Real options and the value of generation capacity in the German electricity market

Review of Financial Economics

Volumn 14, Issue 3-4, 2005, Pages 297-310

  Hlouskova, Jaroslava ^a   Kossmeier, Stephan ^b   Obersteiner, Michael ^c   Schnabl, Alexander ^a  

^a INSTITUTE FOR ADVANCED STUDIES   (Austria)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

^c INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 29444457486     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2004.12.001     Document Type: Article

References (17)

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13. F.A. Longstaff E.S. Schwartz Valuing American options by simulation: A simple least-squares approach The Review of Financial Studies 14 1 2001 113-147
14. W. Margrabe The value of an option to exchange one asset for another Journal of Finance 33 1 1978 177-186
15. Rajaraman, R., Kirsch, L., Alvarado, F. L., & Clark, C. (2001). Optimal self-commitment under uncertain energy and reserve prices, chapter 6. In Hobbs et al. (2001).
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