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Risk, risk aversion, and agricultural technology adoption : a novel valuation method based on real options and inverse stochastic dominance

Spiegel, Alisa; Britz, Wolfgang; Finger, Robert - In: Q open : a journal of agricultural, climate, … 1 (2021) 2, pp. 1-26

Risk and risk preferences belong to the key determinants of investment-based technology adoption in agriculture. We develop and apply a novel approach in which an inverse second order stochastic dominance approach is integrated into a stochastic dynamic farm-level model to quantify the effect of...

Persistent link: https://www.econbiz.de/10013327948

Real option valuation of an emerging renewable technology design in wave energy conversion

DiLellio, James A.; Butler, John C.; Rizaev, Igor; … - In: Econometrics : open access journal 13 (2025) 1, pp. 1-18

wind. Here, we conduct a real option valuation that includes the uncertain market price of wholesale electricity and …

Persistent link: https://www.econbiz.de/10015408163

Estimating the value of flexibility from real options : on the accuracy of hybrid electricity price models

Pape, Christian; Woll, Oliver; Weber, Christoph - 2018

or even years ahead of operation. Such a valuation is notably required for hedging purposes. The revenue streams to be …

Persistent link: https://www.econbiz.de/10011944105

A stochastic inventory model with fast-ship commitments

Chen, Hao-Wei; Gupta, Diwakar; Gurnani, Haresh; … - In: Production and operations management : an international … 25 (2016) 4, pp. 684-700

Persistent link: https://www.econbiz.de/10011484030

Stochastic optimal control of manufacturing systems under production-dependent failure rates

Francie, Kouedeu Annie; Jean-Pierre, Kenne; Pierre, Dejax; … - In: International journal of production economics 150 (2014), pp. 174-187

Persistent link: https://www.econbiz.de/10010337521

Optimal production and admission control for a stochastic SOM system with demands for product and PSS

Wang, Kangzhou; Jiang, Zhibin; Li, Na; Geng, Na - In: International journal of production research 51 (2013) 23/24, pp. 7270-7288

Persistent link: https://www.econbiz.de/10010229337

A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty

Lindley, James T.; Chen, Tzu-li; Chu, Hsiao-ching - In: International journal of production economics 148 (2014), pp. 21-36

Persistent link: https://www.econbiz.de/10010251555

Optimal production control policy in unreliable batch processing manufacturing systems with transportation delay

Bouslah, B.; Gharbi, A.; Pellerin, R.; Hajji, A. - In: International journal of production research 51 (2013) 1, pp. 264-280

Persistent link: https://www.econbiz.de/10009700307

Expected future value decomposition based bid price generation for large-scale network revenue management

Escudero, Laureano F.; Monge, Juan F.; Romero Morales, … - In: Transportation science : a journal of the Institute for … 47 (2013) 2, pp. 181-197

Persistent link: https://www.econbiz.de/10009751570

Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 57 (2014), pp. 58-66

Persistent link: https://www.econbiz.de/10010402734