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An Option Valuation Analysis of Investment Choices by a Regulated Firm
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- Lander, Diane M. & Pinches, George E., 1998. "Challenges to the Practical Implementation of Modeling and Valuing Real Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 537-567.
- Arnd Huchzermeier & Christoph H. Loch, 2001. "Project Management Under Risk: Using the Real Options Approach to Evaluate Flexibility in R...D," Management Science, INFORMS, vol. 47(1), pages 85-101, January.
- Davis, Graham A., 1998. "Estimating Volatility and Dividend Yield When Valuing Real Options to Invest or Abandon," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 725-754.
- Charalampopoulos, George & Katsianis, Dimitris & Varoutas, Dimitris, 2020. "Investigating the intertwining impact of wholesale access pricing and the commitment to net neutrality principle on European next-generation access networks private investment plans: An options-game a," Telecommunications Policy, Elsevier, vol. 44(3).
- Reinhard Madlener & Barbara Glensk & Lukas Gläsel, 2019. "Optimal Timing of Onshore Wind Repowering in Germany under Policy Regime Changes: A Real Options Analysis," Energies, MDPI, vol. 12(24), pages 1-33, December.
- Graeme Guthrie, 2006.
"Regulating Infrastructure: The Impact on Risk and Investment,"
Journal of Economic Literature, American Economic Association, vol. 44(4), pages 925-972, December.
- Guthrie, Graeme, 2006. "Regulating Infrastructure: The Impact on Risk and Investment," Working Paper Series 3851, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Fernando T. Camacho & Flavio M. Menezes, 2008. "Price Regulation and Investment: A Real Options Approach," Discussion Papers Series 373, School of Economics, University of Queensland, Australia.
- Borrmann, Jörg & Brunekreeft, Gert, 2020. "The timing of monopoly investment under cost-based and price-based regulation," Utilities Policy, Elsevier, vol. 66(C).
- Martzoukos, Spiros H. & Trigeorgis, Lenos, 2002. "Real (investment) options with multiple sources of rare events," European Journal of Operational Research, Elsevier, vol. 136(3), pages 696-706, February.
- George Charalampopoulos & Dimitris Katsianis & Dimitris Varoutas, 2022.
"Economic replicability tests: an “out-of-the-box” implementation,"
Netnomics, Springer, vol. 22(2), pages 115-138, October.
- George Charalampopoulos & Dimitris Katsianis & Dimitris Varoutas, 2021. "Economic replicability tests: an “out-of-the-box” implementation," Netnomics, Springer, vol. 22(2), pages 115-138, December.
- Pereira, Paulo J. & Rodrigues, Artur, 2014. "Investment decisions in finite-lived monopolies," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 219-236.
- Robert K. Perdue & William J. McAllister & Peter V. King & Bruce G. Berkey, 1999. "Valuation of R and D Projects Using Options Pricing and Decision Analysis Models," Interfaces, INFORMS, vol. 29(6), pages 57-74, December.
- repec:vuw:vuwscr:18946 is not listed on IDEAS
- Michele Moretto & Chiara D’Alpaos, 2004. "The Value of Flexibility in the Italian Water Service Sector: A Real Option Analysis," Working Papers 2004.140, Fondazione Eni Enrico Mattei.
- Guthrie, Graeme, 2006. "Regulating Infrastructure: The Impact on Risk and Investment," Working Paper Series 18946, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Paul D. Childs & Alexander J. Triantis, 1999. "Dynamic R&D Investment Policies," Management Science, INFORMS, vol. 45(10), pages 1359-1377, October.
- Stronzik, Marcus, 2013. "Investitions- und Innovationsanreize: Ein Vergleich zwischen Revenue Cap und Yardstick Competition," WIK Discussion Papers 379, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
- Murillas Maza, Arantza, 2000. "Uncertainty and Real Options. Investment and Development of Fishing Resources (II)," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Timo Willershausen & Sascha H. Mölls & Karl-Heinz Schild, 2007. "Unsicherheit und der Wert realer Optionen," Schmalenbach Journal of Business Research, Springer, vol. 59(3), pages 314-332, May.
- Pasquale Scandizzo & Odin Knudsen, 2012.
"Risk management and regulation compliance with tradable permits under dynamic uncertainty,"
European Journal of Law and Economics, Springer, vol. 33(1), pages 127-157, February.
- Pasquale Lucio Scandizzo & Odin K Knudsen, 2010. "Risk Management and Regulation Compliance with Tradable Permits under Dynamic Uncertainty," CEIS Research Paper 163, Tor Vergata University, CEIS, revised 28 May 2010.
- Douglas T. Gardner & J. Scott Rogers, 1999. "Planning Electric Power Systems Under Demand Uncertainty with Different Technology Lead Times," Management Science, INFORMS, vol. 45(10), pages 1289-1306, October.
- Choi, Hyun-Woo & Kim, In Joon & Kim, Tong Suk, 2002. "Contingent claims valuation of optional calling plan contracts in telephone industry," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 433-448.
- Berg, Tobias & Mölls, Sascha H. & Willershausen, Timo, 2009. "(Real-)options, uncertainty and comparative statics: Are Black and Scholes mistaken?," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 645, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
- Fernando Camacho & Flavio Menezes, 2009. "Access pricing and investment: a real options approach," Journal of Regulatory Economics, Springer, vol. 36(2), pages 107-126, October.
- Fernando T. Camacho & Flavio M. Menezes, 2009. "Retail Price Regulation And The Option To Delay," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 80(3), pages 451-468, September.