Real option valuation of power transmission investments by stochastic simulation

Energy Economics

Volumn 47, Issue , 2015, Pages 215-226

  Pringles, Rolando ^a,b   Olsina, Fernando ^a,b   Garcés, Francisco ^a,b  

^a Facultad de Ciencias Naturales e Instituto M Lillo   (Argentina)

^b UNIVERSIDAD NACIONAL DE SAN JUAN   (Argentina)

Author keywords

Flexibility; Investments; Monte Carlo; Power network; Real options; Uncertainty

Indexed keywords

COMMERCE; DYNAMIC PROGRAMMING; MONTE CARLO METHODS; RESOURCE VALUATION; SENSITIVITY ANALYSIS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

FLEXIBILITY; POWER NETWORKS; REAL OPTION VALUATIONS; REAL OPTIONS; STOCHASTIC SIMULATIONS; TRANSMISSION INVESTMENTS; TRANSMISSION PROJECTS; UNCERTAINTY;

INVESTMENTS;

COMPUTER SIMULATION; INVESTMENT; LEAST SQUARES METHOD; MONTE CARLO ANALYSIS; POWER GENERATION; SENSITIVITY ANALYSIS; STOCHASTICITY; UNCERTAINTY ANALYSIS;

EID: 84918777048     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2014.11.011     Document Type: Article

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