A multi-criteria approach to selecting an optimal portfolio of refinery upgrade projects under margin and tax regime uncertainty

Autor:	Rustam Islamov, A Tolokonsky, Vladimir Korotin, Arseniy Ulchenkov, Victor Popov
Rok vydání:	2017
Předmět:	Strategic planning Information Systems and Management Operations research Computer science business.industry 020209 energy Strategy and Management 02 engineering and technology Management Science and Operations Research Net present value Computer Science::Computers and Society Refinery Upgrade 020401 chemical engineering Petroleum industry Computer Science::Computational Engineering Finance and Science Risk analysis (business) Margin (machine learning) 0202 electrical engineering electronic engineering information engineering Portfolio Operations management 0204 chemical engineering business
Zdroj:	Omega. 72:50-58
ISSN:	0305-0483
DOI:	10.1016/j.omega.2016.11.003
Popis:	•A stochastic algorithm is proposed for constructing optimal portfolio.•Tax regime and refinery margin uncertainty is considered.•A case study based on the Russian oil company is solved under uncertainty.•Optimal portfolio of refinery upgrade projects is constructed to maximize oil company׳s net present value.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ec80865c04364768602734a1dd753d50 https://doi.org/10.1016/j.omega.2016.11.003 Zobrazit plný text záznamu Full Text from ScienceDirect