Modeling investment behavior under price cap regulation

DOI10.1007/S10100-008-0078-7zbMATH Open1204.91123OpenAlexW3124948938MaRDI QIDQ623752FDOQ623752

Thomas Nagel, Margarethe Rammerstorfer

Publication date: 8 February 2011

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-008-0078-7

zbMATH Keywords

regulationreal optionprice capregulatory risk

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Title not available (Why is that?)
• Irreversible investment under uncertainty in oligopoly
• Investment and the Valuation of Firms When There is an Option to Shut Down
• Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain

Cited In (4)

• Investment, uncertainty, and price stabilization schemes
• Sharing risk through concession contracts
• The investment effects of price caps under imperfect competition: a note
• ATLANTIS: techno-economic model of the European electricity sector

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