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Citations for "Investment and the Valuation of Firms When There Is an Option to Shut Down"

by McDonald, Robert L & Siegel, Daniel R

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  1. Paolo Panteghini, 2009. "The capital structure of multinational companies under tax competition," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 16(1), pages 59-81, February.
  2. 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.
  3. Duku-Kaakyire, Armstrong & Nanang, David M., 2004. "Application of real options theory to forestry investment analysis," Forest Policy and Economics, Elsevier, vol. 6(6), pages 539-552, October.
  4. Wang, Tan, 2001. "Equilibrium with new investment opportunities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1751-1773, November.
  5. Bowe, Michael & Lee, Ding Lun, 2004. "Project evaluation in the presence of multiple embedded real options: evidence from the Taiwan High-Speed Rail Project," Journal of Asian Economics, Elsevier, vol. 15(1), pages 71-98, February.
  6. Bertrand Laporte & Celine De Quatrebarbes, 2015. "What do we know about the mineral resource rent sharing in Africa?," Working Papers halshs-01146261, HAL.
  7. Guthrie, Graeme, 2012. "Regulated prices and real options," Telecommunications Policy, Elsevier, vol. 36(8), pages 650-663.
  8. Strebulaev, Ilya A. & Whited, Toni M., 2012. "Dynamic Models and Structural Estimation in Corporate Finance," Foundations and Trends(R) in Finance, now publishers, vol. 6(1–2), pages 1-163, November.
  9. repec:ebl:ecbull:v:4:y:2007:i:39:p:1-14 is not listed on IDEAS
  10. 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.
  11. Richard Duhautois & Stéphanie Jamet, 2001. "Hétérogénéité des comportements d'investissement et fluctuations de l'investissement agrégé," Economie & Prévision, La Documentation Française, vol. 149(3), pages 103-115.
  12. Paolo M. Panteghini & Sergio Vergalli, 2016. "Accelerated depreciation, default risk and investment decisions," Journal of Economics, Springer, vol. 119(2), pages 113-130, October.
  13. Kanniainen, Juho & Piché, Robert, 2013. "Stock price dynamics and option valuations under volatility feedback effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 722-740.
  14. Tannous, George F. & Mangiameli, Paul M., 1996. "Adding features to a product: A micro-economic model," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 149-173.
  15. Li, Minqiang, 2008. "Closed-Form Approximations for Spread Option Prices and Greeks," MPRA Paper 6994, University Library of Munich, Germany.
  16. Ritchken, Peter & Thomson, James B. & DeGennaro, Ramon P. & Li, Anlong, 1993. "On flexibility, capital structure and investment decisions for the insured bank," Journal of Banking & Finance, Elsevier, vol. 17(6), pages 1133-1146, December.
  17. Paolo M. Panteghini, 2005. "Asymmetric Taxation under Incremental and Sequential Investment," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 7(5), pages 761-779, December.
  18. Darsinos, T. & Satchell, S.E., 2001. "Bayesian Analysis of the Black-Scholes Option Price," Cambridge Working Papers in Economics 0102, Faculty of Economics, University of Cambridge.
  19. 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.
  20. Martin, J. Spencer & Santomero, Anthony M., 1997. "Investment opportunities and corporate demand for lines of credit," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1331-1350, October.
  21. Trigeorgis, Lenos, 1996. "Evaluating leases with complex operating options," European Journal of Operational Research, Elsevier, vol. 91(2), pages 315-329, June.
  22. Paolo M. Panteghini, 2001. "Corporate Tax Asymmetries under Investment Irreversibility," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 58(3), pages 207-207, July.
  23. Chiara D'Alpaos & Cesare Dosi & Michele Moretto, 2005. "Concession lenght and investment timing flexibility," Working Papers ubs0502, University of Brescia, Department of Economics.
  24. 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.
  25. Andrianos Tsekrekos & George Kanoutos, 2013. "Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 152-168, July.
  26. Hagspiel, V., 2011. "Flexibility in technology choice : A real options approach," Other publications TiSEM 4150e2d4-6ca2-4367-a8b9-2, Tilburg University, School of Economics and Management.
  27. Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
  28. 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.
  29. Ugur, Mehmet & Trushin, Eshref & Solomon, Edna, 2016. "Inverted-U relationship between R&D intensity and survival: Evidence on scale and complementarity effects in UK data," Research Policy, Elsevier, vol. 45(7), pages 1474-1492.
  30. Carlo Scarpa & Paolo Panteghini, 2001. "Incentives to (Irreversible) Investments Under Different Regulatory Regimes," CESifo Working Paper Series 417, CESifo Group Munich.
  31. Dixit, Avinash, 1995. "Irreversible investment with uncertainty and scale economies," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 327-350.
  32. Chiara D'Alpaos & Michele Moretto & Paola Valbonesi & Sergio Vergalli, 2009. "It is never too late: Optimal penalty for investment delay in public procurement contracts," Working Papers 0907, University of Brescia, Department of Economics.
  33. Matteo Ferraris & Elena Pagliarino, 2014. "Real Option Theory and Application to the Fishery Industry: A survey of the literature," CERIS Working Paper 201408, Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY -NOW- Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY.
  34. Wong, Kit Pong, 2006. "The effects of abandonment options on operating leverage and forward hedging," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 72-86.
  35. Chia-Chi Lu & Weifeng Hung & Jyh-Jian Sheu & Pai-Ta Shih, 2011. "Investment with network externality under uncertainty," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 555-564, May.
  36. Joshua Graff Zivin & Matthew Neidell, 2010. "Medical technology adoption, uncertainty, and irreversibilities: is a bird in the hand really worth more than in the bush?," Health Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 142-153.
  37. Tim Leung & Kazutoshi Yamazaki & Hongzhong Zhang, 2015. "Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Levy Models," Papers 1505.07313, arXiv.org.
  38. McCarthy, Robert, 2006. "On the dynamics of health capital accumulation," Social Science & Medicine, Elsevier, vol. 63(3), pages 817-828, August.
  39. de Angelis, Tiziano & Ferrari, Giorgio & Martyr, Randall & Moriarty, John, 2016. "Optimal entry to an irreversible investment plan with non convex costs," Center for Mathematical Economics Working Papers 566, Center for Mathematical Economics, Bielefeld University.
  40. Alvarez, Luis H. R., 1998. "Exit strategies and price uncertainty: a Greenian approach," Journal of Mathematical Economics, Elsevier, vol. 29(1), pages 43-56, January.
  41. Lander, Diane M. & Pinches, George E., 1998. "Challenges to the Practical Implementation of Modeling and Valuing Real Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 537-567.
  42. AltInkIlIç, Oya & Hansen, Robert S., 2009. "On the information role of stock recommendation revisions," Journal of Accounting and Economics, Elsevier, vol. 48(1), pages 17-36, October.
  43. Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012. "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, vol. 103(1), pages 204-220.
  44. Andrianos Tsekrekos, 2013. "Irreversible exit decisions under mean-reverting uncertainty," Journal of Economics, Springer, vol. 110(1), pages 5-23, September.
  45. Paolo M. Panteghini, 2012. "Corporate Debt, Hybrid Securities, and the Effective Tax Rate," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 14(1), pages 161-186, 02.
  46. Tauer, Loren W., 2006. "When to Get In and Out of Dairy Farming: A Real Option Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 35(2), October.
  47. Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002. "Excessive continuation and dynamic agency costs of debt," European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
  48. Secomandi, Nicola & Seppi, Duane J., 2014. "Real Options and Merchant Operations of Energy and Other Commodities," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 6(3-4), pages 161-331, July.
  49. Tsekrekos, Andrianos E. & Yannacopoulos, Athanasios N., 2016. "Optimal switching decisions under stochastic volatility with fast mean reversion," European Journal of Operational Research, Elsevier, vol. 251(1), pages 148-157.
  50. Paolo Panteghini, 2004. "Wide vs. Narrow Tax Bases under Optimal Investment Timing," CESifo Working Paper Series 1246, CESifo Group Munich.
  51. Lee, Tan, 2004. "Determinants of the foreign equity share of international joint ventures," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2261-2275, October.
  52. Paolo M. Panteghini & Michele Moretto, 2007. "Preemption, Start-Up Decisions and the Firms' Capital Structure," Economics Bulletin, AccessEcon, vol. 4(39), pages 1-14.
  53. Firth, Michael & Malatesta, Paul H. & Xin, Qingquan & Xu, Liping, 2012. "Corporate investment, government control, and financing channels: Evidence from China's Listed Companies," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 433-450.
  54. Chronopoulos, Michail & Lumbreras, Sara, 2017. "Optimal regime switching under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 256(2), pages 543-555.
  55. Avinash K. Dixit & Robert S. Pindyck, 1998. "Expandability, Reversibility, and Optimal Capacity Choice," NBER Working Papers 6373, National Bureau of Economic Research, Inc.
  56. Kanniainen, Juho, 2007. "Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium," Review of Financial Economics, Elsevier, vol. 16(4), pages 363-374.
  57. Dean Paxson, 2005. "Multiple State Property Options," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 341-368, June.
  58. 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.
  59. Murillas Maza, Arantza, 2000. "Uncertainty and Real Options. Investment and Development of Fishing Resources (II)," BILTOKI 2000-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  60. 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.
  61. Chen, Yu-Fu & Funke, Michael, 2003. "Option Value, Policy Uncertainty, and the Foreign Direct Investment Decision," HWWA Discussion Papers 234, Hamburg Institute of International Economics (HWWA).
  62. Shu Feng & Chun-Yu Ho, 2016. "The real option approach to adoption or discontinuation of a management accounting innovation: the case of activity-based costing," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 835-856, October.
  63. Chiara D'Alpaos & Michele Moretto & Paola Valbonesi, 2008. "Optimal penalty for investment delay in public procurement contracts," "Marco Fanno" Working Papers 0074, Dipartimento di Scienze Economiche "Marco Fanno".
  64. Panteghini, Paolo M., 2006. "S-based taxation under default risk," Journal of Public Economics, Elsevier, vol. 90(10-11), pages 1923-1937, November.
  65. Cecilia Maya Ochoa, 2007. "Valuation: From The Discounted Cash Flows (DCF) Approach To The Real Options Approach (ROA)," DOCUMENTOS DE TRABAJO CIEF 003892, UNIVERSIDAD EAFIT.
  66. Kassar, Ilhem & Lasserre, Pierre, 2004. "Species preservation and biodiversity value: a real options approach," Journal of Environmental Economics and Management, Elsevier, vol. 48(2), pages 857-879, September.
  67. Shackleton, Mark B. & Wojakowski, Rafal, 2007. "Finite maturity caps and floors on continuous flows," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3843-3859, December.
  68. 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.
  69. 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.
  70. Thomas Nagel & Margarethe Rammerstorfer, 2009. "Modeling investment behavior under price cap regulation," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 17(2), pages 111-129, June.
  71. Gamba, Andrea & Tesser, Matteo, 2009. "Structural estimation of real options models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 798-816, April.
  72. van den Goorbergh, R.W.J., 2004. "Essays on optimal hedging and investment strategies and on derivative pricing," Other publications TiSEM 4b4b16af-8621-463f-bbfa-0, Tilburg University, School of Economics and Management.
  73. Orphanides, Athanasios, 1996. "The timing of stabilizations," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 257-279.
  74. Paolo Panteghini, 2001. "On Corporate Tax Asymmetries and Neutrality," German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 269-286, 08.
  75. Gonzalez, Asa O. & Karali, Berna & Wetzstein, Michael E., 2012. "A public policy aid for bioenergy investment: Case study of failed plants," Energy Policy, Elsevier, vol. 51(C), pages 465-473.
  76. Pindyck, Robert S, 1991. "Irreversibility, Uncertainty, and Investment," Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
  77. Francesco Parisi & Vincy Fon & Nita Ghei, 2004. "The Value of Waiting in Lawmaking," European Journal of Law and Economics, Springer, vol. 18(2), pages 131-148, September.
  78. 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.
  79. Wickart, Marcel & Madlener, Reinhard, 2007. "Optimal technology choice and investment timing: A stochastic model of industrial cogeneration vs. heat-only production," Energy Economics, Elsevier, vol. 29(4), pages 934-952, July.
  80. Linnenluecke, Martina K. & Smith, Tom & McKnight, Brent, 2016. "Environmental finance: A research agenda for interdisciplinary finance research," Economic Modelling, Elsevier, vol. 59(C), pages 124-130.
  81. 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.
  82. Tim Leung & Kazutoshi Yamazaki & Hongzhong Zhang, 2015. "An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting," Papers 1505.07705, arXiv.org.
  83. de Paula, Aureo, 2008. "Conditional Moments and Independence," The American Statistician, American Statistical Association, vol. 62, pages 219-221, August.
  84. Lin, Tyrone T. & Huang, Shio-Ling, 2011. "Application of the modified Tobin's q to an uncertain energy-saving project with the real options concept," Energy Policy, Elsevier, vol. 39(1), pages 408-420, January.
  85. Dahlgren, Eric & Leung, Tim, 2015. "An optimal multiple stopping approach to infrastructure investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 251-267.
  86. Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail, 2011. "Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas," Journal of Financial Economics, Elsevier, vol. 102(2), pages 363-389.
  87. 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.
  88. 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.
  89. 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.
  90. Sophie Osotimehin & Francesco Pappada, "undated". "Credit frictions and the cleansing effect of recessions," Virginia Economics Online Papers 403, University of Virginia, Department of Economics.
  91. Laurikka, Harri, 2006. "Option value of gasification technology within an emissions trading scheme," Energy Policy, Elsevier, vol. 34(18), pages 3916-3928, December.
  92. Liang, Zhaohui & Wang, Wei & Li, Shusheng, 2012. "Decomposition valuation of complex real options embedded in creative financial leases," Economic Modelling, Elsevier, vol. 29(6), pages 2627-2631.
  93. Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2014. "Duopolistic competition under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 236(2), pages 643-656.
  94. Siddiqui, Afzal & Takashima, Ryuta, 2012. "Capacity switching options under rivalry and uncertainty," European Journal of Operational Research, Elsevier, vol. 222(3), pages 583-595.
  95. Anastasios Michailidis & Konstadinos Mattas, 2007. "Using Real Options Theory to Irrigation Dam Investment Analysis: An Application of Binomial Option Pricing Model," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(10), pages 1717-1733, October.
  96. Torani, Kiran & Rausser, Gordon & Zilberman, David, 2016. "Innovation subsidies versus consumer subsidies: A real options analysis of solar energy," Energy Policy, Elsevier, vol. 92(C), pages 255-269.
  97. Driffill John & Raybaudi Marzia & Sola Martin, 2003. "Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-40, April.
  98. Broadie, Mark & Glasserman, Paul, 1997. "Pricing American-style securities using simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1323-1352, June.
  99. Michele Moretto & Gianpaolo Rossini, 1996. "Profit sharing regulation and repeated bargaining with a shut-down option," Review of Economic Design, Springer;Society for Economic Design, vol. 2(1), pages 339-368, December.
  100. Cunningham, Christopher R., 2006. "House price uncertainty, timing of development, and vacant land prices: Evidence for real options in Seattle," Journal of Urban Economics, Elsevier, vol. 59(1), pages 1-31, January.
  101. Laporte, Bertrand & de Quatrebarbes, Céline, 2015. "What do we know about the sharing of mineral resource rent in Africa?," Resources Policy, Elsevier, vol. 46(P2), pages 239-249.
  102. John R. Birge, 2000. "Option Methods for Incorporating Risk into Linear Capacity Planning Models," Manufacturing & Service Operations Management, INFORMS, vol. 2(1), pages 19-31, August.
  103. repec:dau:papers:123456789/9845 is not listed on IDEAS
  104. Epstein, D. & Mayor, N. & Schonbucher, P. & Whalley, A. E. & Wilmott, P., 1998. "The valuation of a firm advertising optimally," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(2), pages 149-166.
  105. Schachter, J.A. & Mancarella, P., 2016. "A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 261-271.
  106. Coggins, Jay S. & Ramezani, Cyrus A., 1998. "An Arbitrage-Free Approach to Quasi-Option Value," Journal of Environmental Economics and Management, Elsevier, vol. 35(2), pages 103-125, March.
  107. Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2011. "Optimal investment under operational flexibility, risk aversion, and uncertainty," European Journal of Operational Research, Elsevier, vol. 213(1), pages 221-237, August.
  108. Bengtsson, Jens & Olhager, Jan, 2002. "The impact of the product mix on the value of flexibility," Omega, Elsevier, vol. 30(4), pages 265-273, August.
  109. Armada, Manuel Rocha & Kryzanowski, Lawrence & Pereira, Paulo Jorge, 2007. "A modified finite-lived American exchange option methodology applied to real options valuation," Global Finance Journal, Elsevier, vol. 17(3), pages 419-438, March.
  110. 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.
  111. Bengtsson, Jens & Olhager, Jan, 2002. "Valuation of product-mix flexibility using real options," International Journal of Production Economics, Elsevier, vol. 78(1), pages 13-28, July.
  112. Martzoukos, Spiros H., 2001. "The option on n assets with exchange rate and exercise price risk," Journal of Multinational Financial Management, Elsevier, vol. 11(1), pages 1-15, February.
  113. repec:dau:papers:123456789/9848 is not listed on IDEAS
  114. Pauline Barrieu & Nadine Bellamy & Jean-Michel Sahut, 2012. "Assessing the Costs of Protection in a Context of Switching Stochastic Regimes," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(6), pages 495-511, December.
  115. 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.
  116. Bardia Kamrad & Akhtar Siddique, 2004. "Supply Contracts, Profit Sharing, Switching, and Reaction Options," Management Science, INFORMS, vol. 50(1), pages 64-82, January.
  117. Mark Burton & Charles Sims, 2016. "Understanding Railroad Investment Behaviors, Regulatory Processes, and Related Implications for Efficient Industry Oversight," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 49(2), pages 263-288, September.
  118. Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
  119. Wang, Xunxiao & Wu, Chongfeng & Xu, Weidong, 2015. "When to buy or sell in supply chains with the presence of mergers," International Journal of Production Economics, Elsevier, vol. 163(C), pages 137-145.
  120. Joaquin, Domingo Castelo & Khanna, Naveen, 2001. "Investment timing decisions under threat of potential competition: Why firm size matters1," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(1), pages 1-17.
  121. 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.
  122. Lai, Van Son & Soumaré, Issouf, 2010. "Credit insurance and investment: A contingent claims analysis approach," International Review of Financial Analysis, Elsevier, vol. 19(2), pages 98-107, March.
  123. 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.
  124. 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.
  125. van den Goorbergh, R.W.J. & Huisman, K.J.M. & Kort, P.M., 2003. "Risk Aversion, Price Uncertainty and Irreversible Investments," Discussion Paper 2003-119, Tilburg University, Center for Economic Research.
  126. Pindyck, Robert S., 1986. "Capital risk and models of investment behavior," Working papers 1819-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  127. Lavrutich, Maria N., 2017. "Capacity choice under uncertainty in a duopoly with endogenous exit," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1033-1053.
  128. 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.
  129. 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.
  130. Nicola Secomandi & Mulan X. Wang, 2012. "A Computational Approach to the Real Option Management of Network Contracts for Natural Gas Pipeline Transport Capacity," Manufacturing & Service Operations Management, INFORMS, vol. 14(3), pages 441-454, July.
  131. Lindstrom, Tomas, 1998. "A fuzzy design of the willingness to invest in Sweden," Journal of Economic Behavior & Organization, Elsevier, vol. 36(1), pages 1-17, July.
  132. Belal Fallah & Mark Partridge & M. Olfert, 2012. "Uncertain economic growth and sprawl: evidence from a stochastic growth approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 589-617, December.
  133. Vesa Kanniainen & Paolo M. Panteghini, 2013. "Tax Neutrality: Illusion or Reality? The Case of Entrepreneurship," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 69(2), pages 167-193, June.
  134. Michele Moretto & Chiara D’Alpaos, 2004. "The Value of Flexibility in the Italian Water Service Sector: A Real Option Analysis," Working Papers 2004.140, Fondazione Eni Enrico Mattei.
  135. Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.
  136. Saman Majd & Robert S. Pindyck, 1989. "The Learning Curve and Optimal Production under Uncertainty," RAND Journal of Economics, The RAND Corporation, vol. 20(3), pages 331-343, Autumn.
  137. 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.
  138. Nicolas P. B. Bollen, 1999. "Real Options and Product Life Cycles," Management Science, INFORMS, vol. 45(5), pages 670-684, May.
  139. Seyoum, Emayenesh & Chan, Chris, 2012. "A real-options analysis of wine grape farming in north west Victoria," 2012 Conference (56th), February 7-10, 2012, Freemantle, Australia 124446, Australian Agricultural and Resource Economics Society.
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  155. Wen, X. & Kort, P.M. & Talman, A.J.J., 2015. "Volume Flexibility and Capacity Investment : A Real Options Approach," Discussion Paper 2015-022, Tilburg University, Center for Economic Research.
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  158. Slade, Margaret E., 2001. "Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments," Journal of Environmental Economics and Management, Elsevier, vol. 41(2), pages 193-233, March.
  159. Michail Chronopoulos, Derek Bunn, and Afzal Siddiqui, 2014. "Optionality and Policymaking in Re-Transforming the British Power Market," Economics of Energy & Environmental Policy, International Association for Energy Economics, vol. 0(Number 2).
  160. Seyoum, Emayenesh & Karanja, Francis, 2014. "Investment decisions of dairy farmers in south-west Victoria under price and yield uncertainty," 2014 Conference (58th), February 4-7, 2014, Port Maquarie, Australia 183419, Australian Agricultural and Resource Economics Society.
  161. Josué M. Polanco-Martínez & Luis M. Abadie, 2016. "Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach," Energies, MDPI, Open Access Journal, vol. 9(12), pages 1-19, December.
  162. Qin, Ruwen & Nembhard, David A., 2010. "Workforce agility for stochastically diffused conditions--A real options perspective," International Journal of Production Economics, Elsevier, vol. 125(2), pages 324-334, June.
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