Top publication by Michail Chronopoulos
The article "Optimal regime switching under risk aversion and uncertainty" has been published in European Journal of Operational Research.
Author(s) | Title | Publisher |
---|---|---|
Chronopoulos, Michail; Panaousis, Emmanouil; Grossklags, Jens | An Options Approach to Cybersecurity Investment | IEEE Access Volume 6; page 12175 - 12186; 2018 |
Chronopoulos, Michail; Lumbreras, Sara | Optimal regime switching under risk aversion and uncertainty | European Journal of Operational Research Volume 256 (2); page 543 - 555; 2017 |
Blyth, William; Bunn, Derek William; Chronopoulos, Michail; Munoz, Jose | Systematic Analysis of the Evolution of Electricity and Carbon Markets Under Deep Decarbonization | Journal of Energy Markets Volume 9 (3); page 59 - 94; 2016 |
Lumbreras, Sara; Bunn, Derek William; Ramos, Andres; Chronopoulos, Michail | Real options valuation applied to transmission expansion planning | Quantitative finance (Print) Volume 16 (2); page 231 - 246; 2016 |
Chronopoulos, Michail; Hagspiel, Verena; Fleten, Stein-Erik | Stepwise investment and capacity sizing under uncertainty | OR Spectrum: quantitative approaches in management Volume 39 (2); page 447 - 472; 2016 |
Chronopoulos, Michail; Hagspiel, Verena; Fleten, Stein-Erik | Stepwise Green Investment under Policy Uncertainty | Energy Journal Volume 37 (4); page 87 - 108; 2016 |
Chronopoulos, Michail; Siddiqui, Afzal | When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty | Annals of Operations Research Volume 235 (1); page 177 - 201; 2015 |
Chronopoulos, Michail; Bunn, Derek; Siddiqui, Afzal S. | Optionality and Policymaking in Re-Transforming the British Power Market | Economics of Energy & Environmental Policy Volume 3 (2); 2014 |
Chronopoulos, Michail; De Reyck, Bert; Siddiqui, Afzal S. | Duopolistic competition under risk aversion and uncertainty | European Journal of Operational Research Volume 236 (2); page 643 - 656; 2014 |
Chronopoulos, Michail; De Reyck, Bert; Siddiqui, Afzal S. | The Value of Capacity Sizing Under Risk Aversion and Operational Flexibility | IEEE transactions on engineering management Volume 60 (2); page 272 - 288; 2013 |
Chronopoulos, Michail; De Reyck, Bert; Siddiqui, Afzal | Optimal investment under operational flexibility, risk aversion, and uncertainty | European Journal of Operational Research Volume 213 (1); page 221 - 237; 2011 |
Main: Investments, Insurance and Household Finance
Secondary: Energy Markets, Resource Management and Sustainability
The article "Optimal regime switching under risk aversion and uncertainty" has been published in European Journal of Operational Research.