Vestnik Yuzhno-Ural'skogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie
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Vestnik Yuzhno-Ural'skogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie, 2018, Volume 11, Issue 2, Pages 154–159
DOI: https://doi.org/10.14529/mmp180213
(Mi vyuru439)
 

This article is cited in 2 scientific papers (total in 2 papers)

Short Notes

Modelling of "green" investments risks

V. G. Mokhova, G. S. Chebotarevab, P. M. Khomenkob

a South Ural State University, Chelyabinsk, Russian Federation
b Ural Federal University, Ekaterinburg, Russian Federation
Full-text PDF (456 kB) Citations (2)
References:
Abstract: The practical lack of methods for quantitative assessment of capital-intensive renewable energy projects taking into account the present uncertainty leads to an increase in the riskiness and reduce the amount of "green" investment in the economy. It resolves the urgency of the developing approaches to the renewable energy projects assessment. The article presents the diagnostics of specific risks and assessment of limiting the investor market share in the renewable energy projects with the optimal risk level. The proposed authors' approach to risks formalization of renewable energy deals is based on the introduction of dummy-variable, evaluation of coefficients' significance, tendency and strength of relation of risks indicators. This approach yields an indicative assessment of the deals' riskiness taking into account sectoral specifics. The developed method to limiting the investor market share is based on the principles of the economic capital theory. It allows for consolidating the current states of investor, project and economy. Research veracity is confirmed by the practical implementation. The results of the study can be used by the management of energy companies, investors and analysts in making financial decisions.
Keywords: renewable energy; "green" investment; modeling; indicator; risks' formalization; limiting investor market share; risk-capital.
Funding agency Grant number
Russian Science Foundation 17-78-10039
Ministry of Education and Science of the Russian Federation 02.A03.21.0011
The work was supported with a grant of the Russian Science Foundation (project No. 17-78-10039) (chapter 1 and 2) and by Act 211 Government of the Russian Federation, contract No. 02.A03.21.0011 (chapter 2).
Received: 14.03.2018
Bibliographic databases:
Document Type: Article
UDC: 330.322.013+001.895
MSC: 60G35, 93E03, 94A12
Language: English
Citation: V. G. Mokhov, G. S. Chebotareva, P. M. Khomenko, “Modelling of "green" investments risks”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 11:2 (2018), 154–159
Citation in format AMSBIB
\Bibitem{MokCheKho18}
\by V.~G.~Mokhov, G.~S.~Chebotareva, P.~M.~Khomenko
\paper Modelling of "green" investments risks
\jour Vestnik YuUrGU. Ser. Mat. Model. Progr.
\yr 2018
\vol 11
\issue 2
\pages 154--159
\mathnet{http://mi.mathnet.ru/vyuru439}
\crossref{https://doi.org/10.14529/mmp180213}
\elib{https://elibrary.ru/item.asp?id=35250098}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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