A real option model for geothermal heating investment decision making: Considering carbon trading and resource taxes
Sign Up to like & getrecommendations! Published in 2019 at "Energy"
DOI: 10.1016/j.energy.2019.116252
Abstract: Abstract By considering carbon trading and resource tax, this study established a bidimensional binominal lattice of a compound real option pricing model to help investors make decisions for geothermal heating projects. Two types of real… read more here.
Keywords: option; investment; value; carbon trading ... See more keywords
Data-driven prediction for volatile processes based on real option theories
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Production Economics"
DOI: 10.1016/j.ijpe.2019.107605
Abstract: Abstract This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering. Typical time series models such as Auto-Regressive… read more here.
Keywords: finance; time; based real; real option ... See more keywords
A real option based model for the valuation of patent protected technological innovation projects
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DOI: 10.1016/j.wpi.2018.05.002
Abstract: Abstract Decision Tree Analysis and Internal Rate of Return, do not properly consider uncertainty and flexibility, which are crucial for both valuating a project and the related decision-making process. Usually, uncertainty and managerial flexibility have… read more here.
Keywords: decision; protected technological; patent protected; model ... See more keywords
Testing the Real Option Hypothesis on the Declining Open-Market Repurchase Announcement Returns
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DOI: 10.1142/s0219091520500241
Abstract: Recent studies report that open-market repurchase announcements have become less attractive to stock investors. This study documents that lower announcement returns are attributed to subsequent repurchase announcements, which have increased in number in recent years.… read more here.
Keywords: announcement returns; option; market; open market ... See more keywords
An Investment Decision Model for Underground Urban Utility Tunnel Based on MIVES and Real Option Theory from a Sustainable Perspective
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DOI: 10.3390/su15097711
Abstract: Although the importance of urbanization, urban renewal and sustainable development have been increasingly recognized, with the accelerating process of urbanization, the urban above-ground space is no longer sufficient for the process of urbanization, and downward… read more here.
Keywords: real option; decision; investment decision; decision model ... See more keywords