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Title: The payoff replication of higly regulated companies
Authors: Rocchi, Alessio
Keywords: Regulatory Asset BaseRegulatory riskutilities valuationoption strategies
Issue Date: 12-Apr-2010
Publisher: Università degli studi di Trieste
Abstract: This thesis aims to identify the determining factors of the RAB premium and to define what part is ascribable to factors relating to the fundamentals of the company and what part to factors of a financial nature. Moreover, it attempts to provide an interpretation of the dynamic nature of Snam Rete Gas and Terna share prices according to the options theory and considers the fact that share performance has fluctuated but always remained above the value of invested capital allowed by the regulator, namely the RAB.
Description: 2008/2009
NBN: urn:nbn:it:units-8906
Appears in Collections:Scienze economiche e statistiche

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