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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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  • Bar-Ilan, Avner & Sulem, Agnes & Zanello, Alessandro, 2002. "Time-to-build and capacity choice," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 69-98, January.
  • Handle: RePEc:eee:dyncon:v:26:y:2002:i:1:p:69-98
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    References listed on IDEAS

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    1. 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.
    2. Eytan Sheshinski & Yoram Weiss, 1977. "Inflation and Costs of Price Adjustment," Review of Economic Studies, Oxford University Press, vol. 44(2), pages 287-303.
    3. 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.
    4. Pindyck, Robert S, 1991. "Irreversibility, Uncertainty, and Investment," Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
    5. Bar-Ilan, Avner, 1990. "Overdrafts and the Demand for Money," American Economic Review, American Economic Association, vol. 80(5), pages 1201-1216, December.
    6. Dixit, Avinash K, 1989. "Entry and Exit Decisions under Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 97(3), pages 620-638, June.
    7. Avinash Dixit, 1992. "Investment and Hysteresis," Journal of Economic Perspectives, American Economic Association, vol. 6(1), pages 107-132, Winter.
    8. Hartman, Richard, 1972. "The effects of price and cost uncertainty on investment," Journal of Economic Theory, Elsevier, vol. 5(2), pages 258-266, October.
    9. Abel, Andrew B, 1983. "Optimal Investment under Uncertainty," American Economic Review, American Economic Association, vol. 73(1), pages 228-233, March.
    10. 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 229-234, February.
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    Citations

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    Cited by:

    1. Nunes, Cláudia & Pimentel, Rita, 2017. "Analytical solution for an investment problem under uncertainties with shocks," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1054-1063.
    2. repec:eee:dyncon:v:82:y:2017:i:c:p:142-164 is not listed on IDEAS
    3. 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.
    4. Pierre Lasserre & Moez Souissi, 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. 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.
    6. Aïd, René & Federico, Salvatore & Pham, Huyên & Villeneuve, Bertrand, 2015. "Explicit investment rules with time-to-build and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 240-256.
    7. repec:eee:dyncon:v:84:y:2017:i:c:p:1-31 is not listed on IDEAS
    8. 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.
    9. 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.
    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.
    12. Ren'e Aid & 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.
    13. 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.
    14. Genc, Talat S., 2017. "The impact of lead time on capital investments," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 142-164.
    15. 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.

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