Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty
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- Fabien A. Roques & William J. Nuttall & David M. Newbery, 2006. "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Working Papers EPRG 0619, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
Keywordsinvestment; uncertainty; Monte-Carlo simulation; operating flexibility;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2006-09-16 (Computational Economics)
- NEP-ENE-2006-09-16 (Energy Economics)
- NEP-FMK-2006-09-16 (Financial Markets)
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