A dynamic CVaR-portfolio approach using real options: an application to energy investments

Jana Szolgayová; Sabine Fuss; Nikolay Khabarov; Michael Obersteiner

doi:10.1002/etep.429

A dynamic CVaR-portfolio approach using real options: an application to energy investments

European Transactions on Electrical Power ◽

10.1002/etep.429 ◽

2010 ◽

Vol 21 (6) ◽

pp. 1825-1841 ◽

Cited By ~ 14

Author(s):

Jana Szolgayová ◽

Sabine Fuss ◽

Nikolay Khabarov ◽

Michael Obersteiner

Keyword(s):

Real Options ◽

Portfolio Approach

Download Full-text

A dynamic CVaR-portfolio approach using real options: An application to energy investments

2009 6th International Conference on the European Energy Market ◽

10.1109/eem.2009.5207184 ◽

2009 ◽

Cited By ~ 1

Author(s):

J. Szolgayova ◽

S. Fuss ◽

N. Khabarov ◽

M. Obersteiner

Keyword(s):

Real Options ◽

Portfolio Approach

Download Full-text

Real Options and Game Theory, an alternative method to the replicating portfolio approach

10.15396/eres2011_324 ◽

2011 ◽

Keyword(s):

Game Theory ◽

Real Options ◽

Alternative Method ◽

Portfolio Approach ◽

Replicating Portfolio

Download Full-text

Portfolio Approach to Real Options

Portfolios of Real Options - Lecture Notes in Economics and Mathematical System ◽

10.1007/978-3-540-78299-5_2 ◽

2008 ◽

pp. 7-19

Keyword(s):

Real Options ◽

Portfolio Approach

Download Full-text

EVALUATION OF THE EFFECTIVENESS OF INNOVATIVE PROJECTS USING REAL OPTIONS AND FUZZY-SETS APPROACHES

10.15372/eprf20180101 ◽

2018 ◽

Author(s):

Alexander Baranov ◽

Keyword(s):

Real Options ◽

Fuzzy Sets

Download Full-text

Modified Method Of Real Options: Evaluating R&D Projects

10.15405/epsbs.2019.03.92 ◽

2019 ◽

Author(s):

T.V. Tazikhina

Keyword(s):

Real Options ◽

Modified Method

Download Full-text

Evaluation of Patent Race between Three Firms Using a Game-Theoretic Real Options Approach

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.135.204 ◽

2015 ◽

Vol 135 (2) ◽

pp. 204-214

Author(s):

Yasunori Ono ◽

Teruji Sekozawa

Keyword(s):

Real Options ◽

Real Options Approach ◽

Patent Race ◽

Game Theoretic

Download Full-text

Evaluation of Foreign Investment in Power Plants using Real Options

IEEJ Transactions on Power and Energy ◽

10.1541/ieejpes.132.2 ◽

2012 ◽

Vol 132 (1) ◽

pp. 2-8

Author(s):

Moritoshi Kato ◽

Yicheng Zhou

Keyword(s):

Real Options ◽

Foreign Investment ◽

Power Plants

Download Full-text

Real Options and Project Evaluation

10.1596/27376 ◽

2011 ◽

Cited By ~ 1

Author(s):

Odin K. Knudsen ◽

Pasquale L. Scandizzo

Keyword(s):

Real Options ◽

Project Evaluation

Download Full-text

Appraisal of Apartments to be Rebuilt Using Real Options: Focused on the Model Considering the Probability Process of Price and Cost

Appraisal Studies ◽

10.23843/as.18.3.2 ◽

2019 ◽

Vol 18 (3) ◽

pp. 23-47

Author(s):

KwangChae Seo

Keyword(s):

Real Options ◽

Probability Process

Download Full-text

Tracking Stocks and the Acquisition of Real Options

CFA Digest ◽

10.2469/dig.v31.n2.898 ◽

2001 ◽

Vol 31 (2) ◽

pp. 101-102

Author(s):

Frank T. Magiera

Keyword(s):

Real Options ◽

Tracking Stocks

Download Full-text