Renewable energy investment under stochastic interest rate with regime-switching volatility
Jérôme Detemple, Yerkin Kitapbayev, A. Max Reppen
| Year of publication: |
2024
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|---|---|
| Authors: | Detemple, Jérôme B. ; Kitapbayev, Yerkin ; Reppen, A. Max |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107734, p. 1-18
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| Subject: | Green energy | Interest rate uncertainty | Investment | Real options | Erneuerbare Energie | Renewable energy | Realoptionsansatz | Real options analysis | Volatilität | Volatility | Zins | Interest rate | Investition | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Förderung erneuerbarer Energien | Renewable energy policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107734 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046931