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Environmental Impact Assessment and Investment under Uncertainty. An Application to Power Grid Interconnection

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Author Info
Saphores, Jean-Daniel
Gravel, Éric
Bernard, Jean-Thomas
Abstract

We consider a firm that must undergo a costly and time-consuming regulatory process before making an irreversible, lagged investment whose value varies randomly. We analyze two cases: regulatory approval is valid forever or it expires after some time. We apply our model to Hydro-Québec's project of building a 1250 megawatts interconnection with Ontario. We find that the firm may start the regulatory process earlier if regulatory approval is valid long enough or if uncertainty is high enough; it postpones it otherwise. When to start the reglulatory process and when to invest depend on the duration of the regulatory green light.

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File URL: http://www.green.ecn.ulaval.ca/CahiersGREEN2003/03-03.pdf
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Paper provided by GREEN in its series Cahiers de recherche with number 0303.

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Date of creation: 2003
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Handle: RePEc:lvl:lagrcr:0303

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Related research
Keywords: Regulation; uncertainty; irreversibility; real options; interconnections;

Find related papers by JEL classification:
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. H.N.E. BystrÖm, 2003. "The hedging performance of electricity futures on the Nordic power exchange," Applied Economics, Taylor and Francis Journals, vol. 35(1), pages 1-11, January. [Downloadable!] (restricted)
  2. Bar-Ilan, Avner & Strange, William C, 1996. "Investment Lags," American Economic Review, American Economic Association, vol. 86(3), pages 610-22, June. [Downloadable!] (restricted)
  3. McDonald, Robert & Siegel, Daniel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, MIT Press, vol. 101(4), pages 707-27, November. [Downloadable!] (restricted)
  4. Hendrik Bessembinder & Michael L. Lemmon, 2002. "Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets," Journal of Finance, American Finance Association, vol. 57(3), pages 1347-1382, 06. [Downloadable!] (restricted)
  5. Martzoukos, Spiros H. & Teplitz-Sembitzky, Witold, 1992. "Optimal timing of transmission line investments in the face of uncertain demand : An option valuation approach," Energy Economics, Elsevier, vol. 14(1), pages 3-9, January. [Downloadable!] (restricted)
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