Option value of gasification technology within an emissions trading scheme
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
- Ventosa, Mariano & Baillo, Alvaro & Ramos, Andres & Rivier, Michel, 2005. "Electricity market modeling trends," Energy Policy, Elsevier, vol. 33(7), pages 897-913, May.
- McDonald, Robert L & Siegel, Daniel R, 1985. "Investment and the Valuation of Firms When There Is an Option to Shut Down," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 331-349, June.
- Chung-Li Tseng & Graydon Barz, 2002. "Short-Term Generation Asset Valuation: A Real Options Approach," Operations Research, INFORMS, vol. 50(2), pages 297-310, April.
- Geske, Robert, 1977. "The Valuation of Corporate Liabilities as Compound Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(4), pages 541-552, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Takashima, Ryuta & Goto, Makoto & Kimura, Hiroshi & Madarame, Haruki, 2008. "Entry into the electricity market: Uncertainty, competition, and mothballing options," Energy Economics, Elsevier, vol. 30(4), pages 1809-1830, July.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002.
"Excessive continuation and dynamic agency costs of debt,"
European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000. "Excessive continuation and Dynamic Agency Costs of Debt," CEPR Discussion Papers 2504, C.E.P.R. Discussion Papers.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- Wickart, Marcel & Madlener, Reinhard, 2007.
"Optimal technology choice and investment timing: A stochastic model of industrial cogeneration vs. heat-only production,"
Energy Economics, Elsevier, vol. 29(4), pages 934-952, July.
- Reinhard Madlener & Marcel Wickart, 2004. "Optimal Technology Choice and Investment Timing: A Stochastic Model of Industrial Cogeneration vs. Heat-Only Production," CEPE Working paper series 04-37, CEPE Center for Energy Policy and Economics, ETH Zurich.
- Hervé-Mignucci, Morgan, 2011. "Rôle du signal prix du carbone sur les décisions d'investissement des entreprises," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8200 edited by Keppler, Jan Horst.
- Schachter, J.A. & Mancarella, P., 2016. "A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 261-271.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive continuation and dynamic agency costs of debt," LSE Research Online Documents on Economics 119106, London School of Economics and Political Science, LSE Library.
- Secomandi, Nicola & Seppi, Duane J., 2014. "Real Options and Merchant Operations of Energy and Other Commodities," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 6(3-4), pages 161-331, July.
- Alvarez, Luis H. R., 1998. "Exit strategies and price uncertainty: a Greenian approach," Journal of Mathematical Economics, Elsevier, vol. 29(1), pages 43-56, January.
- Manuel Guerra & Cláudia Nunes & Carlos Oliveira, 2021. "The optimal stopping problem revisited," Statistical Papers, Springer, vol. 62(1), pages 137-169, February.
- Bar-Ilan, Avner & Strange, William C., 1998. "A model of sequential investment," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 437-463, March.
- Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.
- Tauer, Loren W., 2006.
"When to Get In and Out of Dairy Farming: A Real Option Analysis,"
Agricultural and Resource Economics Review, Cambridge University Press, vol. 35(2), pages 339-347, October.
- Tauer, Loren W., 2006. "When to Get In and Out of Dairy Farming: A Real Option Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 35(2), pages 1-9, October.
- Tauer, Loren W., 2004. "When to Get In and Out of Dairy Farming: A Real Option Analysis," Working Papers 127151, Cornell University, Department of Applied Economics and Management.
- Loren Tauer, 2005. "When to Get In and Out of Dairy Farming: A Real Option Analysis," Finance 0504018, University Library of Munich, Germany.
- Tauer, Loren W., 2006. "When to Get In and Out of Dairy Farming: A Real Option Analysis," 2006 Annual meeting, July 23-26, Long Beach, CA 21251, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Quoc V. Luong & Loren W. Tauer, 2006.
"A real options analysis of coffee planting in Vietnam,"
Agricultural Economics, International Association of Agricultural Economists, vol. 35(1), pages 49-57, July.
- Luong, Quoc & Tauer, Loren W., 2004. "A Real Options Analysis of Coffee Planting in Vietnam," Working Papers 127152, Cornell University, Department of Applied Economics and Management.
- Alain Bensoussan & Benoit Chevalier-Roignant & Alejandro Rivera, 2022. "A model for wind farm management with option interactions," Post-Print hal-04325553, HAL.
- Paolo M. Panteghini, 2012.
"Corporate Debt, Hybrid Securities, and the Effective Tax Rate,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 14(1), pages 161-186, February.
- Paolo M. Panteghini, 2008. "Corporate Debt, Hybrid Securities and the Effective Tax Rate," Working Papers 0804, University of Brescia, Department of Economics.
- Paolo Panteghini, 2008. "Corporate Debt, Hybrid Securities and the Effective Tax Rate," CESifo Working Paper Series 2329, CESifo.
- Seiji Harikae & James S. Dyer & Tianyang Wang, 2021. "Valuing Real Options in the Volatile Real World," Production and Operations Management, Production and Operations Management Society, vol. 30(1), pages 171-189, January.
- Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
- Möst, Dominik & Keles, Dogan, 2010. "A survey of stochastic modelling approaches for liberalised electricity markets," European Journal of Operational Research, Elsevier, vol. 207(2), pages 543-556, December.
- De Jonghe, C. & Hobbs, B. F. & Belmans, R., 2011. "Integrating short-term demand response into long-term investment planning," Cambridge Working Papers in Economics 1132, Faculty of Economics, University of Cambridge.
- Xingang Wen & Peter M. Kort & Dolf Talman, 2017.
"Volume flexibility and capacity investment: a real options approach,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(12), pages 1633-1646, December.
- Wen, X. & Kort, P.M. & Talman, A.J.J., 2015. "Volume Flexibility and Capacity Investment : A Real Options Approach," Discussion Paper 2015-022, Tilburg University, Center for Economic Research.
- Wen, X. & Kort, P.M. & Talman, A.J.J., 2015. "Volume Flexibility and Capacity Investment : A Real Options Approach," Other publications TiSEM 1264ebd1-5c19-496f-a11c-6, Tilburg University, School of Economics and Management.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:enepol:v:34:y:2006:i:18:p:3916-3928. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/enpol .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.