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Applying real options analysis to assess cleaner energy development strategies

机译：应用实物期权分析评估清洁能源发展战略

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摘要

The energy industry, accounts for the largest portion of CO_2 emissions, is facing the issue of compliance with the national clean energy policy. The methodology for evaluating the energy mix policy is crucial because of the characteristics of lead time embedded with the power generation facilities investment and the uncertainty of future electricity demand. In this paper, a modified binomial model based on sequential compound options, which may account for the lead time and uncertainty as a whole is established, and a numerical example on evaluating the optional strategies and the strategic value of the cleaner energy policy is also presented. It is found that the optimal decision at some nodes in the binomial tree is path dependent, which is different from the standard sequential compound option model with lead time or time lag concept. The proposed modified binomial sequential compound real options model can be generalized and extensively applied to solve the general decision problems that deal with the long lead time of many government policies as well as capital intensive investments.
机译：二氧化碳排放量最大的能源行业面临着遵守国家清洁能源政策的问题。评估能源混合政策的方法至关重要，因为发电设备投资中包含的提前期特性和未来电力需求的不确定性。本文建立了一种基于顺序复合期权的修正二项式模型，该模型可以解决交付周期和总体不确定性问题，并给出了评估清洁能源政策的可选战略和战略价值的数值示例。 。发现二项式树中某些节点的最优决策与路径有关，这与提前期或时滞概念的标准顺序复合期权模型不同。所提出的改进的二项式顺序复合实物期权模型可以推广并广泛应用于解决一般决策问题，该问题涉及许多政府政策的准备时间长以及资本密集型投资。

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  • 来源
    《Energy Policy》 |2011年第10期|p.5929-5938|共10页
  • 作者

    Ching-Tsung Cheng; Shang-Lien Lo; Tyrone T. Lin;

  • 作者单位

    Graduate Institute of Environmental Engineering, National Taiwan University, 71,Chou-Shan Road, Taipei 106,Taiwan, ROC;

    Graduate Institute of Environmental Engineering, National Taiwan University, 71,Chou-Shan Road, Taipei 106,Taiwan, ROC;

    Department of International Business, National Dong Hwa University, 1, Sec. 2, Da Hsueh Road, Shou-Feng, Hualien 974, Taiwan, ROC;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    cleaner energy; lead time; compound real options;

    机译：清洁能源;交货时间;复合实物期权;

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