Jacco Thijssen

Search results

• 2023

  A Bayesian change-point detection approach to the economic evaluation of risky projects: an application to health-care technology assessment

  Bregantini, D., Schmitt, L. H. M. & Thijssen, J., 22 Nov 2023, (E-pub ahead of print) In: Journal of the Royal Statistical Society: Series A (Statistics in Society). 23 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• CO2 storage or utilization? A real options analysis under market and technological uncertainty

  Thijssen, J., Kort, P., Lavrutich, M., Compernolle, T., Thomassen, G. & Lamberts-Van Assche, H., 18 Nov 2023, (E-pub ahead of print) In: Journal of Environmental Economics and Management. 122, 29 p., 102902.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Optimal Timing of Non-Pharmaceutical Interventions During an Epidemic

  Huberts, N. F. D. & Thijssen, J., 16 Mar 2023, In: European Journal of Operational Research. 305, p. 1366-1389 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Strategic Investment with Positive Externalities

  Steg, J.-H. & Thijssen, J., 1 Mar 2023, In: Games and Economic Behaviour. 138, p. 1-21 21 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2022

  Identifying proxies for risk-free assets: evidence from the zero-beta Capital Asset Pricing Model

  He, Z., O'Connor, F. & Thijssen, J., 1 Dec 2022, In: Research in International Business and Finance. 63, 30 p., 101775.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Kalman Filter Approach to Real Options with Active Learning

  Thijssen, J., Sendstad, L. & Sund, S., 1 Jul 2022, In: Computational Management Science. 19, 3, p. 457-490 64 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• On Sticky Bookmaking as a Learning Device in Horse-Racing Betting Markets

  Zhang, C. & Thijssen, J., 1 Nov 2022, In: Journal of Economic Dynamics and Control. 144, 22 p., 104525.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Optimal double stopping problems for maxima and minima of geometric Brownian motions

  Gapeev, P., Kort, P., Lavrutich, M. & Thijssen, J., Jun 2022, In: Methodology and Computing in Applied Probability. 24, p. 789-813

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Optimal Investment and Abandonment Decisions for Projects with Construction Uncertainty

  Thijssen, J., 1 Apr 2022, In: European Journal of Operational Research. 298, 1, p. 368-379 12 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• The effectiveness of carbon pricing: the role of diversification in a firm's investment decision

  Compernolle, T., Kort, P. & Thijssen, J., 15 Aug 2022, In: Energy economics. 112, 10 p., 106115.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• The role of industrial and market symbiosis in stimulating CO2 emission reductions

  Compernolle, T. & Thijssen, J., 25 Oct 2022, In: Environmental and Resource Economics. 83, 1, p. 171-197 27 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2021

  Firm Financial Behaviour Dynamics and Interactions: A Structural Vector Autoregression Approach

  Li, S., Hoque, H. A. A. B. & Thijssen, J., 1 Aug 2021, In: Journal of corporate finance. 69, 20 p., 102028.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Investment decisions with two-factor uncertainty

  Compernolle, T., Huisman, K. J. M., Kort, P., Lavrutich, M., Nunes, C. & Thijssen, J., 8 Nov 2021, In: Journal of Risk and Financial Management. 14, 11, 534.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2020

  On the Firm’s Option Values of Short-Time Work Policies

  Huisman, K. J. M. & Thijssen, J., Mar 2020, In: Mathematics and financial economics. 14, 2, p. 329-351

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2018

  Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game

  Thijssen, J. J. J. & Hellmann, T., Dec 2018, In: Operations Research. 66, 6, p. 1744-1759 16 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Green Investment under Policy Uncertainty and Bayesian Learning

  Hagspiel, V., Dalby, P., Gillerhaugen, G., Leth-Olsen, T. & Thijssen, J. J. J., 15 Oct 2018, In: Energy. 161, p. 1262-1281 33 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Is gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices

  He, Z., O'Connor, F. & Thijssen, J. J. J., Nov 2018, In: International Review of Financial Analysis. 60, p. 30-37 8 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Migrant Networks and the Spread of Information

  Elsner, B., Narciso, G. & Thijssen, J. J. J., Jun 2018, In: Oxford Bulletin of Economics and Statistics. 80, 3, p. 659-688 30 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2017

  Costly Sequential Experimentation and Project Valuation with an Application to Health Technology Assessment

  Thijssen, J. J. J. & Bregantini, D., Apr 2017, In: Journal of Economic Dynamics and Control. 77, p. 202-229 28 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• The effect on ambiguity on the UK stock market: evidence from a new empirical approach

  Tan, R. Q., Manahov, V. & Thijssen, J. J. J., 15 Dec 2017, In: Investment Management and Financial Innovations. 14, 4, 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2016

  Pareto Optimality and Existence of Quasi-Equilibrium in Exchange Economies with an Indefinite Future

  Eveson, S. P. & Thijssen, J. J. J., 1 Dec 2016, In: Journal of Mathematical Economics. 67, p. 138-152 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2015

  A model for irreversible investment with construction and revenue uncertainty

  Thijssen, J., Aug 2015, In: Journal of Economic Dynamics and Control. 57, p. 250-266

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• The impact of voluntary disclosure on a firm’s investment policy

  Delaney, L. & Thijssen, J. J. J., 1 Apr 2015, In: European Journal of Operational Research. 242, 1, p. 232-242 11 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2013

  Game Theoretic Real Options and Competition Risk

  Thijssen, J. J. J., 2013, Real Options, Ambiguity, Risk and Insurance. Bensoussan, A., Peng, S. & Sung, J. (eds.). Amsterdam: IOS Press, p. 33-51 (Studies in Probability, Optimization and Statistics; vol. 5).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter
• 2012

  Minimum cost spanning tree games and spillover stability

  Thijssen, J. J. J., Hendrickx, R. & Borm, P., 2012, In: THEORY AND DECISION. 73, 3, p. 441-451

  Research output: Contribution to journal › Article › peer-review

• Symmetric Equilibrium Strategies in Game Theoretic Real Option Models

  Thijssen, J. J. J., Huisman, K. & Kort, P., Aug 2012, In: Journal of Mathematical Economics. 48, 4, p. 219 225 p.

  Research output: Contribution to journal › Article › peer-review
• 2011

  Incomplete markets, ambiguity, and irreversible investment

  Thijssen, J. J. J., Jun 2011, In: Journal of Economic Dynamics and Control. 35, 6, p. 909-921 13 p.

  Research output: Contribution to journal › Article › peer-review
• 2010

  Irreversible Investment and Discounting: An Arbitrage Pricing Approach

  Thijssen, J., Jul 2010, In: Annals of FInance. 6, 3, p. 295-315 21 p.

  Research output: Contribution to journal › Article › peer-review

• Preemption in a Real Option Game with a First Mover Advantage and Player-Specific Uncertainty

  Thijssen, J., Nov 2010, In: Journal of Economic Theory. 145, 6, p. 2448-2462 15 p.

  Research output: Contribution to journal › Article › peer-review
• 2008

  A Computational Study on General Equilibrium Pricing of Derivative Securities

  Thijssen, J., Oct 2008, In: Annals of FInance. 4, 4, p. 505-523 19 p.

  Research output: Contribution to journal › Article › peer-review

• Optimal and Strategic Timing of Mergers and Acquisitions Motivated by Synergies and Risk Diversification

  Thijssen, J., May 2008, In: Journal of Economic Dynamics and Control. 32, 5, p. 1701-1720 20 p.

  Research output: Contribution to journal › Article › peer-review
• 2006

  Existence of equilibrium and price adjustments in a finance economy with incomplete markets

  Talman, A. J. J. & Thijssen, J. J. J., Jun 2006, In: Journal of Mathematical Economics. 42, 3, p. 255-268 13 p.

  Research output: Contribution to journal › Article › peer-review

• The effects of information on strategic investment and welfare

  Thijssen, J. J. J., Huisman, K. J. M. & Kort, P. M., Jun 2006, In: Economic Theory. 28, 2, p. 399-424 25 p.

  Research output: Contribution to journal › Article › peer-review
• 2004

  The Effect of Information Streams on Captial Budgeting Decisions

  Thijssen, J. J. J., Huisman, K. J. M. & Kort, P. M., 16 Sept 2004, In: European Journal of Operational Research. 157, 3, p. 759-774 15 p.

  Research output: Contribution to journal › Article › peer-review