The Resource Investment in Energy Assets Under Uncertainty : Numerical methods in theory and practice, by L.M. Abadie, J.M. Chamorro, (electronic resource)

Investment in Energy Assets Under Uncertainty : Numerical methods in theory and practice, by L.M. Abadie, J.M. Chamorro, (electronic resource)

Label
Investment in Energy Assets Under Uncertainty : Numerical methods in theory and practice
Title
Investment in Energy Assets Under Uncertainty
Title remainder
Numerical methods in theory and practice
Statement of responsibility
by L.M. Abadie, J.M. Chamorro
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
This book aims to provide a rigorous yet pragmatic approach to the valuation and management of investments in the energy sector. Time and uncertainty pervade most if not all issues relevant to energy assets. They run from the early stage of prototype and demonstration to the ultimate abandonment and decommissioning. Risk in particular appears in several areas; thus, one can distinguish technical risk from financial risk. Furthermore, the extent to which one can react to them is different (just think of price risk and regulation risk). Markets in general, and financial markets in particular, regularly put a price on a number of assets which differ in their return/risk characteristics. And academia has developed sound financial principles for valuation purposes in a number of contexts. Nonetheless, the physical characteristics of the assets involved also play a key role in their valuation if only because of the restrictions that they entail. There are some instances in which the practitioner/researcher is able to come up with an analytical solution to the valuation problem. Typically, however, these instances are limited because of their relying on stylized facts or idealized frameworks. Unfortunately, many relevant instances lack analytical solutions, so one must resort to numerical methods. The book clearly explains how to implement them in a meaningful way. Their usefulness is further enhanced when numerical estimates of relevant parameters are derived from actual market prices (as long as these are available and reliable). The book starts from the basics of valuation in a dynamic, certain context. The second part then considers uncertainty and introduces a number of useful results and tools to grapple effectively with it. The last part applies these tools to the valuation of energy assets in a sequential manner, i.e. by considering one, two and three sources of risk. The last chapter provides examples of joint optimal management and value maximization in conventional power plants
Member of
Is Subseries of
http://library.link/vocab/creatorName
Abadie, L.M
Dewey number
333.79
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • uHOmkB2EY9g
  • rkZyMgmjCrw
Language note
English
LC call number
  • HD9502-9502.5
  • HD9502-9502.5
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Chamorro, J.M.
Series statement
  • Lecture notes in energy
  • Lecture Notes in Energy,
Series volume
  • 21
  • 21
http://library.link/vocab/subjectName
  • Finance
  • Energy Policy, Economics and Management
  • Energy Policy, Economics and Management
  • Finance, general
Label
Investment in Energy Assets Under Uncertainty : Numerical methods in theory and practice, by L.M. Abadie, J.M. Chamorro, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
Valuation made simple: No uncertainties, just time -- Theoretical foundations -- Analytical solutions -- Binomial lattices -- Finite difference methods -- Monte Carlo simulation -- Economic and technical background -- Valuation of energy assets: A single risk factor -- Valuation of energy assets: Two risk factors -- Valuation of energy assets: Three risk factors -- Value maximization and optimal management of energy assets
Dimensions
unknown
Edition
1st ed. 2013.
Extent
1 online resource (193 p.)
Form of item
online
Isbn
9781447155928
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4471-5592-8
Specific material designation
remote
System control number
  • (CKB)3710000000031175
  • (EBL)1592491
  • (OCoLC)868915477
  • (SSID)ssj0001067606
  • (PQKBManifestationID)11669879
  • (PQKBTitleCode)TC0001067606
  • (PQKBWorkID)11092459
  • (PQKB)10483677
  • (DE-He213)978-1-4471-5592-8
  • (MiAaPQ)EBC1592491
  • (EXLCZ)993710000000031175
Label
Investment in Energy Assets Under Uncertainty : Numerical methods in theory and practice, by L.M. Abadie, J.M. Chamorro, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
Valuation made simple: No uncertainties, just time -- Theoretical foundations -- Analytical solutions -- Binomial lattices -- Finite difference methods -- Monte Carlo simulation -- Economic and technical background -- Valuation of energy assets: A single risk factor -- Valuation of energy assets: Two risk factors -- Valuation of energy assets: Three risk factors -- Value maximization and optimal management of energy assets
Dimensions
unknown
Edition
1st ed. 2013.
Extent
1 online resource (193 p.)
Form of item
online
Isbn
9781447155928
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4471-5592-8
Specific material designation
remote
System control number
  • (CKB)3710000000031175
  • (EBL)1592491
  • (OCoLC)868915477
  • (SSID)ssj0001067606
  • (PQKBManifestationID)11669879
  • (PQKBTitleCode)TC0001067606
  • (PQKBWorkID)11092459
  • (PQKB)10483677
  • (DE-He213)978-1-4471-5592-8
  • (MiAaPQ)EBC1592491
  • (EXLCZ)993710000000031175

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