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作者:Jonathan A. Schachter , Pierluigi Mancarella , John Moriarty ...
来源:[J].Energy Policy(IF 2.743), 2016, Vol.97, pp.439-449
摘要:Abstract(#br)Classical deterministic models applied to investment valuation in distribution networks may not be adequate for a range of real-world decision-making scenarios as they effectively ignore the uncertainty found in the most important variables driving network plann...
作者:Benoît Chevalier-Roignant , Christoph M. Flath , Arnd Huchzermeier ...
来源:[J].European Journal of Operational Research(IF 2.038), 2011, Vol.215 (3), pp.639-650
摘要:Abstract(#br)Investment is a central theme in economics, finance, and operational research. Traditionally, the focus of analysis has been either on assessing the value of flexibility (investment under uncertainty) or on describing commitment effects in competitive settings (indus...
作者:Bruna Tavares , Filipe Joel Soares
来源:[J].Electric Power Systems Research(IF 1.694), 2020, Vol.183
摘要:Abstract(#br)The increasing integration of Distributed Energy Resources (DER) in electricity networks has required an improvement in the network management procedures. While the operation paradigm is evolving and adapting to the new network features, the planning approach is...
作者:Domenico De Giovanni , Ivar Massabò
来源:[J].International Journal of Production Economics(IF 2.081), 2018, Vol.198, pp.165-176
摘要:Abstract(#br)Real option theory is a central tool in today's investment theory as it integrates uncertainty and managerial flexibility in the analysis and valuation of investment projects. This paper studies the optimal time and size of investment for a monopolistic firm under de...
作者:Boualem Djehiche , Said Hamadène , Marie-Amélie Morlais
来源:[J].Stochastics An International Journal of Probability and Stochastic Processes(IF 0.508), 2011, Vol.83 (4-6), pp.431-448
摘要:We consider a finite horizon optimal stopping problem related to trade-off strategies between expected profit and cost cash flows of an investment under uncertainty. The optimal problem is first formulated in terms of a system of Snell envelopes for the profit and cost yields whi...
作者:Sabine Fuss , Jana Szolgayová , Nikolay Khabarov ...
来源:[J].Energy Policy(IF 2.743), 2010, Vol.40, pp.59-68
摘要:Abstract(#br)Ongoing negotiations under the UNFCCC center around the possibilities for stabilization of greenhouse gases at a “safe” level. New energy technologies are assumed to make major contributions to this goal. However, in the light of scientific uncertainty (e.g. abo...
作者:Tiago Pascoal Filomena , Enrique Campos-Náñez , Michael Robert Duffey
来源:[J].European Journal of Operational Research(IF 2.038), 2014, Vol.232 (1), pp.125-136
摘要:Abstract(#br)We analyze the problem of technology selection and capacity investment for electricity generation in a competitive environment under uncertainty. Adopting a Nash-Cournot competition model, we consider the marginal cost as the uncertain parameter, although the resu...
作者:Laurens de Vries , Petra Heijnen
来源:[J].Utilities Policy(IF 0.68), 2007, Vol.16 (3), pp.215-227
摘要:Abstract(#br)This paper presents an analysis of different market designs under uncertainty about the future growth rate of demand. Markets for electricity generation appear to be prone to an investment cycle due to their capital-intensiveness and the long lead time of new generat...
作者:Luis H.R. Alvarez , Jussi Keppo
来源:[J].European Journal of Operational Research(IF 2.038), 2002, Vol.136 (1), pp.173-180
摘要:Abstract(#br)We consider the valuation and rational exercise of irreversible investment opportunities in the presence of revenue uncertainty and delivery lags. In order to capture supply side market imperfections in the markets for investment goods, we assume that the lag depends...
作者:Thomas Dangl , Franz Wirl
来源:[J].Journal of Economic Dynamics and Control, 2004, Vol.28 (7), pp.1437-1460
摘要:Abstract(#br)The treatment of real investments parallel to financial options if an investment is irreversible and facing uncertainty is a major insight of modern investment theory well expounded in the book Investment under Uncertainty by Dixit and Pindyck. The purpose of this pa...

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