![](/images/graphics-bg.png)
Evaluating Energy Sector Investments: Calculating Volatility
Joint Authors
Montevechi, José Arnaldo Barra
Pamplona, Edson de Oliveira
Brandão, Marina Carvalho
de Pinho, Alexandre Ferreira
Albuquerque, Valério Oscar
Rotela Junior, Paulo
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-02
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
A major task in assessing risks of investment projects is defining the approach to calculating the project’s volatility.
Looking at assorted estimation techniques, this paper calculates their volatilities.
The techniques originate from authors in the area and involve project-specific variables of uncertainty.
These techniques are applied to a case of electricity distribution through real options.
Results are then compared.
The difference between the calculated volatilities was low, leaving, in the case of the project evaluated here, the decision unchanged.
The paper’s contribution consists of providing a detailed presentation of calculating volatility by the methods cited and by comparing the results obtained by its application.
American Psychological Association (APA)
Pamplona, Edson de Oliveira& Brandão, Marina Carvalho& Montevechi, José Arnaldo Barra& de Pinho, Alexandre Ferreira& Albuquerque, Valério Oscar& Rotela Junior, Paulo. 2013. Evaluating Energy Sector Investments: Calculating Volatility. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-1031677
Modern Language Association (MLA)
Pamplona, Edson de Oliveira…[et al.]. Evaluating Energy Sector Investments: Calculating Volatility. Mathematical Problems in Engineering No. 2013 (2013), pp.1-9.
https://search.emarefa.net/detail/BIM-1031677
American Medical Association (AMA)
Pamplona, Edson de Oliveira& Brandão, Marina Carvalho& Montevechi, José Arnaldo Barra& de Pinho, Alexandre Ferreira& Albuquerque, Valério Oscar& Rotela Junior, Paulo. Evaluating Energy Sector Investments: Calculating Volatility. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-1031677
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1031677