We study how investments that require long-term financial commitments are affected by undiversifiable, uninsurable risk … in the economic environment in the context of investor preferences characterized by decreasing absolute risk aversion and … risk aversion, this leads to an endogenous discounting of long-term projects. High perceived risk in the economic …

remain autious due to the risk profiles, especially in offshore wind. Sensitivities of DCF-based investment models confirm … material risk impact, especially from lower wind availability and construction cost overruns. Political focus on the timely … remain costly. The forthcoming updates to the renewable energy law should seek to mitigate wind availability risk; ease …

, QMC is a very efficient technique also for computing risk measures, greeks in particular, as it allows to reduce the … computational effort of high dimensional Monte Carlo simulations typical of modern risk management …

We review and apply Quasi Monte Carlo (QMC) and Global Sensitivity Analysis (GSA) techniques to pricing and risk … bridge discretization. We conclude that, beyond pricing, QMC is a very promising technique also for computing risk figures … modern risk management …