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Continuous rainbow options on commodity outputs: what is the real value of switching facilities?

Dockendorf, Jörg; Paxson, Dean - In: The European Journal of Finance 19 (2013) 7-8, pp. 645-673

We develop real rainbow option models to value an operating asset with the flexibility to choose between two commodity outputs. We provide a quasi-analytical solution and a numerical lattice solution to a model with continuous switching opportunities between two commodity outputs, taking into...

Persistent link: https://www.econbiz.de/10010824366

Subsidies for renewable energy facilities under uncertainty

Adkins, Roger; Paxson, Dean A. - In: The Manchester School 84 (2016) 2, pp. 222-250

Persistent link: https://www.econbiz.de/10011441458

Rescaling-contraction with a lower cost technology when revenue declines

Adkins, Roger; Paxson, Dean A. - In: European journal of operational research : EJOR 277 (2019) 2, pp. 574-586

Persistent link: https://www.econbiz.de/10012022009

Investment decisions with finite-lived collars

Adkins, Roger; Paxson, Dean A.; Pereira, Paulo J.; … - In: Journal of economic dynamics & control 103 (2019), pp. 185-204

Persistent link: https://www.econbiz.de/10012131083

The effects of an uncertain abandonment value on the investment decision

Adkins, Roger; Paxson, Dean A. - In: The European journal of finance 23 (2017) 10/12, pp. 1083-1106

Persistent link: https://www.econbiz.de/10011741462

Sequential investments with stage-specific risks and drifts

Adkins, Roger; Paxson, Dean A. - In: The European journal of finance 23 (2017) 10/12, pp. 1150-1175

Persistent link: https://www.econbiz.de/10011741473

Replacement decisions with multiple stochastic values and depreciation

Adkins, Roger; Paxson, Dean A. - In: European journal of operational research : EJOR 257 (2017) 1, pp. 174-184

Persistent link: https://www.econbiz.de/10011639375

Investment timing, capacity choice and optimal floors and ceilings

Paxson, Dean A.; Pereira, Paulo J.; Rodrigues, Artur - In: Journal of economic dynamics & control 139 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013464823

Real Collars as Alternative Incentives for Subsidizing Energy Facilities

Adkins, Roger; Paxson, Dean - In: The Manchester School 87 (2018) 3, pp. 428-454

Persistent link: https://www.econbiz.de/10012095220

Rivalry under price and quantity uncertainty

Paxson, Dean; Pinto, Helena - In: Review of Financial Economics 14 (2005) 3-4, pp. 209-224

Persistent link: https://www.econbiz.de/10005301222