Pascal Letourneau

University of Wisconsin - Whitewater

Assistant Professor

Whitewater, WI 53190

United States

SCHOLARLY PAPERS

4

DOWNLOADS

584

CITATIONS

0

Scholarly Papers (4)

1.

Investors’ Reaction to the Government Credibility Problem: A Real Option Analysis of Emission Permit Policy Risk

Number of pages: 44 Posted: 26 Jan 2012 Last Revised: 03 Sep 2015
Sang Baum Kang and Pascal Letourneau
Illinois Institute of Technology - Stuart School of Business and University of Wisconsin - Whitewater
Downloads 278 (102,230)

Abstract:

Loading...

government credibility, climate change policy, emission trading, real option, compound option, least squares Monte-Carlo simulation

2.

Refining the Least Squares Monte Carlo Method by Imposing Structure

Number of pages: 32 Posted: 08 May 2012 Last Revised: 28 Feb 2013
Pascal Letourneau and Lars Stentoft
University of Wisconsin - Whitewater and Department of Economics, University of Western Ontario
Downloads 246 (116,149)

Abstract:

Loading...

American options, bias reduction, constrained regression, simulation

3.

This is How You Make a GARCH Smile - An Improved Estimation and Calibration Method for a Family of GARCH Models

Number of pages: 40 Posted: 11 Sep 2015
Pascal Letourneau
University of Wisconsin - Whitewater
Downloads 60 (335,030)

Abstract:

Loading...

NGARCH, Volatility, Kurtosis, Smile, Targeting

4.

A Real Option Analysis on Retiring Existing Coal-Fired Electricity Plants in the United States

Journal of Energy Markets, Forthcoming
Number of pages: 20 Posted: 16 Oct 2018
Sang Baum Kang, Pascal Letourneau and Steve X. Sala
Illinois Institute of Technology - Stuart School of Business, University of Wisconsin - Whitewater and Bank of America - Bank of America Merrill Lynch
Downloads 0 (621,298)
  • Add to Cart

Abstract:

Loading...

coal plant, natural gas plant, emission market, real option, green policy