Search Results - subject_exact:"Real options analysis"

Capacity expansion investment under financing constraint

Gan, Luoyuan; Wen, Xingang; Dawid, Herbert - 2026

This research studies a monopoly firm's timing and size decisions to introduce a new and partially substitutable product under demand uncertainty and financing constraint. Accessible financing resources for the investment are positively related to firm's revenues from the existing product. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015595814

How do upstream competition and supply shocks affect investment decisions?

Chevalier-Roignant, Benoît; Villeneuve, Stéphane - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605545

Investing in carbon transportation under volume uncertainty and scaling flexibility

Andersen, Sveinung; Hagspiel, Verena; Oliveira, Carlos; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620627

Upstream gas portfolio optimization under fiscal rules and uncertainty : a systematic review and bibliometric mapping

Naikosou, Marcelino Freitas; Adityawarman; Guterres, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620653

A tariff model with bilateral deterrence

Scandizzo, Pasquale Lucio - 2026

This paper develops a dynamic real-options model of tariff deterrence in which the exporting country, though subject to the importing country's market power, assumes the role of leader in a Stackelberg framework under uncertainty by acting preventively to dissuade the importer from imposing a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625875

Effectuation in action : how pre-commitments drive international performance

Alinasab, Jamshid; Mather, Damien; Parackal, Mathew; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647312

A multi-objective decision-making framework for the choice between mutually exclusive alternatives under uncertainty : assessing the competitiveness of offshore wind for a gas field electrification on the NCS

Aghajani, Daniel; Bratvold, Reidar B.; Hagspiel, Verena; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015546875

Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment

Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372122

Optimal venture capital entry-exit strategy with jump-diffusion risk

Zuo, Si; Wang, Haijun - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372572

A note on the welfare and policy implications of a two-period real option game under imperfect information

Wang, Congcong; Wang, Yuhan; Chen, Shanshan; Luckraz, … - 2025

We show that the discrete real option game model proposed in the recent literature can be extended to the case of imperfect information. As a result, the model can cover a wider range of applications. However, we also observe that the effectiveness of implementing the subsidy is affected by the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271710

Survive the economic downturn : operating flexibility, productivity, and stock crash

Li, Yang; Wang, Xiaojun; Xu, Fangming; Ho, Tuan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015465776

Present bias, risk management and capital structure

Pape, Jan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470239

From conventional to automated terminals : the optimal upgrade decision under demand and technological improvement uncertainties

Guo, Liquan; Zheng, Shiyuan; Jiang, Changmin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015451220

Strategic investment timing and consumer savviness for add-on services

Daido, Kohei; Mizuno, Keizo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015453104

Oil shocks and capital structure : role of ESG across the globe

Bhattacherjee, Purba; Mishra, Sibanjan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015454436

Innovation and product positioning : when to add or replace

Balter, Anne G.; Nunes, Cláudia; Pereira, Diogo; Kort, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407880

Real option valuation of an emerging renewable technology design in wave energy conversion

DiLellio, James A.; Butler, John C.; Rizaev, Igor; … - 2025

The untapped potential of wave energy offers another alternative to diversifying renewable energy sources and addressing climate change by reducing CO2 emissions. However, development costs to mature the technology remain significant hurdles to adoption at scale and the technology often must...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408163

On subsidization of investments in R&D and production capacity

Ketelaars, Martijn W.; Kort, Peter M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015409963

No end in sight : end-of-life management of oil wells in Alberta

Galay, Gregory; Winter, Jennifer - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015412281

Real option valuation using Weibull distribution : a new framework for depreciation risk management

Ko, Seok Bin - 2025

This study aims to develop an accurate option pricing model for car leases by introducing a put option valuation framework based on the Weibull distribution. Traditional models typically assume asset values follow a lognormal distribution, failing to capture the left-skewed nature and bounded...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432406

Remanufacturing facility installation decisions under product sourcing cost uncertainties : a real options approach

Sadat, Mohammad Ahnaf; Min, K. Jo - 2025

In this paper, we investigate the strategic decision-making process of a Maintenance Repair and Overhaul (MRO) company considering the installation of a remanufacturing facility under product sourcing cost uncertainties (e.g., purchasing new products from third-party, and remanufacturing used...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015433454

Optimal capital structure with earnings above a floor

Nishihara, Michi; Shibata, Takashi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015433478

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Optimal capital structure with earnings above a floor

Nishihara, Michi; Shibata, Takashi - 2023

Book / Working Paper

Corporate hiring under uncertainty

Nguyen, Duc Duy; Sila, Vathunyoo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436799

Should carbon taxes be pre-announced? : on irreversible investment, real options and carbon taxes

Wijnbergen, Sweder van - 2025

Climate change and its two-way relation with economic activity is stochastic and so is therefore the optimal tax internalizing the climate externality. But with capital irreversibility a stochastic time path for carbon prices slows down the reallocation from brown to green sectors because...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437368

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Should carbon taxes be pre-announced? : on irreversible investment, real options and carbon taxes

Wijnbergen, Sweder van - 2025

Book / Working Paper

Ants rather than molecules : the impact of herding on investment under uncertainty

Lukas, Elmar - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445617

Real options : added return versus added risk

Sakhartov, Arkadiy V. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562299

Technology innovations and product rollover strategies : a real options approach

Hagspiel, Verena; Huisman, Kuno J. M.; Kort, Peter M.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562300

Flexible valuation of photovoltaic projects in healthcare institutions in Colombia : a real options-based approach

Hernández-Palma, Hugo Gaspar; Nieto Granados, Anderson - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564598

Uncertain time to completion in a sequential investment problem : a theoretical analysis and an empirical application

Abigaba, Micah Lucy; Bengtsson, Jens; Ketelaars, Martijn W. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608466

Stock prices volatility as an input to the economic assessment of the nuclear power plant in the real option method

Krysiak, Zbigniew - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609330

Financial viability of energy communities : the role of flexible assets, balancing market participation and peer-to-peer trading

Imset, Ole Herman; Ishmam, Rubab; Kleinau, Jakob; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616568

Technology-motivated acquisitions and the real option portfolio of non-tech firms

Fütterer, Markus; Rapp, Marc Steffen; Schlosser, Michelle - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592328

Investment and leverage decisions under caps and floors

Rodrigues, Artur - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015597143

Timing corporate social responsibility investments : a dynamic investment model and empirical evidence

Kupfer, Stefan; Prysyazhna, Vladlena; Lukas, Elmar; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556096

Green technology investment : Announced vs. unannounced subsidy retraction

Hagspiel, Verena; Kort, Peter M.; Wen, Xingang - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556428

Optimal selling time in livestock production

Torres Carbonell, Carlos; Silverio Milanesi, Gastón; … - 2025

Purpose - This paper analyzes the application of real options to livestock production. It evaluates the strategic flexibility in determining the optimal selling time for livestock, considering the technological and market risks involved in its production. Design/methodology/approach - Based on a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015558103

Does P2P trading favor investments in PV-Battery Systems?

Andreolli, Francesca; D'Alpaos, Chiara; Kort, Peter M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590987

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Does P2P trading favor investments in PV-battery systems?

Andreolli, Francesca; D'Alpaos, Chiara; Kort, Peter M. - 2023

Book / Working Paper

Investment and information asymmetry in corporate sustainability : incentive-auditing contracts and policy insights

Wang, Zhongli; Nishihara, Michi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625200

On the valuation and monetization roles of the rolling intrinsic policy for merchant commodity storage

Secomandi, Nicola - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015482538

Political uncertainty and the timing of mass layoffs

Aivazian, Varouj A.; Chiu, Tzu-Ting; Minutti-Meza, Miguel; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484375

Does entrepreneurial education matter for the performance of medium-sized venture entrepreneurs?

Arend, Richard; Unal, Ali; Bilodeau, Richard - 2025

We explore the question of whether entrepreneurial education matters for medium-sized venture performance. We do so to better understand the conflicting evidence indicating that, while such education appears to have significant positive micro-level effects, it has no significant macro-level...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015398993

Optimal stopping in higher dimensions : the case of investments in the sustainable energy transition

Heinz, Frank; Madlener, Reinhard - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015533953

Investment, financing, strategic debt service, and liquidation

Nishihara, Michi; Shibata, Takashi; Tian, Yuan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534308

A comment on the relationship between operating leverage and financial leverage

Glover, Kristoffer - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015061504

Optimal timing of major projects when time-to-build and investment cost are uncertain

Croutzet, Alexandre; Abdallah, Skander Ben; Ortmann, Janosch - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066763

CEO personality traits, strategic flexibility, and firm dynamics

Aabo, Tom; Pantzalis, Christos; Park, Jung Chul; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015069883

Business uncertainty in developing and emerging economies

Avalos, Edgar; Barrero, Jose Maria; Davies, Elwyn; … - 2024

We study business uncertainty in high- versus low-volatility environments by surveying over 31,000 managers across 41 countries. We elicit subjective probability distributions for future own-firm sales and measure firm-level uncertainty with their mean absolute deviations. Analogously, we...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071152