Using real options to value capacity additions and investment expenditures in renewable energies in India

SD Gupta - Energy Policy, 2021 - Elsevier
We calculate the overall policy value of installed capacity additions and investment
expenditures in wind and solar energies in India. Recent increases in capacity additions and …

A dynamic real option-based investment model for renewable energy portfolios

AC Passos, A Street, LA Barroso - IEEE Transactions on Power …, 2016 - ieeexplore.ieee.org
This work proposes a dynamic model to devise the optimal risk-averse investment policy in a
portfolio of complementary renewable sources for a generation company in the Brazilian …

A real options approach for joint overhaul and replacement strategies with mean reverting prices

A Mac Cawley, M Cubillos, R Pascual - Annals of Operations Research, 2020 - Springer
Due to its significant impact on economic performance, an effective equipment overhaul and
replacement strategy is a key aspect of physical asset management in capital-intensive …

Fleet replacement, technology choice, and the option to breach a leasing contract

A Neboian, S Spinler - Decision Sciences, 2015 - Wiley Online Library
We analyze the option to breach a leasing contract when replacing a fleet of ICVs (internal
combustion engine vehicles) and EVs (electric vehicles) subject to cost uncertainty. We …

Flexibility and uncertainty in agribusiness projects: investing in a cogeneration plant

CL Bastian-Pinto, LET Brandão… - RAM. Revista de …, 2011 - SciELO Brasil
Energy generation from biomass has become a source of increasing interest due to growing
environmental concerns and the depletion of the world's fossil fuel reserves. In this paper we …

Evaluating India's energy targets using real options approach

S Das Gupta, A Mosiño - International Journal of Energy Sector …, 2020 - emerald.com
Purpose The authors formulate India's energy targets in light of pushing for renewable
energy sources and reducing the dependence on imported coal. Share of imported coal in …

Expansion planning for transmission network under demand uncertainty: A real options framework

F Kucuksayacigil, KJ Min - The Engineering Economist, 2018 - Taylor & Francis
In recent years, there has been much expectation that transmission expansion planning
should address ever increasing demands for transmission services under significant and …

[PDF][PDF] Valuation of Early-Stage Green Transition Projects

EL Larsen, EE Brenøe - 2022-05-16). File:///C:/Us⁃ ers/Administrator … - research.cbs.dk
The main purpose of this thesis is to investigate how the payoff from early-stage green
transition projects in the shipping industry can be quantified and evaluated using different …

Reversão à média com tendência e opções reais na siderurgia

L de Magalhaes Ozorio… - Brazilian Review of …, 2012 - periodicos.fgv.br
Steel is a commodity with significant price volatility and the choice of stochastic process that
better describes its price performance is a fundamental issue in real options valuation in …

[PDF][PDF] STOCHASTIC OPTIMISATION MODEL OF OIL REFINERY INDUSTRY AND UNCERTAINTY QUANTIFICATION IN SCENARIO TREE OF PRICING AND …

NM NOH - 2022 - eprints.utm.my
Uncertainties in oil prices and product demands affect oil refinery industry profits. The
fluctuations in oil prices and unstable product demands result in disruptions at procurement …