Valuation of a sequential compound option considering electricity generation and transmission expansions

An integrated model considering both generation and transmission expansions is needed for long-term planning in the electrical sector because of the interlinked nature of these decisions. Our paper presents a sequential compound option framework to assist decision-makers in the electric power indust...

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Bibliographic Details
Main Authors: Gazi Nazia Nur, Cameron A. MacKenzie, Kyung Jo Min
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2026-01-01
Series:Journal of Economy and Technology
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2949948825000253
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