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Time-to-build and capacity choice

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  • Bar-Ilan, Avner
  • Sulem, Agnes
  • Zanello, Alessandro

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 26 (2002)
Issue (Month): 1 (January)
Pages: 69-98

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Handle: RePEc:eee:dyncon:v:26:y:2002:i:1:p:69-98

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Web page: http://www.elsevier.com/locate/jedc

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References

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  1. Bar-Ilan, Avner, 1990. "Overdrafts and the Demand for Money," American Economic Review, American Economic Association, vol. 80(5), pages 1201-16, December.
  2. Bar-Ilan, Avner, 1990. "Trigger-Target Rules Need Not Be Optimal with Fixed Adjustment Costs: A Simple Comment on Optimal Money Holding under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(1), pages 229-34, February.
  3. Sheshinski, Eytan & Weiss, Yoram, 1977. "Inflation and Costs of Price Adjustment," Review of Economic Studies, Wiley Blackwell, vol. 44(2), pages 287-303, June.
  4. Avinash Dixit, 1992. "Investment and Hysteresis," Journal of Economic Perspectives, American Economic Association, vol. 6(1), pages 107-132, Winter.
  5. Abel, Andrew B, 1983. "Optimal Investment under Uncertainty," American Economic Review, American Economic Association, vol. 73(1), pages 228-33, March.
  6. Pindyck, Robert, 1989. "Irreversibility, uncertainty, and investment," Policy Research Working Paper Series 294, The World Bank.
  7. Majd, Saman & Pindyck, Robert S., 1987. "Time to build, option value, and investment decisions," Journal of Financial Economics, Elsevier, vol. 18(1), pages 7-27, March.
  8. Dixit, A., 1988. "Entry And Exit Decisions Under Uncertainty," Papers 91, Princeton, Department of Economics - Financial Research Center.
  9. Hartman, Richard, 1972. "The effects of price and cost uncertainty on investment," Journal of Economic Theory, Elsevier, vol. 5(2), pages 258-266, October.
  10. Bar-Ilan, A. & Sulem, A., 1991. "Explicit Solution in Inventory Problems with Delivery Lags," Papers 5-91, Tel Aviv - the Sackler Institute of Economic Studies.
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Citations

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Cited by:
  1. Eager,D. & Hobbs, B. & Bialek, J., 2012. "Dynamic Long-Term Modelling of Generation Capacity Investment and Capacity Margins: a GB Market Case Study," Cambridge Working Papers in Economics 1217, Faculty of Economics, University of Cambridge.
  2. René Aïd & Luciano Campi & Nicolas Langrené & Huyên Pham, 2012. "A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation," Working Papers hal-00747229, HAL.
  3. Roques, Fabien A. & Savva, Nicos, 2009. "Investment under uncertainty with price ceilings in oligopolies," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 507-524, February.
  4. Moez Souissi & Pierre Lasserre, 2007. "It Takes Two to Tango. La fusion : exercice de deux options réelles," Économie et Prévision, Programme National Persée, vol. 178(2), pages 51-65.
  5. Sodal, Sigbjorn, 2006. "Entry and exit decisions based on a discount factor approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1963-1986, November.
  6. Akamatsu, Takashi & Nagae, Takeshi, 2011. "A network of options: Evaluating complex interdependent decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 714-729, May.
  7. Dockner, Engelbert J. & Kucsera, Dénes & Rammerstorfer, Margarethe, 2013. "Investment, firm value, and risk for a system operator balancing energy grids," Energy Economics, Elsevier, vol. 37(C), pages 182-192.
  8. Ren\'e A\"id & Luciano Campi & Nicolas Langren\'e & Huy\^en Pham, 2012. "A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation," Papers 1210.8175, arXiv.org.
  9. René Aid & Salvatore Federico & Huyen Pham & Bertrand Villeneuve, 2014. "Explicit investment rules with time-to-build and uncertainty," Working Papers hal-00997994, HAL.
  10. Ohnishi, Masamitsu & Tsujimura, Motoh, 2006. "An impulse control of a geometric Brownian motion with quadratic costs," European Journal of Operational Research, Elsevier, vol. 168(2), pages 311-321, January.
  11. Nagae, Takeshi & Akamatsu, Takashi, 2008. "A generalized complementarity approach to solving real option problems," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1754-1779, June.

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