-
1
-
-
84891010016
-
-
Princeton University Press, Princeton, NJ
-
Dixit, A.K., and Pindyck, R.S.: ' Investment under uncertainty ', (Princeton University Press, Princeton, NJ, 1994)
-
(1994)
Investment under Uncertainty
-
-
Dixit, A.K.1
Pindyck, R.S.2
-
2
-
-
0004104204
-
-
Texere, Thomson Corporation, New York, NY
-
Copeland, T., and Antikarov, V.: ' Real options ', (Texere, Thomson Corporation, New York, NY, 2003)
-
(2003)
Real Options
-
-
Copeland, T.1
Antikarov, V.2
-
3
-
-
0003890315
-
-
Prentice-Hall - Pearson Education, Inc., Upper Saddle River, NJ ser. Finance Series.
-
Hull, J.C.: ' Options, futures, and other derivatives ', 5th (Prentice-Hall - Pearson Education, Inc., Upper Saddle River, NJ, 2003), ser. Finance Series.
-
(2003)
Options, Futures, and Other Derivatives
-
-
Hull, J.C.1
-
4
-
-
0035147848
-
Exotic electricity options and the valuation of electricity generation and transmission assets
-
10.1016/S0167-9236(00)00112-3 0167-9236
-
Deng, S., Johnson, B., and Sogomonian, A.: ' Exotic electricity options and the valuation of electricity generation and transmission assets ', Decis. Support Syst., 2001, 30, (3), p. 383-392 10.1016/S0167-9236(00)00112-3 0167-9236
-
(2001)
Decis. Support Syst.
, vol.30
, Issue.3
, pp. 383-392
-
-
Deng, S.1
Johnson, B.2
Sogomonian, A.3
-
5
-
-
1642478976
-
A new methodology to evaluate the real options of an investment using binomial trees and Monte Carlo simulation
-
December
-
Amico, M., Pasek, Z.J., Asl, F., and Perrone, G.: ' A new methodology to evaluate the real options of an investment using binomial trees and Monte Carlo simulation ', Proc. 2003 Winter Simulation Conf., December, 2003, 1, p. 351-359
-
(2003)
Proc. 2003 Winter Simulation Conf.
, vol.1
, pp. 351-359
-
-
Amico, M.1
Pasek, Z.J.2
Asl, F.3
Perrone, G.4
-
6
-
-
37249017747
-
Simple decision making criterion as real options
-
March
-
Suto, H., Alleman, J., and Rappoport, P.: ' Simple decision making criterion as real options ', Proc. IEEE Int. Conf. on Computational Intelligence for Financial Engineering, March, 2003, p. 17-24
-
(2003)
Proc. IEEE Int. Conf. on Computational Intelligence for Financial Engineering
, pp. 17-24
-
-
Suto, H.1
Alleman, J.2
Rappoport, P.3
-
7
-
-
1642437925
-
Simulation and optimization for real options valuation
-
December
-
Cobb, B.R., and Charnes, J.M.: ' Simulation and optimization for real options valuation ', Proc. 2003 Winter Simulation Conf., December, 2003, 1, p. 343-350
-
(2003)
Proc. 2003 Winter Simulation Conf.
, vol.1
, pp. 343-350
-
-
Cobb, B.R.1
Charnes, J.M.2
-
9
-
-
37249007889
-
Real option data requirements of power system data for competitive bidding
-
Januanry
-
Gutiérrez-Alacaraz, G., and Sheblé, G.B.: ' Real option data requirements of power system data for competitive bidding ', Proc. 37th Annual Hawaii Int. Conf. on System Sciences, Januanry, 2004, p. 47-55
-
(2004)
Proc. 37th Annual Hawaii Int. Conf. on System Sciences
, pp. 47-55
-
-
Gutiérrez-Alacaraz, G.1
Sheblé, G.B.2
-
10
-
-
0033877764
-
Forecasting long-term price volatility for valuation of real power options
-
January
-
Niemeyer, V.: ' Forecasting long-term price volatility for valuation of real power options ', Proc. 33rd Hawaii Int. Conf. on System Sciences, January, 2000
-
(2000)
Proc. 33rd Hawaii Int. Conf. on System Sciences
-
-
Niemeyer, V.1
-
11
-
-
0036508482
-
Short-term generation asset valuation: A real options approach
-
10.1287/opre.50.2.297.429 0030-364X
-
Tseng, C.L., and Barz, G.: ' Short-term generation asset valuation: a real options approach ', Oper. Res., 2002, 50, (2), p. 297-310 10.1287/opre.50.2.297.429 0030-364X
-
(2002)
Oper. Res.
, vol.50
, Issue.2
, pp. 297-310
-
-
Tseng, C.L.1
Barz, G.2
-
12
-
-
30544446955
-
Exercising real unit operational options under price uncertainty
-
January
-
Tseng, C.-L.: ' Exercising real unit operational options under price uncertainty ', IEEE Power Engineering Society Winter Meeting, January, 2000, 1, p. 436-440
-
(2000)
IEEE Power Engineering Society Winter Meeting
, vol.1
, pp. 436-440
-
-
Tseng, C.-L.1
-
13
-
-
33644892565
-
Application of Markov chain models for short-term generation assets valuation
-
Yu, W., Sheble, G.B., and Matos, M.A.: ' Application of Markov chain models for short-term generation assets valuation ', Probab. Eng. Inform. Sci., 2006, 20, (1), p. 127-141
-
(2006)
Probab. Eng. Inform. Sci.
, vol.20
, Issue.1
, pp. 127-141
-
-
Yu, W.1
Sheble, G.B.2
Matos, M.A.3
-
14
-
-
0038380755
-
Incorporating operational characteristics and startup costs in option-based valuation of power generation capacity
-
Deng, S.-J., and Oren, S.S.: ' Incorporating operational characteristics and startup costs in option-based valuation of power generation capacity ', Probab. Eng. Inform. Sci., 2003, 17, (2), p. 155-182
-
(2003)
Probab. Eng. Inform. Sci.
, vol.17
, Issue.2
, pp. 155-182
-
-
Deng, S.-J.1
Oren, S.S.2
-
15
-
-
34247512655
-
A framework using two-factor price lattices for generation asset valuation
-
0030-364X
-
Tseng, C.-L., and Lin, K.Y.: ' A framework using two-factor price lattices for generation asset valuation ', Oper. res., 2007, 55, (2), p. 234-351 0030-364X
-
(2007)
Oper. Res.
, vol.55
, Issue.2
, pp. 234-351
-
-
Tseng, C.-L.1
Lin, K.Y.2
-
16
-
-
37249018757
-
Applying real option to the operation of generation assets: A fuzzy approach
-
June
-
Yu, W., and Sheble, G.B.: ' Applying real option to the operation of generation assets: A fuzzy approach ', IEEE Power Tech Conf. Proc., June, 2003, 2
-
(2003)
IEEE Power Tech Conf. Proc.
, vol.2
-
-
Yu, W.1
Sheble, G.B.2
-
17
-
-
37249093697
-
Gas-fired power plants: Investment timing, operating flexibility and abandonment
-
July
-
Fleten, S.-E., and Näsäkkälä, E.: ' Gas-fired power plants: Investment timing, operating flexibility and abandonment ', Seventh Annual Int. Conf. on Real Options, July, 2003
-
(2003)
Seventh Annual Int. Conf. on Real Options
-
-
Fleten, S.-E.1
Näsäkkälä, E.2
-
18
-
-
29444431746
-
Flexibility and technology choice in gas fired power plant investments
-
Näsäkkälä, E., and Fleten, S.-E.: ' Flexibility and technology choice in gas fired power plant investments ', Rev. Financ. Econ., special issue on Real Options, 2005, 14, (3-4), p. 371-393
-
(2005)
Rev. Financ. Econ., Special Issue on Real Options
, vol.14
, Issue.3-4
, pp. 371-393
-
-
Näsäkkälä, E.1
Fleten, S.-E.2
-
19
-
-
33646047398
-
Electric power generation planning for interrelated projects: A real options approach
-
10.1109/TEM.2006.872249 0018-9391
-
Wang, C.-H., and Min, K.J.: ' Electric power generation planning for interrelated projects: a real options approach ', IEEE Trans. Eng. Manage., 2006, 53, (2), p. 312-322 10.1109/TEM.2006.872249 0018-9391
-
(2006)
IEEE Trans. Eng. Manage.
, vol.53
, Issue.2
, pp. 312-322
-
-
Wang, C.-H.1
Min, K.J.2
-
20
-
-
18844403665
-
Optimal investment in power plant under price uncertainty
-
August
-
Yamamoto, Y., and Tezuka, T.: ' Optimal investment in power plant under price uncertainty ', Proc. 41st SICE Annual Conf., August, 2002, 2, p. 1302-1305
-
(2002)
Proc. 41st SICE Annual Conf.
, vol.2
, pp. 1302-1305
-
-
Yamamoto, Y.1
Tezuka, T.2
-
21
-
-
21644488196
-
Choice of nuclear power investments under price uncertainty: Valuing modularity
-
Gollier, C., Proult, D., Thais, F., and Walgenwitz, G.: ' Choice of nuclear power investments under price uncertainty: Valuing modularity ', Energy Econ., 2005, 27, (4), p. 667-685
-
(2005)
Energy Econ.
, vol.27
, Issue.4
, pp. 667-685
-
-
Gollier, C.1
Proult, D.2
Thais, F.3
Walgenwitz, G.4
-
22
-
-
14544296642
-
Evaluation of investments in new power generation using dynamic and stochastic analyses
-
September
-
Botterud, A.: ' Evaluation of investments in new power generation using dynamic and stochastic analyses ', Int. Conf. on Probabilistic Methods Applied to Power Systems, September, 2004, p. 692-698
-
(2004)
Int. Conf. on Probabilistic Methods Applied to Power Systems
, pp. 692-698
-
-
Botterud, A.1
-
23
-
-
1542269736
-
Pricing the hidden options in power contracts: A case with tolling agreements
-
July
-
Deng, S.-J., and Xia, Z.: ' Pricing the hidden options in power contracts: a case with tolling agreements ', IEEE Power Engineering Society General Meeting, July, 2003, 2
-
(2003)
IEEE Power Engineering Society General Meeting
, vol.2
-
-
Deng, S.-J.1
Xia, Z.2
-
24
-
-
0036759147
-
Exotic options for interruptible electricity supply contracts
-
10.1287/opre.50.5.835.371 0030-364X
-
Kamat, R., and Oren, S.S.: ' Exotic options for interruptible electricity supply contracts ', Oper. res., 2002, 50, (5), p. 835-850 10.1287/opre.50.5. 835.371 0030-364X
-
(2002)
Oper. Res.
, vol.50
, Issue.5
, pp. 835-850
-
-
Kamat, R.1
Oren, S.S.2
-
25
-
-
0000792991
-
The stochastic behavior of commodity prices: Implications for valuation and hedging
-
Schwarz, E.S.: ' The stochastic behavior of commodity prices: Implications for valuation and hedging ', J. Finance, 1997, 52, (3), p. 923-973
-
(1997)
J. Finance
, vol.52
, Issue.3
, pp. 923-973
-
-
Schwarz, E.S.1
|