File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1007/978-3-642-38391-5-9
- Scopus: eid_2-s2.0-84891541396
Supplementary
-
Citations:
- Scopus: 0
- Appears in Collections:
Conference Paper: A stochastic programming model for evaluating real options in wind power investment projects
Title | A stochastic programming model for evaluating real options in wind power investment projects |
---|---|
Authors | |
Keywords | Clean Development Mechanism (CDM) Real options Stochastic programming Wind power investment |
Issue Date | 2013 |
Publisher | Springer Berlin Heidelberg. |
Citation | The 19th International Conference on Industrial Engineering and Engineering Management, Changsha, China; 27-29 October 2012. In the 19th International Conference on Industrial Engineering and Engineering Management: Assistive Technology of Industrial Engineering, 2013, p. 81-91 How to Cite? |
Abstract | This study is concerned with the evaluation of wind power projects under the Clean Development Mechanism (CDM), not only for the purpose of CDM verification, but also for the financing of the project. A real options model is developed in this paper to evaluate the investment decisions on wind power project. The model obtains the real value of the project and determines the optimal time to invest wind power project. Stochastic programming is employed to evaluate the real options model, and a scenario tree, generated by path-based sampling method and LHS discretization, is constructed to approximate the original stochastic program. © 2013 Springer-Verlag Berlin Heidelberg. |
Description | This book is proceedings of the 19th International Conference on Industrial Engineering and Engineering Management 2012 |
Persistent Identifier | http://hdl.handle.net/10722/174178 |
ISBN |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Qin, H | en_US |
dc.contributor.author | Chu, LK | en_US |
dc.date.accessioned | 2012-11-16T03:38:17Z | - |
dc.date.available | 2012-11-16T03:38:17Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | The 19th International Conference on Industrial Engineering and Engineering Management, Changsha, China; 27-29 October 2012. In the 19th International Conference on Industrial Engineering and Engineering Management: Assistive Technology of Industrial Engineering, 2013, p. 81-91 | en_US |
dc.identifier.isbn | 978-3-642-38390-8 | - |
dc.identifier.uri | http://hdl.handle.net/10722/174178 | - |
dc.description | This book is proceedings of the 19th International Conference on Industrial Engineering and Engineering Management 2012 | - |
dc.description.abstract | This study is concerned with the evaluation of wind power projects under the Clean Development Mechanism (CDM), not only for the purpose of CDM verification, but also for the financing of the project. A real options model is developed in this paper to evaluate the investment decisions on wind power project. The model obtains the real value of the project and determines the optimal time to invest wind power project. Stochastic programming is employed to evaluate the real options model, and a scenario tree, generated by path-based sampling method and LHS discretization, is constructed to approximate the original stochastic program. © 2013 Springer-Verlag Berlin Heidelberg. | - |
dc.language | eng | en_US |
dc.publisher | Springer Berlin Heidelberg. | - |
dc.relation.ispartof | The 19th International Conference on Industrial Engineering and Engineering Management: Assistive Technology of Industrial Engineering | en_US |
dc.subject | Clean Development Mechanism (CDM) | - |
dc.subject | Real options | - |
dc.subject | Stochastic programming | - |
dc.subject | Wind power investment | - |
dc.title | A stochastic programming model for evaluating real options in wind power investment projects | en_US |
dc.type | Conference_Paper | en_US |
dc.identifier.email | Chu, LK: lkchu@hkucc.hku.hk | en_US |
dc.identifier.authority | Chu, LK=rp00113 | en_US |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1007/978-3-642-38391-5-9 | - |
dc.identifier.scopus | eid_2-s2.0-84891541396 | - |
dc.identifier.hkuros | 212290 | en_US |
dc.identifier.spage | 81 | en_US |
dc.identifier.epage | 91 | en_US |