Items where authors include "Thijssen, Jacco"

Article

He, Zhen, O'Connor, Fergal and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2025) Can Risk-free and Zero-Beta portfolios be constructed? UK and US Evidence. Economics Letters. 112308. ISSN 0165-1765

Borghesi, Simone, Comincioli, Nicola, Kort, Peter et al. (2 more authors) (2025) Brownian price and green firms:An ETS price floor for a clean transition? Environmental and Resource Economics. ISSN 0924-6460 (In Press)

Bregantini, Daniele, Schmitt, Laetitia Helene Marie and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2023) A Bayesian change-point detection approach to the economic evaluation of risky projects:an application to health-care technology assessment. Journal of the Royal Statistical Society: Series A (Statistics in Society). ISSN 1467-985X

Thijssen, Jacco orcid.org/0000-0001-6207-5647, Kort, Peter, Lavrutich, Maria et al. (3 more authors) (2023) CO2 storage or utilization? A real options analysis under market and technological uncertainty. Journal of Environmental Economics and Management. 102902. ISSN 0095-0696

Huberts, Nick Fijbo Dick and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2023) Optimal Timing of Non-Pharmaceutical Interventions During an Epidemic. European Journal of Operational Research. pp. 1366-1389. ISSN 0377-2217

Steg, Jan-Henrik and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2023) Strategic Investment with Positive Externalities. Games and Economic Behaviour. pp. 1-21. ISSN 0899-8256

He, Zhen, O'Connor, Fergal and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) Identifying proxies for risk-free assets:evidence from the zero-beta Capital Asset Pricing Model. Research in International Business and Finance. 101775. ISSN 0275-5319

Zhang, Chi and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) On Sticky Bookmaking as a Learning Device in Horse-Racing Betting Markets. Journal of Economic Dynamics and Control. 104525. ISSN 0165-1889

Compernolle, Tine and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) The role of industrial and market symbiosis in stimulating CO2 emission reductions. Environmental and Resource Economics. pp. 171-197. ISSN 0924-6460

Compernolle, Tine, Kort, Peter and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) The effectiveness of carbon pricing:the role of diversification in a firm's investment decision. Energy economics. 106115. ISSN 0140-9883

Thijssen, Jacco orcid.org/0000-0001-6207-5647, Sendstad, Lars and Sund, Sebastian (2022) Kalman Filter Approach to Real Options with Active Learning. Computational Management Science. pp. 457-490. ISSN 1619-6988

Gapeev, Pavel, Kort, Peter, Lavrutich, Maria et al. (1 more author) (2022) Optimal double stopping problems for maxima and minima of geometric Brownian motions. Methodology and Computing in Applied Probability. pp. 789-813. ISSN 1573-7713

Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) Optimal Investment and Abandonment Decisions for Projects with Construction Uncertainty. European Journal of Operational Research. pp. 368-379. ISSN 0377-2217

Compernolle, Tine, Huisman, K.J.M., Kort, Peter et al. (3 more authors) (2021) Investment decisions with two-factor uncertainty. Journal of Risk and Financial Management. 534. ISSN 1911-8074

Li, Shengfeng, Hoque, Hafiz Al Asad Bin orcid.org/0000-0002-4354-3895 and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2021) Firm Financial Behaviour Dynamics and Interactions:A Structural Vector Autoregression Approach. Journal of corporate finance. 102028. ISSN 1872-6313

Huisman, Kuno J.M. and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2020) On the Firm’s Option Values of Short-Time Work Policies. Mathematics and financial economics. pp. 329-351. ISSN 1862-9679

Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2015) A model for irreversible investment with construction and revenue uncertainty. Journal of Economic Dynamics and Control. pp. 250-266. ISSN 0165-1889