A decision-making tool for project investments based on real options: the case of wind power generation

DOI10.1007/s10479-011-0856-9zbMath1233.90195MaRDI QIDQ646672

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

zbMATH Keywords

Monte Carlo; real options; risk management; wind energy

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

91G50: Corporate finance (dividends, real options, etc.)

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Cites Work

• A decision-making tool for project investments based on real options: the case of wind power generation
• Investment under alternative return assumptions
• Evaluating leases with complex operating options
• Electricity prices and power derivatives: evidence from the Nordic Power Exchange
• A Framework Using Two-Factor Price Lattices for Generation Asset Valuation
• Short-Term Generation Asset Valuation: A Real Options Approach
• An Intertemporal General Equilibrium Model of Asset Prices
• INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY