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Minimum revenue guarantees valuation in PPP projects under a mean reverting process

This approach is applied to the case of a toll road concession in Colombia where a Mean Reverting process is used to model the traffic and it was showed that this model is a valid tool for defining the fair value of the minimum amount of revenue secured by the government.
Taylor & Francis (opens in a new tab)

A Tutorial for Modeling Real Options Lattices from Project Cash Flows

This tutorial proposes a code in an open-source software with intuitive guidelines to help researchers and practitioners model real options lattices from project cash flows and shows how real options can affect the value of projects.
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Crossing the Brownian Bridge: valuing infrastructure capacity expansion policies as real options

Abstract In countries where transportation infrastructure is underdeveloped, newly built facilities tend to attract and increase demand. This can lead to situations where future traffic levels exceed…
Taylor & Francis (opens in a new tab)

Revista de Administração Contemporânea Journal of Contemporary Administration

Contexto: diversos métodos para avaliação de opções reais foram extensivamente estudados e publicados. Mas as árvores binomiais recombinantes, conhecidas como treliças, talvez sejam uma das…

The Rio De Janeiro international airport privatization: a problem of overbidding?

Abstract We analyze the case of the Rio de Janeiro International Airport concession, which suffered severe financial difficulties after it posted the highest auction bid premium of the 2011–2013…
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Can extreme returns predict the cross-section of expected returns in the Brazilian market?

This article extends the evidence of maximum (MAX) and minimum (MIN) daily return effects on stock performance to the Brazilian market. Our sample includes data on daily and monthly stock returns of…
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Valuation of Infrastructure Projects: Review of the Real Options Literature

Given the infrastructure sector development and the worldwide trend to grant infrastructure projects to private investors, a growing number of articles in the literature have been devoted to the…
SAGE (opens in a new tab)

A blockchain-based model for token renewable energy certificate offers

An investment model for a renewable energy generator that allows it to earn the right to issue Renewable Energy Certificates (RECs) and sell them through quarterly sales auctions promoted by the blockchain is proposed and contributes to the understanding of the performance dynamics of digital products under uncertainty and flexibility.
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Blockchain applications in the renewable hydrogen supply chain and green chemical production

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