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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Barbosa, L., Rodrigues, A. & Sardinha, A. (2022). Optimal price subsidies under uncertainty. European Journal of Operational Research . 303 (1), 471-479
Exportar Referência (IEEE)
L. S. Barbosa et al.,  "Optimal price subsidies under uncertainty", in European Journal of Operational Research , vol. 303, no. 1, pp. 471-479, 2022
Exportar BibTeX
@article{barbosa2022_1732206561939,
	author = "Barbosa, L. and Rodrigues, A. and Sardinha, A.",
	title = "Optimal price subsidies under uncertainty",
	journal = "European Journal of Operational Research ",
	year = "2022",
	volume = "303",
	number = "1",
	doi = "10.1016/j.ejor.2022.02.024",
	pages = "471-479",
	url = "https://www.sciencedirect.com/journal/european-journal-of-operational-research"
}
Exportar RIS
TY  - JOUR
TI  - Optimal price subsidies under uncertainty
T2  - European Journal of Operational Research 
VL  - 303
IS  - 1
AU  - Barbosa, L.
AU  - Rodrigues, A.
AU  - Sardinha, A.
PY  - 2022
SP  - 471-479
SN  - 0377-2217
DO  - 10.1016/j.ejor.2022.02.024
UR  - https://www.sciencedirect.com/journal/european-journal-of-operational-research
AB  - This paper analyzes the effects of three finite-lived subsidies (fixed price, fixed premium, and minimum price guarantee policies) on investment timing and social welfare. We show how these policies can eliminate the under-investment
inefficiency when considering a generic demand function with an exogenous multiplicative shock. We highlight the importance of optimally setting subsidy levels depending on the exogenous shock and demand function parameters.
We thus analyze these subsidies and the main findings are threefold. First, the optimal premium subsidy is independent of the exogenous shock. Second, the optimal fixed price subsidy is affected only by uncertainty. Lastly, the optimal minimum price guarantee changes with the drift rate and volatility.
ER  -