J. C. Souza, J. G. C. Souza, Carlos Henrique Rocha, C. Neumann
{"title":"扩大大豆港口仓库投资的选择","authors":"J. C. Souza, J. G. C. Souza, Carlos Henrique Rocha, C. Neumann","doi":"10.5935/rmec.v20n1p195-208","DOIUrl":null,"url":null,"abstract":"The study evaluates a soybean storage enterprise in a port terminal with a positive Net Present Value (LPV). The goal is to know the right time to exercise an investment and expansion option. In order to understand when is the right time to do it, it is necessary to know the impact of volatility and uncertainty on the value of the option to invest. Thus, the results present greater accuracy when considering the uncertainties or volatility of the soybean market. The expansion, from a given year, brings better positive results. However, the evaluation with the LPV in options models without expansion, only considering volatility and uncertainty, indicates the advantages of remaining in the investment.","PeriodicalId":409943,"journal":{"name":"Revista Mackenzie de Engenharia e Computação","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"OPÇÕES DE EXPANSÃO DE INVESTIMENTO EM ARMAZÉM PORTUÁRIO DE SOJA\",\"authors\":\"J. C. Souza, J. G. C. Souza, Carlos Henrique Rocha, C. Neumann\",\"doi\":\"10.5935/rmec.v20n1p195-208\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The study evaluates a soybean storage enterprise in a port terminal with a positive Net Present Value (LPV). The goal is to know the right time to exercise an investment and expansion option. In order to understand when is the right time to do it, it is necessary to know the impact of volatility and uncertainty on the value of the option to invest. Thus, the results present greater accuracy when considering the uncertainties or volatility of the soybean market. The expansion, from a given year, brings better positive results. However, the evaluation with the LPV in options models without expansion, only considering volatility and uncertainty, indicates the advantages of remaining in the investment.\",\"PeriodicalId\":409943,\"journal\":{\"name\":\"Revista Mackenzie de Engenharia e Computação\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Revista Mackenzie de Engenharia e Computação\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5935/rmec.v20n1p195-208\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista Mackenzie de Engenharia e Computação","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5935/rmec.v20n1p195-208","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
OPÇÕES DE EXPANSÃO DE INVESTIMENTO EM ARMAZÉM PORTUÁRIO DE SOJA
The study evaluates a soybean storage enterprise in a port terminal with a positive Net Present Value (LPV). The goal is to know the right time to exercise an investment and expansion option. In order to understand when is the right time to do it, it is necessary to know the impact of volatility and uncertainty on the value of the option to invest. Thus, the results present greater accuracy when considering the uncertainties or volatility of the soybean market. The expansion, from a given year, brings better positive results. However, the evaluation with the LPV in options models without expansion, only considering volatility and uncertainty, indicates the advantages of remaining in the investment.
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