"1"^^ . . "[83BDD4C3CCC1]" . "1"^^ . "mean-reversion process; CorporateMetrics; density function; cumulative density function; percentile; risk-aversion function."@en . . "This paper concentrates on wind power plant valuation and risk quantification in the Czech Republic by applying CorporateMetrics methodology. Project is valued on the basis of Net Present Value method with some specifics typical for renewably electricity generating projects. Due to the fact, the price of electricity does not evolve with the changes in supply or demand but is fixed and the same is true about operational costs, we suppose only project output (depending on capacity utilization) to be the uncertain factor affecting the project profitability.First, general conditions for wind power plants operators in the Czech Republic are described. Second, CorporateMetrics and its principles are explained. In the end, an illustrative example is stated."@en . . . "RIV/61989100:27510/07:00014899!RIV08-MSM-27510___" . "P(GP402/07/P121), Z(MSM6198910007)" . "MO\u017DNOSTI ANAL\u00DDZY TR\u017DN\u00CDHO RIZIKA PROJEKTU V\u00DDSTAVBY V\u011ATRN\u00C9 ELEKTR\u00C1RNY" . . "\u010Cl\u00E1nek se zab\u00FDv\u00E1 mo\u017Enostmi kvantifikace tr\u017En\u00EDho rizika projektu v\u00FDstavby a provozu v\u011Btrn\u00E9 elektr\u00E1rny. Kvantifikace t\u011Bchto rizik je zalo\u017Eena na principu metodologie CorporateMetrics a jej\u00ED aplikace na investi\u010Dn\u00ED projekt. Jsou pou\u017Eity modern\u00ED p\u0159\u00EDstupy na b\u00E1zi ukazatele Value at Risk. Takt\u00E9\u017E jsou propo\u010Dteny z\u00E1kladn\u00ED statistick\u00E9 parametry projektu (sm\u011Brodatn\u00E1 odchylka, st\u0159edn\u00ED hodnota, atd.) a d\u00E1le pak NPVaR, Expected Shortfall a v\u00E1\u017Een\u00FD Expected Shortfall."@cs . "MO\u017DNOSTI ANAL\u00DDZY TR\u017DN\u00CDHO RIZIKA PROJEKTU V\u00DDSTAVBY V\u011ATRN\u00C9 ELEKTR\u00C1RNY"@cs . "435270" . "MARKET RISK ANALYSIS POSSIBILITIES OF WIND POWER PLANT PROJECT"@en . . "MO\u017DNOSTI ANAL\u00DDZY TR\u017DN\u00CDHO RIZIKA PROJEKTU V\u00DDSTAVBY V\u011ATRN\u00C9 ELEKTR\u00C1RNY" . . "27510" . . "MARKET RISK ANALYSIS POSSIBILITIES OF WIND POWER PLANT PROJECT"@en . "Univerzita Tom\u00E1\u0161e Bati ve Zl\u00EDn\u011B" . . "MO\u017DNOSTI ANAL\u00DDZY TR\u017DN\u00CDHO RIZIKA PROJEKTU V\u00DDSTAVBY V\u011ATRN\u00C9 ELEKTR\u00C1RNY"@cs . "Finance a v\u00FDkonnost firem ve v\u011Bd\u011B, v\u00FDuce a praxi" . . "\u010Cul\u00EDk, Miroslav" . . "\u010Cl\u00E1nek se zab\u00FDv\u00E1 mo\u017Enostmi kvantifikace tr\u017En\u00EDho rizika projektu v\u00FDstavby a provozu v\u011Btrn\u00E9 elektr\u00E1rny. Kvantifikace t\u011Bchto rizik je zalo\u017Eena na principu metodologie CorporateMetrics a jej\u00ED aplikace na investi\u010Dn\u00ED projekt. Jsou pou\u017Eity modern\u00ED p\u0159\u00EDstupy na b\u00E1zi ukazatele Value at Risk. Takt\u00E9\u017E jsou propo\u010Dteny z\u00E1kladn\u00ED statistick\u00E9 parametry projektu (sm\u011Brodatn\u00E1 odchylka, st\u0159edn\u00ED hodnota, atd.) a d\u00E1le pak NPVaR, Expected Shortfall a v\u00E1\u017Een\u00FD Expected Shortfall." . "Zl\u00EDn" . . . "978-80-7318-536-7" . . . . . "13"^^ . . "RIV/61989100:27510/07:00014899" . . . "42-55" .