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Applying real options in investment decisions relating to environmental pollution

✍ Scribed by Tyrone T. Lin; Chuan-Chuan Ko; Hsin-Ni Yeh


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
156 KB
Volume
35
Category
Article
ISSN
0301-4215

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✦ Synopsis


This study focuses on how to assess the optimal environmental investment decisions under economic and ecological uncertainty, and establishes the continuous time model using the real option approach to optimize environmental pollution policy. Unlike traditional cost benefit analysis, this work extends the model of [Pindyck, R.S., 2002. Optimal timing problems in environmental economics. Journal of Economic Dynamics and Control 26(9-10), 1677-1697], and attempts to identify the storage threshold of pollution stocks and the optimal timing for implementing environmental pollution decisions.