Sometimes there is the possibility to threaten another ko as a ko threat. When is this correct?
Tapir: Maybe the question had not enough meat. Well... my idea would be that moves that threaten a ko elsewhere, often are a kind of quasi-local ko threats (if they are answered, they are a ko threat, if not there is still a ko albeit of different size) (And the ko might be in a different phase depending on who captures first.) If you capture first it is remarkably similar to a local ko threat that alters the size of the ko, if the opponent captures first it didn't work as a threat but just altered the size.
The most interesting case are probably moves that result in a larger ko to be fought. If you capture first, than it usually is a good ko threat. The most obvious and common case are many ko threats that threaten nothing but another but larger or same size ko in the endgame, but what is with the other cases?
Andy: Some thoughts: the usual rules of the value of ko threats applies, but in the case of threatening another ko, you should consider that if you can't win the second ko, the value of the threat may be zero.
tapir: If you can't win the second ko, you probably couldn't win the first one either. I don't think the value of the threat applies the same as elsewhere. You just moved the ko from one place to another (and if you capture first you gained at least one threat, maybe more if you have still threats in the initial ko).