Petroleum Tax Competition Subject ot Capital Rationing
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Osmundsen, Petter & Lovas, Kjell & Emhjellen, Magne, 2017. "Petroleum tax competition subject to capital rationing," UiS Working Papers in Economics and Finance 2017/5, University of Stavanger.
References listed on IDEAS
- Petter Osmundsen, Magne Emhjellen, Thore Johnsen, Alexander Kemp and Christian Riis, 2015.
"Petroleum Taxation Contingent on Counter-Factual Investment Behaviour,"
The Energy Journal, International Association for Energy Economics, vol. 0(Adelman S).
- Petter Osmundsen & Magne Emhjellen & Thore Johnsen & Alexander Kemp & Christian Riis, 2015. "Petroleum Taxation Contingent on Counter-factual Investment Behaviour," The Energy Journal, , vol. 36(1_suppl), pages 195-214, June.
- John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
- Myers, Stewart C, 1974. "Interactions of Corporate Financing and Investment Decisions-Implications for Capital Budgeting," Journal of Finance, American Finance Association, vol. 29(1), pages 1-25, March.
- Olsen, Trond E. & Osmundsen, Petter, 2011.
"Multinationals, tax competition and outside options,"
Journal of Public Economics, Elsevier, vol. 95(11), pages 1579-1588.
- Olsen, Trond & Osmundsen, Petter, 2009. "Multinationals, tax competition, and outside options," UiS Working Papers in Economics and Finance 2009/28, University of Stavanger.
- Olsen, Trond E. & Osmundsen, Petter, 2010. "Multinationals, tax competition and outside options," Discussion Papers 2010/13, Norwegian School of Economics, Department of Business and Management Science.
- Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1992. "Waiting to Invest: Investment and Uncertainty," The Journal of Business, University of Chicago Press, vol. 65(1), pages 1-29, January.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
- Magne Emhjellen & Kjell Hausken & Petter Osmundsen, 2006. "The choice of strategic core – impact of financial volume," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 26(1/2), pages 136-157.
- Blake, Andon J. & Roberts, Mark C., 2006. "Comparing petroleum fiscal regimes under oil price uncertainty," Resources Policy, Elsevier, vol. 31(2), pages 95-105, June.
- Kind, Hans Jarle & Midelfart, Karen Helene & Schjelderup, Guttorm, 2005.
"Corporate tax systems, multinational enterprises, and economic integration,"
Journal of International Economics, Elsevier, vol. 65(2), pages 507-521, March.
- Hans Jarle Kind & Helene Midelfart & Guttorm Schjelderup, 2004. "Corporate Tax Systems, Multinational Enterprises, and Economic Integration," CESifo Working Paper Series 1241, CESifo.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Irina V. Filimonova & Irina V. Provornaya & Svetlana I. Shumilova & Ekaterina A. Zemnukhova, 2019. "Cluster analysis of Russian oil companies based on tax burden parameters," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 5(1), pages 42-56.
- Elena V. Ryabova & Natalia V. Feruleva & Olga A. Zamotaeva, 2022. "Assessing the Investment Attractiveness of Oil Field Development Projects under the Tax Maneuver: The Evidence from West Siberia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 86-101, June.
- Lars Lindholt, 2019. "Effects of higher required rates of return on the tax take in an oil province," Discussion Papers 892, Statistics Norway, Research Department.
- Lindholt, Lars, 2021. "Effects of higher required rates of return on the tax take in an oil province," Energy Economics, Elsevier, vol. 98(C).
- Lund, Diderik, 2018. "Increasing resource rent taxation when the corporate income tax is reduced?," Memorandum 3/2018, Oslo University, Department of Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Elmhjellen, Magne & Osmundsen, Petter, 2016.
"Oil project selection by metrics,"
UiS Working Papers in Economics and Finance
2016/5, University of Stavanger.
- Magne Emhjellen & Petter Osmundsen, 2016. "Oil Project Selection by Metrics," CESifo Working Paper Series 5898, CESifo.
- Pasquale De Luca, 2017. "Debt Level and the Firm Levered Cost of Capital," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 475-484.
- Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan, 2014.
"Rationalizing the value premium in emerging markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 51-70.
- M. Shahid Embrahim & Sourafel Girma & M. Eskander Shah & Jonathan Williams, 2013. "Rationalizing the Value Premium in Emerging Markets," Working Papers 13010, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- M. Eskandar Shah & Sourafel Girm & R. Hudson, 2012. "Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market," Working Papers 12010, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Shi, Yun & Cui, Xiangyu & Zhou, Xunyu, 2020. "Beta and Coskewness Pricing: Perspective from Probability Weighting," SocArXiv 5rqhv, Center for Open Science.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018.
"Asset allocation strategies based on penalized quantile regression,"
Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers 1507.00250, arXiv.org.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
- Zhong, Angel, 2018. "Idiosyncratic volatility in the Australian equity market," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 105-125.
- Bradrania, Reza & Veron, Jose Francisco, 2023. "The beta anomaly in the Australian stock market and the lottery demand," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Clive J Stones, "undated". "Risk Sharing, the Cost of Equity and the Optimal Capital Structure of the Regulated Firm," Discussion Papers 05/31, Department of Economics, University of York.
- Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
- Bao, Te & Diks, Cees & Li, Hao, 2018. "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, vol. 68(C), pages 611-621.
- Furman, Edward & Zitikis, Ricardas, 2008. "Weighted risk capital allocations," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 263-269, October.
- Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong, 2020.
"Broker Network Connectivity and the Cross-Section of Expected Stock Returns,"
MPRA Paper
104719, University Library of Munich, Germany.
- Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers 2021-002, Department of Research, Ipag Business School.
- Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
- Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019. "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics 375, University of Goettingen, Department of Economics.
- Gordon G. Sollars & Sorin Tuluca, 2012. "The Optimal Timing of Strategic Action – A Real Options Approach," Journal of Entrepreneurship, Management and Innovation, Fundacja Upowszechniająca Wiedzę i Naukę "Cognitione", vol. 8(2), pages 78-95.
- Yu Wang & Haicheng Shu, 2019. "Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China," Working Papers 2019-10-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023. "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 251-270.
- Leitner Johannes, 2005. "Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures," Statistics & Risk Modeling, De Gruyter, vol. 23(1/2005), pages 49-66, January.
- Lucey, Brian & Yahya, Muhammad & Khoja, Layla & Uddin, Gazi Salah & Ahmed, Ali, 2024. "Interconnectedness and risk profile of hydrogen against major asset classes," Renewable and Sustainable Energy Reviews, Elsevier, vol. 192(C).
More about this item
Keywords
taxation; international companies; project metrics; project valuation; oil projects;All these keywords.
JEL classification:
- H21 - Public Economics - - Taxation, Subsidies, and Revenue - - - Efficiency; Optimal Taxation
- H25 - Public Economics - - Taxation, Subsidies, and Revenue - - - Business Taxes and Subsidies
- F23 - International Economics - - International Factor Movements and International Business - - - Multinational Firms; International Business
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2017-10-29 (Corporate Finance)
- NEP-ENE-2017-10-29 (Energy Economics)
- NEP-PUB-2017-10-29 (Public Finance)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ces:ceswps:_6390. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Klaus Wohlrabe (email available below). General contact details of provider: https://edirc.repec.org/data/cesifde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.