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Citations for "Time to build, option value, and investment decisions"

by Majd, Saman & Pindyck, Robert S.

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  1. Beatriz Mota Aragón, 2011. "Capital Investments and Real Options: New Proposals," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 65-76.
  2. Pindyck, Robert S., 1993. "Investments of uncertain cost," Journal of Financial Economics, Elsevier, vol. 34(1), pages 53-76, August.
  3. Madlener, Reinhard & Kumbaroglu, Gurkan & Ediger, Volkan S., 2005. "Modeling technology adoption as an irreversible investment under uncertainty: the case of the Turkish electricity supply industry," Energy Economics, Elsevier, vol. 27(1), pages 139-163, January.
  4. Bertolini, Marina & D’Alpaos, Chiara & Moretto, Michele, 2016. "Investing in Photovoltaics: Timing, Plant Sizing and Smart Grids Flexibility," MITP: Mitigation, Innovation,and Transformation Pathways 244540, Fondazione Eni Enrico Mattei (FEEM).
  5. Matthew Clayton & David Yermack, 1999. "Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-051, New York University, Leonard N. Stern School of Business-.
  6. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January.
  7. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
  8. Elder, John & Serletis, Apostolos, 2009. "Oil price uncertainty in Canada," Energy Economics, Elsevier, vol. 31(6), pages 852-856, November.
  9. Mayer, Christopher J. & Somerville, C. Tsuriel, 2000. "Land use regulation and new construction," Regional Science and Urban Economics, Elsevier, vol. 30(6), pages 639-662, December.
  10. Alistair Milne & A Elizabeth Whalley, 1996. "New Analysis of a Model of Time to Build," School of Economics Discussion Papers 9603, School of Economics, University of Surrey.
  11. Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017. "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(2), pages 447-472, March.
  12. Yu-Fu Chen & Dennis Snower & Gylfi Zoega, 2003. "Labour-market Institutions and Macroeconomic Shocks," LABOUR, CEIS, vol. 17(2), pages 247-270, 06.
  13. Clapp, John M. & Bardos, Katsiaryna Salavei & Wong, S.K., 2012. "Empirical estimation of the option premium for residential redevelopment," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 240-256.
  14. Sameh Hachicha, 2011. "Sequential investment and delay: an agribusiness firm case study," Agricultural Finance Review, Emerald Group Publishing, vol. 71(2), pages 240-258, August.
  15. Bulan, Laarni & Mayer, Christopher & Somerville, C. Tsuriel, 2009. "Irreversible investment, real options, and competition: Evidence from real estate development," Journal of Urban Economics, Elsevier, vol. 65(3), pages 237-251, May.
  16. Kumar, Ram L., 1995. "An options view of investments in expansion-flexible manufacturing systems," International Journal of Production Economics, Elsevier, vol. 38(2-3), pages 281-291, March.
  17. Raymond, Wladimir & Mairesse, Jacques & Mohnen, Pierre & Palm, Franz, 2015. "Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing," European Economic Review, Elsevier, vol. 78(C), pages 285-306.
  18. Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
  19. Rainer Niemann & Caren Sureth, 2002. "Taxation under Uncertainty – Problems of Dynamic Programming and Contingent Claims Analysis in Real Option Theory," CESifo Working Paper Series 709, CESifo Group Munich.
  20. Martins, José & Marques, Rui Cunha & Cruz, Carlos Oliveira, 2014. "Maximizing the value for money of PPP arrangements through flexibility: An application to airports," Journal of Air Transport Management, Elsevier, vol. 39(C), pages 72-80.
  21. Shunsuke Managi & Zheng Zhang & Shinya Horie, 2016. "A real options approach to environmental R&D project evaluation," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(3), pages 359-394, July.
  22. Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, vol. 82(C), pages 310-320.
  23. Liu, Yang & Yang, Jinqiang, 2015. "Optimal investment of private equity," Finance Research Letters, Elsevier, vol. 14(C), pages 76-86.
  24. Viju, Crina & Kerr, William A. & Nolan, James F., 2006. "Subsidization of the Biofuel Industry: Security vs. Clean Air?," 2006 Annual meeting, July 23-26, Long Beach, CA 21321, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  25. Abadie, Luis María & Chamorro Gómez, José Manuel, 2007. "Long Term Dynamics in CO2 Allowance Prices and Carbon Capture Investments," IKERLANAK 2007-27, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  26. Arnd Huchzermeier & Christoph H. Loch, 2001. "Project Management Under Risk: Using the Real Options Approach to Evaluate Flexibility in R...D," Management Science, INFORMS, vol. 47(1), pages 85-101, January.
  27. Pindyck, Robert S, 1988. "Irreversible Investment, Capacity Choice, and the Value of the Firm," American Economic Review, American Economic Association, vol. 78(5), pages 969-985, December.
  28. Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire, 2015. "Measuring infrastructure investment option value," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 49-72, January.
  29. 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.
  30. Isik, Murat & Coble, Keith H. & Hudson, Darren & House, Lisa O., 2003. "A model of entry-exit decisions and capacity choice under demand uncertainty," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 28(3), May.
  31. Collan, Mikael, 2004. "Fuzzy Real Investment Valuation Model for Giga-Investments, and a Note on Giga-Investment Lifecycle and Valuation," MPRA Paper 4329, University Library of Munich, Germany.
  32. Hansen, Erwin & Wagner, Rodrigo, 2017. "Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 197-212.
  33. Davis, Graham A., 1998. "Estimating Volatility and Dividend Yield When Valuing Real Options to Invest or Abandon," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 725-754.
  34. Giovanni Villani, 2009. "A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis," CESifo Working Paper Series 2728, CESifo Group Munich.
  35. Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006. "Irreversible investment in alternative projects," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, 06.
  36. Saphores, Jean-Daniel & Gravel, Éric & Bernard, Jean-Thomas, 2003. "Environmental Impact Assessment and Investment under Uncertainty. An Application to Power Grid Interconnection," Cahiers de recherche 0303, Université Laval - Département d'économique.
  37. de Braganca, Gabriel Fiuza & Rocha, Katia & Moreira, Rafael Henrique Rodrigues, 2008. "Real Options and the Regulation of Brazilian Fixed-Line Telephone Operators: The Mark-up on the Cost of Capital," Working Paper Series 3997, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  38. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
  39. Pindyck, Robert S, 1991. "Irreversibility, Uncertainty, and Investment," Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
  40. Don Bredin & John Elder & Stilianos Fountas, 2011. "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(7), pages 679-702, 07.
  41. 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.
  42. Marcel Boyer & Éric Gravel, 2003. "Real Options at Bell Canada," CIRANO Project Reports 2003rp-01, CIRANO.
  43. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2003. "Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models," Cowles Foundation Discussion Papers 1430, Cowles Foundation for Research in Economics, Yale University, revised Apr 2008.
  44. Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014. "When to invest in carbon capture and storage technology: A mathematical model," Energy Economics, Elsevier, vol. 42(C), pages 219-225.
  45. Steven R. Grenadier, 2003. "An Equilibrium Analysis of Real Estate," NBER Working Papers 9475, National Bureau of Economic Research, Inc.
  46. Karl Pinno and Apostolos Serletis, 2013. "Oil Price Uncertainty and Industrial Production," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  47. Jean Cavailhés & Mohamed Hilal & Pierre Wavresky, 2011. "Option values on periurban land markets," ERSA conference papers ersa10p1629, European Regional Science Association.
  48. Rena Sivitanidou, 1999. "Does the Theory of Irreversible Investments Help Explain Movements in Office-Commerical Construction?," Working Paper 8659, USC Lusk Center for Real Estate.
  49. Dalila B. M. M. Fontes & Luís Camões & Fernando A. C. C. Fontes, 2007. "Real Options using Markov Chains: an application to Production Capacity Decisions," FEP Working Papers 246, Universidade do Porto, Faculdade de Economia do Porto.
  50. Lei Zhu & ZhongXiang Zhang & Ying Fan, 2011. "An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model," Working Papers 2011.83, Fondazione Eni Enrico Mattei.
  51. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2016. "Forecasting crude oil market volatility: A Markov switching multifractal volatility approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 1-9.
  52. Giovanni Villani, 2008. "R&D Cooperation in Real Option Game Analysis," Quaderni DSEMS 19-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  53. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1998. "Valuation and Return Dynamics of New Ventures," NBER Working Papers 6745, National Bureau of Economic Research, Inc.
  54. Giovanni Villani, 2014. "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 331-355, March.
  55. Fontes, Dalila B.M.M., 2008. "Fixed versus flexible production systems: A real options analysis," European Journal of Operational Research, Elsevier, vol. 188(1), pages 169-184, July.
  56. Bouasker, O. & Letifi, N. & Prigent, J.-L., 2016. "Optimal funding and hiring/firing policies with mean reverting demand," Economic Modelling, Elsevier, vol. 58(C), pages 569-579.
  57. Siddiqui, Afzal & Takashima, Ryuta, 2012. "Capacity switching options under rivalry and uncertainty," European Journal of Operational Research, Elsevier, vol. 222(3), pages 583-595.
  58. Armando Lenin Támara Ayús & Raúl Enrique Aristizábal Velásquez, 2012. "Las opciones reales como metodología alternativa en la evaluación de proyectos de inversión," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, May.
  59. repec:kap:enreec:v:67:y:2017:i:2:d:10.1007_s10640-015-9985-y is not listed on IDEAS
  60. repec:dau:papers:123456789/9845 is not listed on IDEAS
  61. El-Shazly Alaa, 2004. "Investment Under Uncertainty in Egypt: A Real-Options Approach," Review of Middle East Economics and Finance, De Gruyter, vol. 2(2), pages 51-60, August.
  62. Robert S. Pindyck & Andrés Solimano, 1993. "Economic Instability and Aggregate Investment," NBER Chapters,in: NBER Macroeconomics Annual 1993, Volume 8, pages 259-318 National Bureau of Economic Research, Inc.
  63. Agliardi, Elettra & Koussis, Nicos, 2013. "Optimal capital structure and the impact of time-to-build," Finance Research Letters, Elsevier, vol. 10(3), pages 124-130.
  64. Bar-Ilan, Avner & Strange, William C., 1998. "A model of sequential investment," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 437-463, March.
  65. Ahlers, Oliver & Hack, Andreas & Kellermanns, Franz W., 2014. "“Stepping into the buyers’ shoes”: Looking at the value of family firms through the eyes of private equity investors," Journal of Family Business Strategy, Elsevier, vol. 5(4), pages 384-396.
  66. Abadie, Luis M. & Chamorro, José M., 2009. "Monte Carlo valuation of natural gas investments," Review of Financial Economics, Elsevier, vol. 18(1), pages 10-22, January.
  67. Meng, Rujing, 2008. "A patent race in a real options setting: Investment strategy, valuation, CAPM beta, and return volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3192-3217, October.
  68. Marcello Basili & Fulvio Fontini, 2005. "Quasi-option value under ambiguity," Economics Bulletin, AccessEcon, vol. 4(3), pages 1-10.
  69. Grenadier, Steven R. & Wang, Neng, 2005. "Investment timing, agency, and information," Journal of Financial Economics, Elsevier, vol. 75(3), pages 493-533, March.
  70. Patrick Bolton & Neng Wang & Jinqiang Yang, 2014. "Investment Under Uncertainty and the Value of Real and Financial Flexibility," NBER Working Papers 20610, National Bureau of Economic Research, Inc.
  71. Dimson, Elroy & Mussavian, Massoud, 1999. "Three centuries of asset pricing," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1745-1769, December.
  72. Tsekrekos, Andrianos E., 2010. "The effect of mean reversion on entry and exit decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 725-742, April.
  73. YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April.
  74. Giovanni Villani, 2008. "An R&D Investment Game under Uncertainty in Real Option Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 199-219, September.
  75. Coggins, Jay S. & Ramezani, Cyrus A., 1996. "AN ARBITRAGE-FREE APPROACH TO QUASI-OPTION VALUE; Proceedings of the Fifth Joint Conference on Agriculture, Food, and the Environment, June 17-18, 1996, Padova, Italy," Working Papers 14469, University of Minnesota, Center for International Food and Agricultural Policy.
  76. 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.
  77. Guilherme B. Martins & Marcos Eugênio da Silva, 2005. "A Real Option Model with Uncertain, Sequential Investment and with Time to Build," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(2), pages 141-172.
  78. Karen Mills & Steve Morling & Warren Tease, 1993. "Balance Sheet Restructuring and Investment," RBA Research Discussion Papers rdp9308, Reserve Bank of Australia.
  79. Berger, Philip G. & Ofek, Eli & Swary, Itzhak, 1996. "Investor valuation of the abandonment option," Journal of Financial Economics, Elsevier, vol. 42(2), pages 257-287, October.
  80. Bulan, Laarni T., 2005. "Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 255-279.
  81. Milne, Alistair & Whalley, A Elizabeth, 2000. "'Time to build, option value and investment decisions': a comment," Journal of Financial Economics, Elsevier, vol. 56(2), pages 325-332, May.
  82. He, Hua & Pindyck, Robert S., 1992. "Investments in flexible production capacity," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 575-599.
  83. Kimura, Toshikazu, 2010. "Valuing continuous-installment options," European Journal of Operational Research, Elsevier, vol. 201(1), pages 222-230, February.
  84. Shin, Hyun-Han & Kim, Yong H., 2002. "Agency costs and efficiency of business capital investment: evidence from quarterly capital expenditures," Journal of Corporate Finance, Elsevier, vol. 8(2), pages 139-158, March.
  85. L. Sereno, 2006. "The Valuation of New Ventures," Working Papers 554, Dipartimento Scienze Economiche, Universita' di Bologna.
  86. Krysiak, Frank C., 2006. "Stochastic intertemporal duality: An application to investment under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1363-1387, August.
  87. Wooster, Rossitza B. & Blanco, Luisa & Sawyer, W. Charles, 2016. "Equity commitment under uncertainty: A hierarchical model of real option entry mode choices," International Business Review, Elsevier, vol. 25(1), pages 382-394.
  88. Pennings, Enrico & Lint, Onno, 1997. "The option value of advanced R & D," European Journal of Operational Research, Elsevier, vol. 103(1), pages 83-94, November.
  89. Schmit, T.M. & J., Luo & Conrad, J.M., 2011. "Estimating the influence of U.S. ethanol policy on plant investment decisions: A real options analysis with two stochastic variables," Energy Economics, Elsevier, vol. 33(6), pages 1194-1205.
  90. Weeds, H., 1999. "'Reverse Hysteresis': R&D Investment with Stochastic Innovation," The Warwick Economics Research Paper Series (TWERPS) 578, University of Warwick, Department of Economics.
  91. Davis, Graham A. & Owens, Brandon, 2003. "Optimizing the level of renewable electric R&D expenditures using real options analysis," Energy Policy, Elsevier, vol. 31(15), pages 1589-1608, December.
  92. Paul R. Kleindorfer & D. J. Wu, 2003. "Integrating Long- and Short-Term Contracting via Business-to-Business Exchanges for Capital-Intensive Industries," Management Science, INFORMS, vol. 49(11), pages 1597-1615, November.
  93. Huang, Hsing-Hua & Huang, Hongming & Shih, Pai-Ta, 2012. "Real options and earnings-based bonus compensation," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2389-2402.
  94. Episcopos, Athanasios, 1995. "Evidence on the relationship between uncertainty and irreversible investment," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(1), pages 41-52.
  95. Su, Xuan-Qi, 2016. "Does systematic distress risk drive the investment growth anomaly?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 240-248.
  96. Viju, Crina & Kerr, William A., 2010. "Is The Subsidy For Biofuels The Way To Go?," 14th ICABR Conference, June 16-18, 2010, Ravello, Italy 188117, International Consortium on Applied Bioeconomy Research (ICABR).
  97. Gomes Santana Félix, Elisabete, 2003. "Opções reais: tipologias e sua avaliação
    [Real options: typologies and its evaluation]
    ," MPRA Paper 6186, University Library of Munich, Germany.
  98. Pratt, Stephen & Blake, Adam & Swann, Peter, 2013. "Dynamic general equilibrium model with uncertainty: Uncertainty regarding the future path of the economy," Economic Modelling, Elsevier, vol. 32(C), pages 429-439.
  99. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2003. "Adjustment Is Much Slower Than You Think," Working Papers 865, Economic Growth Center, Yale University.
  100. McDermott,Thomas K.J., 2016. "Investing in disaster risk management in an uncertain climate," Policy Research Working Paper Series 7631, The World Bank.
  101. repec:ebl:ecbull:v:4:y:2005:i:3:p:1-10 is not listed on IDEAS
  102. Somayeh Heydari & Nick Ovenden & Afzal Siddiqui, 2012. "Real options analysis of investment in carbon capture and sequestration technology," Computational Management Science, Springer, vol. 9(1), pages 109-138, February.
  103. David Berger, 2013. "Missing aggregate dynamics: on the slow convergence of lumpy adjustment models," 2013 Meeting Papers 464, Society for Economic Dynamics.
  104. Caballero, Ricardo J & Pindyck, Robert S, 1996. "Uncertainty, Investment, and Industry Evolution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(3), pages 641-662, August.
  105. Lin, Chin-Tsai & Lin, Tyrone T. & Yeh, Lung-Chu, 2005. "The entry/exit real options model for Internet securities trading business," Journal of Economics and Business, Elsevier, vol. 57(1), pages 61-74.
  106. Alejandro Mosiño, 2012. "Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply," Computational Economics, Springer;Society for Computational Economics, vol. 39(1), pages 13-27, January.
  107. Véronique Bastin & Albert Corhay & Georges Hübner & Pierre-Armand Michel, 2002. "Development path and capital structure of belgian biotechnology firms," Working Paper Research 30, National Bank of Belgium.
  108. Kim, Ki Hong & Hwang, Seong Tae & Oh, Hyung Sik & Lee, Deok Joo, 2008. "The impact of investment lags on investment decision," European Journal of Operational Research, Elsevier, vol. 190(3), pages 696-707, November.
  109. Sarkar, Sudipto & Zhang, Chuanqian, 2013. "Implementation lag and the investment decision," Economics Letters, Elsevier, vol. 119(2), pages 136-140.
  110. Grenadier, Steven R. & Wang, Neng, 2007. "Investment under uncertainty and time-inconsistent preferences," Journal of Financial Economics, Elsevier, vol. 84(1), pages 2-39, April.
  111. Lukas, Elmar & Welling, Andreas, 2014. "Timing and eco(nomic) efficiency of climate-friendly investments in supply chains," European Journal of Operational Research, Elsevier, vol. 233(2), pages 448-457.
  112. Amano, Y. & Ito, K. & Yoshida, S. & Matsuo, K. & Hashizume, T. & Favrat, D. & Maréchal, F., 2010. "Impact analysis of carbon tax on the renewal planning of energy supply system for an office building," Energy, Elsevier, vol. 35(2), pages 1040-1046.
  113. Donald A R George, 2011. "Stability of Growth Models with Generalised Lag Structures," ESE Discussion Papers 205, Edinburgh School of Economics, University of Edinburgh.
  114. Gonzalo Cortazar & Eduardo S. Schwartz & Marcelo Salinas, 1998. "Evaluating Environmental Investments: A Real Options Approach," Management Science, INFORMS, vol. 44(8), pages 1059-1070, August.
  115. Fernandes, Bartolomeu & Cunha, Jorge & Ferreira, Paula, 2011. "The use of real options approach in energy sector investments," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(9), pages 4491-4497.
  116. Suresh M. Sundaresan, 2000. "Continuous-Time Methods in Finance: A Review and an Assessment," Journal of Finance, American Finance Association, vol. 55(4), pages 1569-1622, 08.
  117. Lu, Jin-Ray & Hwang, Chih-Chiang & Lin, Chien-Yi, 2016. "Do shareholders appreciate capital investment policies of corporations?," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 344-353.
  118. Gryglewicz, Sebastian & Huisman, Kuno J.M. & Kort, Peter M., 2008. "Finite project life and uncertainty effects on investment," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2191-2213, July.
  119. Gabriel P. Mathy, 2014. "Uncertainty Shocks and Equity Return Jumps and Volatility During the Great Depression," Working Papers 2014-02, American University, Department of Economics.
  120. Mahdi Mattar & Charles Cheah, 2006. "Valuing large engineering projects under uncertainty: private risk effects and real options," Construction Management and Economics, Taylor & Francis Journals, vol. 24(8), pages 847-860.
  121. Letifi, N. & Prigent, J.-L., 2014. "On the optimality of funding and hiring/firing according to stochastic demand: The role of growth and shutdown options," Economic Modelling, Elsevier, vol. 40(C), pages 410-422.
  122. Timothy B. Folta & Walter J. Ferrier, 1997. "International Expansion Through Sequential Investment: The Effects Of National Culture On Buyouts And Dissolutions In Biotechnology Partnerships," Game Theory and Information 9701001, EconWPA.
  123. Honglin Wang & Fan Yu & Yinggang Zhou, 2013. "Rental Rates under Housing Price Uncertainty: A Real Options Approach," Working Papers 242013, Hong Kong Institute for Monetary Research.
  124. Auger, Felipe & Ignacio Guzmán, Juan, 2010. "How rational are investment decisions in the copper industry?," Resources Policy, Elsevier, vol. 35(4), pages 292-300, December.
  125. Kyung Shim & Harjoat Bhamra, 2015. "Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns," 2015 Meeting Papers 1494, Society for Economic Dynamics.
  126. Caren Sureth, 2002. "Partially Irreversible Investment Decisions and Taxation under Uncertainty: A Real Option Approach," German Economic Review, Verein für Socialpolitik, vol. 3(2), pages 185-221, 05.
  127. Zhang, Mingming & Zhou, Dequn & Zhou, Peng, 2014. "A real option model for renewable energy policy evaluation with application to solar PV power generation in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 40(C), pages 944-955.
  128. Andrianos Tsekrekos, 2013. "Irreversible exit decisions under mean-reverting uncertainty," Journal of Economics, Springer, vol. 110(1), pages 5-23, September.
  129. Said Boukendour & Rahim Bah, 2001. "The guaranteed maximum price contract as call option," Construction Management and Economics, Taylor & Francis Journals, vol. 19(6), pages 563-567.
  130. Olubanjo Michael Adetunji & Akintola Amos Owolabi, 2016. "Valuation of Interacting Time-to-Build and Growth Real Options in Infrastructure Investments," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 202-215, December.
  131. Abdel Sabour, S. A., 2001. "Dynamics of threshold prices for optimal switches: the case of mining," Resources Policy, Elsevier, vol. 27(3), pages 209-214, September.
  132. E. Agliardi & M.L. Guerra & L. Stefanini, 2008. "A fuzzy model for sensitivity analysis in real options," Working Papers 643, Dipartimento Scienze Economiche, Universita' di Bologna.
  133. Andrew Berg & Yanliang Miao, 2010. "The Real Exchange Rate and Growth Revisited; The Washington Consensus Strikes Back?," IMF Working Papers 10/58, International Monetary Fund.
  134. Shih-Chuan Tsai, 2005. "Dynamic Models of Investment Distortions," Review of Quantitative Finance and Accounting, Springer, vol. 25(4), pages 357-381, December.
  135. Leroux, Anke D. & Whitten, Stuart M., 2014. "Optimal investment in ecological rehabilitation under climate change," Ecological Economics, Elsevier, vol. 107(C), pages 133-144.
  136. Huang, Hsing-Hua & Chuang, Wei-Liang, 2013. "Real options game over the business cycle," Economic Modelling, Elsevier, vol. 35(C), pages 715-721.
  137. Bhamra, Harjoat S. & Shim, Kyung Hwan, 2017. "Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns," Journal of Economic Theory, Elsevier, vol. 168(C), pages 400-431.
  138. Brynjolfsson, Erik. & Hitt, Lorin M. & Massachusetts Institute of Technology. Industrial Performance Center., 1994. "Computers and economic growth : firm-level evidence," Working papers 3714-94. CISR WP ; no. 27, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  139. Antony Millner, 2012. "Climate prediction for adaptation: Who needs what?," Climatic Change, Springer, vol. 110(1), pages 143-167, January.
  140. Andrea Gamba, 2002. "Real options Valuation: A Monte Carol Approach," Working Papers wpn02-02, Warwick Business School, Finance Group.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.