• Real option pricing model based on mean reversion applied in a wind power project

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