Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects

There is a large gap between the planned value of investment in a project and its financial implementation. This fact creates a mismatch between the planned and effectively achieved net present value (NPV) of the project. Considering the project portfolio of a company, this could even threaten your solvency in the future.

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Year of publication:	2014
Authors:	Vianello, Juliano Melquiades ; Costa, Leticia ; Teixeira, José Paulo
Published in:	Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 45.2014, C, p. 10-18
Publisher:	Elsevier
Subject:	Stochastic process \| Mean reversion movement \| Real options \| Monte Carlo simulation \| Project analysis

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Type of publication:	Article
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010939426