A review of the operations literature on real options in energy

S Nadarajah, N Secomandi - European Journal of Operational Research, 2023 - Elsevier
Real option models maximize the estimated market value of operational assets, exploiting
the flexibility that decision makers have in managing these assets. Inspired by the valuation …

[图书][B] Electricity derivatives

R Aïd - 2015 - Springer
The project that led to this book started in August 2011 when Matheus Grasselli proposed
the writing of a monograph on the quantitative financial aspects of energy markets in a new …

Stochastic modeling of photovoltaic power generation and electricity prices

FE Benth, N Ibrahim - Journal of Energy Markets, Forthcoming, 2017 - papers.ssrn.com
We propose a stochastic model for the maximal production of photovoltaic (PV) power on a
daily basis, based on data from three transmission system operators in Germany. We apply …

Valuación de la viabilidad de un cambio tecnológico en México utilizando opciones reales

FA Álvarez Echeverria - 2017 - zaloamati.azc.uam.mx
El objetivo del presente trabajo se centra en la valuación económica del cambio tecnológico
en el sistema de generación de energía eléctrica en México, con el fin de reducir las …

The Efficacy of the Tolling Model's Ability to Improve Project Profitability on International Steel Plants

DH Kim, EB Lee, IH Jung, D Alleman - Energies, 2019 - mdpi.com
To overcome profitability deterioration in executing steel price projects, companies are
seeking overseas expansion, which increases market size while reducing profit certainty …

Economics of Adaptation: Generalized Optimal Switching

B Choi - 2020 - etda.libraries.psu.edu
Valuing flexibility in real options is the beginning of the research and this dissertation.
Translated the core problem is valuation of capital budgeting investment problems that allow …

[PDF][PDF] The Faithful Representation of Electrical Energy Sale and Purchase Agreements Under International Accounting Standards/International Financial Reporting …

M Celli - Journal of Modern Accounting and Auditing, 2013 - academia.edu
This article aims at giving a contribution to the issue of accounting electrical energy sale and
purchase agreements in accordance with the faithful representation principle. To this end, it …

[PDF][PDF] VALUACIÓN DE LA SUSTITUCIÓN DE LOS SISTEMAS CARBOELÉCTRICOS POR NUCLEOELÉCTRICOS, EN EL SECTOR ENERGÉTICO MEXICANO, A …

FAÁ Echeverría - investigacion.fca.unam.mx
El objetivo del presente trabajo se centra en valuar económicamente el cambio tecnológico
en el sistema de generación de energía eléctrica en México, con el fin de reducir las …