A decision-making tool for project investments based on real options: the case of wind power generation
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Publication:646672
DOI10.1007/S10479-011-0856-9zbMATH Open1233.90195OpenAlexW1968124343MaRDI QIDQ646672FDOQ646672
Authors: Juan-Miguel Gracia 
Publication date: 17 November 2011
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0856-9
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Management decision making, including multiple objectives (90B50) Corporate finance (dividends, real options, etc.) (91G50)
Cites Work
- A decision-making tool for project investments based on real options: the case of wind power generation
- Investment under alternative return assumptions
- An Intertemporal General Equilibrium Model of Asset Prices
- Electricity prices and power derivatives: evidence from the Nordic Power Exchange
- Short-Term Generation Asset Valuation: A Real Options Approach
- A Framework Using Two-Factor Price Lattices for Generation Asset Valuation
- Evaluating leases with complex operating options
- INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY
Cited In (18)
- Microgrid investment under uncertainty: a real option approach using closed form contingent analysis
- Optimal timing of non-pharmaceutical interventions during an epidemic
- Real option pricing model based on mean reversion applied in a wind power project
- Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power
- A decision-making tool for project investments based on real options: the case of wind power generation
- Real options in operations research: a review
- Model risk in real option valuation
- A real options model for the disinvestment in conventional power plants
- Investment in high-frequency trading technology: a real options approach
- Optimal investment decision for photovoltaic projects in China: a real options method
- The paradox effects of uncertainty and flexibility on investment in renewables under governmental support
- Real option approach on implementation of wind-diesel hybrid generators
- A hybrid WT-FBPNN optimisation algorithm to identify the investment risk of wind power projects
- Real options approach for fashionable and perishable products using stock loan with regime switching
- A review of the operations literature on real options in energy
- Sustainable operation-oriented investment risk evaluation and optimization for renewable energy project: a case study of wind power in China
- Pricing renewable identification numbers under uncertainty
- Flexibility to switch project size: a real option application for photovoltaic investment valuation
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