. . . . "978-985-6544-91-3" . . "VaR-type measures application for risk analysis of a project in the energy generating sector" . . "The main objective of this study is to value and analyse the risk of a project in the energy sector. For valuation purposes, two different approaches are applied. First traditional (passive) NPV method is used and next, approach on the basis of real option is employed. Here it is supposed the most common type of real option - the possibility to shut down a production and restart it. Risk analysis relies on VaR-type measures - NPVaR and Expected shortfall. Results are compared and discussed."@en . "mean-reversion process; real option; CorporateMetrics; density function; cumulative density function; flexibility; Net Present Value; percentile; percentile; expected shortfall; risk-aversion function."@en . . . "RIV/61989100:27510/07:00014903!RIV08-MSM-27510___" . . . . . "Aplikace m\u011B\u0159\u00EDtek typu VaR p\u0159i anal\u00FDze rizika projektu v odv\u011Btv\u00ED v\u00FDroby elekt\u0159iny"@cs . . "1"^^ . . "Teoria i praktika mened\u017Ementa i marketinga - materialy ma\u017Edunarodnouj nau\u010Dno-prakti\u010Deskoj konferencii" . "1"^^ . "P(GP402/07/P121), Z(MSM6198910007)" . "VaR-type measures application for risk analysis of a project in the energy generating sector"@en . "VaR-type measures application for risk analysis of a project in the energy generating sector" . "VaR-type measures application for risk analysis of a project in the energy generating sector"@en . "\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 . "RIV/61989100:27510/07:00014903" . "\u010Cul\u00EDk, Miroslav" . . . . "457570" . . . . "Magic Book" . "27510" . . . "5-23" . "17"^^ . . "[F7E192C1C65B]" . "Minsk" . . "The main objective of this study is to value and analyse the risk of a project in the energy sector. For valuation purposes, two different approaches are applied. First traditional (passive) NPV method is used and next, approach on the basis of real option is employed. Here it is supposed the most common type of real option - the possibility to shut down a production and restart it. Risk analysis relies on VaR-type measures - NPVaR and Expected shortfall. Results are compared and discussed." . "Aplikace m\u011B\u0159\u00EDtek typu VaR p\u0159i anal\u00FDze rizika projektu v odv\u011Btv\u00ED v\u00FDroby elekt\u0159iny"@cs .