About: FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper is focused on a project valuation with embedded portfolio of real options including their interactions. Valuation is based on the criterion of Net Present Value on the simulation basis. Portfolio includes selected types of European-type real options.. The paper is structured as follows: first, diffusion models for forecasting of output prices and variable costs are derived. Second, project value is estimated on the assumption, that no real options are present. Next, project value is calculated with the presence of selected European-type options; these options and their impact on project value are valued first in isolation and consequently in different combinations. . In the end, results are presented graphically; selected statistics and risk measures (Value at Risk, Expected Shortfall) of the NPV's distributions are calculated and commented. This paper is focused on a project valuation with embedded portfolio of real options including their interactions. Valuation is based on the criterion of Net Present Value on the simulation basis. Portfolio includes selected types of European-type real options.. The paper is structured as follows: first, diffusion models for forecasting of output prices and variable costs are derived. Second, project value is estimated on the assumption, that no real options are present. Next, project value is calculated with the presence of selected European-type options; these options and their impact on project value are valued first in isolation and consequently in different combinations. . In the end, results are presented graphically; selected statistics and risk measures (Value at Risk, Expected Shortfall) of the NPV's distributions are calculated and commented. (en)
Title	FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS (en)
skos:prefLabel	FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS (en)
skos:notation	RIV/61989100:27510/10:86077457!RIV11-GA0-27510___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GP402/07/P121)
http://linked.open...iv/cisloPeriodika	1239
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Čulík, Miroslav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	259384
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/10:86077457
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	energy, real options, underlying asset, intrinsic value, (en)
http://linked.open.../riv/klicoveSlovo	underlying asset energy real options intrinsic value
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[A76FF311B751]
http://linked.open...i/riv/nazevZdroje	AIP Conference Proceedings
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Real options and conditions and possibilities of their application in the energy sector
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	2010
http://linked.open...iv/tvurceVysledku	Čulík, Miroslav
issn	0094-243X
number of pages	8 (xsd:int)
http://localhost/t...ganizacniJednotka	27510
is http://linked.open...avai/riv/vysledek of	FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS

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