An integrated CVaR and real options approach to investments in the energy sector
Ines Fortin; Sabine Fuss; Jaroslava Hlouskova; Nikolay Khabarov; Michael Obersteiner ...
| Year of publication: |
2007
|
|---|---|
| Authors: | Fortin, Ines ; Fuss, Sabine ; Hlouskova, Jaroslava ; Khabarov, Nikolay ; Obersteiner, Michael |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Investitionsrisiko | Investment risk | Realoptionsansatz | Real options analysis | Elektrizitätswirtschaft | Electric power industry | Umweltpolitik | Environmental policy | Schätzung | Estimation | OECD-Staaten | OECD countries | Energiewirtschaft | Investitionspolitik | Realoption | Portfolio Selection | Klimaschutz | Risikomanagement |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 38 S. graph. Darst. |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 209 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | CVaR = Conditional Value-at-Risk Internetausg.: http://www.ihs.ac.at/publications/eco/es-209.pdf |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; G11 - Portfolio Choice ; Q4 - Energy ; Q56 - Environment and Development; Environment and Trade; Sustainability; Environmental Accounting ; Q58 - Government Policy |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003510413