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The Option Value of Reserves of Natural Resources
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- Conrad, Jon M. & Lopez, Andres, 2000. "Stochastic Water Quality: The Timing and Option Value of Treatment," Working Papers 127675, Cornell University, Department of Applied Economics and Management.
- Distadio, Luiz Fernando & Ferguson, Andrew, 2022. "Mine offtake contracting, strategic alliances and the equity market," Journal of Commodity Markets, Elsevier, vol. 27(C).
- Kim, Amy M. & Li, Huanan, 2020. "Incorporating the impacts of climate change in transportation infrastructure decision models," Transportation Research Part A: Policy and Practice, Elsevier, vol. 134(C), pages 271-287.
- Lander, Diane M. & Pinches, George E., 1998. "Challenges to the Practical Implementation of Modeling and Valuing Real Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 537-567.
- Martins, José & Marques, Rui Cunha & Cruz, Carlos Oliveira, 2014. "Maximizing the value for money of PPP arrangements through flexibility: An application to airports," Journal of Air Transport Management, Elsevier, vol. 39(C), pages 72-80.
- Sebastian Maier, 2021. "Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches," Annals of Operations Research, Springer, vol. 299(1), pages 907-937, April.
- Guedes, José & Santos, Pedro, 2016. "Valuing an offshore oil exploration and production project through real options analysis," Energy Economics, Elsevier, vol. 60(C), pages 377-386.
- Adkins, Roger & Paxson, Dean, 2019. "Rescaling-contraction with a lower cost technology when revenue declines," European Journal of Operational Research, Elsevier, vol. 277(2), pages 574-586.
- Anastasios Michailidis & Konstadinos Mattas, 2007. "Using Real Options Theory to Irrigation Dam Investment Analysis: An Application of Binomial Option Pricing Model," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(10), pages 1717-1733, October.
- Santos, Lúcia & Soares, Isabel & Mendes, Carla & Ferreira, Paula, 2014. "Real Options versus Traditional Methods to assess Renewable Energy Projects," Renewable Energy, Elsevier, vol. 68(C), pages 588-594.
- Pindyck, Robert S, 1991.
"Irreversibility, Uncertainty, and Investment,"
Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
- Pindyck, Robert, 1989. "Irreversibility, uncertainty, and investment," Policy Research Working Paper Series 294, The World Bank.
- Robert S. Pindyck, 1990. "Irreversibility, Uncertainty, and Investment," NBER Working Papers 3307, National Bureau of Economic Research, Inc.
- Pindyck, Robert S., 1990. "Irreversibility, uncertainty, and investment," Working papers 3137-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Aleksandrov, Nikolay & Espinoza, Raphael & Gyurkó, Lajos, 2013.
"Optimal oil production and the world supply of oil,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1248-1263.
- Nikolay Aleksandrov & Raphael Espinoza & Lajos Gyurko, 2012. "Optimal Oil Production and the World Supply of Oil," OxCarre Working Papers 092, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Moyen, Nathalie & Slade, Margaret & Uppal, Raman, 1996.
"Valuing risk and flexibility : A comparison of methods,"
Resources Policy, Elsevier, vol. 22(1-2), pages 63-74.
- Moyen, N. & Slade, M. & Uppal, R., 1996. "Valuing Risk and Flexibility: A Comparison of Methods," G.R.E.Q.A.M. 96b08, Universite Aix-Marseille III.
- Chi-Yo Huang & Hong-Ling Hsieh & Hueiling Chen, 2020. "Evaluating the Investment Projects of Spinal Medical Device Firms Using the Real Option and DANP-mV Based MCDM Methods," IJERPH, MDPI, vol. 17(9), pages 1-41, May.
- Nikolay Aleksandrov & Raphael Espinoza, 2011. "Optimal Oil Extraction as a Multiple Real Option," OxCarre Working Papers 064, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2019.
"Optimal strategy between extraction and storage of crude oil,"
Annals of Operations Research, Springer, vol. 281(1), pages 3-26, October.
- Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2018. "Optimal strategy between extraction and storage of crude oil," Post-Print hal-02171503, HAL.
- Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi, 2018. "Optimal strategy between extraction and storage of crude oil," Post-Print hal-01968085, HAL.
- Mr. Nikolay Aleksandrov & Mr. lajos Gyurko & Mr. Raphael A Espinoza, 2012. "Optimal Oil Production and the World Supply of Oil," IMF Working Papers 2012/294, International Monetary Fund.
- Pereira, Paulo J. & Rodrigues, Artur, 2014. "Investment decisions in finite-lived monopolies," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 219-236.
- E. Agliardi & M.L. Guerra & L. Stefanini, 2008. "A fuzzy model for sensitivity analysis in real options," Working Papers 643, Dipartimento Scienze Economiche, Universita' di Bologna.
- M’hamed Gaïgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2021.
"Optimal risk management problem of natural resources: application to oil drilling,"
Annals of Operations Research, Springer, vol. 297(1), pages 147-166, February.
- M’hamed Gaîgi & Stéphane Goutte & Idris Kharroubi & Thomas Lim, 2019. "Optimal risk management problem of natural resources: Application to oil drilling," Working Papers halshs-01968000, HAL.
- Considine, Timothy J. & Larson, Donald F., 2001. "Uncertainty and the convenience yield in crude oil price backwardations," Energy Economics, Elsevier, vol. 23(5), pages 533-548, September.
- Guj, Pietro & Chandra, Atul, 2019. "Comparing different real option valuation approaches as applied to a copper mine," Resources Policy, Elsevier, vol. 61(C), pages 180-189.
- repec:vuw:vuwscr:19098 is not listed on IDEAS
- Balibrea-Iniesta, José & Rodríguez-Monroy, Carlos & Núñez-Guerrero, Yilsy María, 2021. "Economic analysis of the German regulation for electrical generation projects from biogas applying the theory of real options," Energy, Elsevier, vol. 231(C).
- Roger Adkins & Dean Paxson, 2016. "Subsidies for Renewable Energy Facilities under Uncertainty," Manchester School, University of Manchester, vol. 84(2), pages 222-250, March.
- Barbosa, Luciana & Nunes, Cláudia & Rodrigues, Artur & Sardinha, Alberto, 2020.
"Feed-in tariff contract schemes and regulatory uncertainty,"
European Journal of Operational Research, Elsevier, vol. 287(1), pages 331-347.
- Luciana Barbosa & Cl'audia Nunes & Artur Rodrigues & Alberto Sardinha, 2020. "Feed-in Tariff Contract Schemes and Regulatory Uncertainty," Papers 2002.02107, arXiv.org.
- Felipe Isaza Cuervo & Sergio Botero Boterob, 2014. "Aplicación de las opciones reales en la toma de decisiones en los mercados de electricidad," Estudios Gerenciales, Universidad Icesi, November.
- José Balibrea-Iniesta, 2020. "Economic Analysis of Renewable Energy Regulation in France: A Case Study for Photovoltaic Plants Based on Real Options," Energies, MDPI, vol. 13(11), pages 1-19, June.
- Marco Antonio Guimaraes Dias & Jose Paulo Teixeira, 2010. "Continuous-Time Option Games: Review of Models and Extensions," Multinational Finance Journal, Multinational Finance Journal, vol. 14(3-4), pages 219-254, September.
- Dean Paxson, 2005. "Multiple State Property Options," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 341-368, June.
- de Braganca, Gabriel Fiuza & Rocha, Katia & Moreira, Rafael Henrique Rodrigues, 2008. "Real Options and the Regulation of Brazilian Fixed-Line Telephone Operators: The Mark-up on the Cost of Capital," Working Paper Series 3997, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Edson Gonçalves, 2006. "Prospecção Para Biodiversidade: Uma Abordagem Via Opções Reais," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 112, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Armstrong, Margaret & Langrené, Nicolas & Petter, Renato & Chen, Wen & Petter, Carlos, 2019. "Accounting for tailings dam failures in the valuation of mining projects," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
- Luiz Brandão & James Dyer, 2005. "Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation," Annals of Operations Research, Springer, vol. 135(1), pages 21-39, March.
- Edgardo Brigatti & Felipe Macias & Max O. Souza & Jorge P. Zubelli, 2015. "A Hedged Monte Carlo Approach to Real Option Pricing," Papers 1509.03577, arXiv.org.
- Andrianos E. Tsekrekos & Mark B. Shackleton & Rafał Wojakowski, 2012. "Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights," European Financial Management, European Financial Management Association, vol. 18(4), pages 543-575, September.
- Sergio Franklin, 2015. "Investment decisions in mobile telecommunications networks applying real options," Annals of Operations Research, Springer, vol. 226(1), pages 201-220, March.
- Fleten, Stein-Erik & Linnerud, Kristin & Molnár, Peter & Tandberg Nygaard, Maria, 2016. "Green electricity investment timing in practice: Real options or net present value?," Energy, Elsevier, vol. 116(P1), pages 498-506.
- Guilherme Nunes Martins & Andrea Sales Soares de Azevedo Melo, 2007. "O Valor da Opção de Preservação do Parque dos Manguezais em Recife-PE: Uma Utilização do Método de Opções Reais," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 8(4), pages 75-95.
- Bowe, Michael & Lee, Ding Lun, 2004. "Project evaluation in the presence of multiple embedded real options: evidence from the Taiwan High-Speed Rail Project," Journal of Asian Economics, Elsevier, vol. 15(1), pages 71-98, February.
- Carlos de Lamare Bastian-Pinto & Alexandre Paula Silva Ramos & Luiz de Magalhães Ozorio & Luiz Eduardo Teixeira Brandão, 2015. "Uncertainty and Flexibility in the Brazilian Beef Livestock Sector: the Value of the Confinement Option," Brazilian Business Review, Fucape Business School, vol. 12(6), pages 100-120, November.
- Marcel Philipp Müller & Sebastian Stöckl & Steffen Zimmermann & Bernd Heinrich, 2016. "Decision Support for IT Investment Projects," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 58(6), pages 381-396, December.
- Pasquale L. Scandizzo & Marco Ventura, 2008. "A model of public and private partnership through concession contracts," ISAE Working Papers 104, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Young Ryu & Young-Oh Kim & Seung Beom Seo & Il Won Seo, 2018. "Application of real option analysis for planning under climate change uncertainty: a case study for evaluation of flood mitigation plans in Korea," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 23(6), pages 803-819, August.
- Katia Rocha & Marco Antonio Guimarães Dias & José Paulo Teixeira, 2015. "The Timing of Development and the Optimal Production Scale: a Real Option Approach to Oilfield E&P," Discussion Papers 0126, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Tang, Bao-Jun & Zhou, Hui-Ling & Chen, Hao & Wang, Kai & Cao, Hong, 2017. "Investment opportunity in China's overseas oil project: An empirical analysis based on real option approach," Energy Policy, Elsevier, vol. 105(C), pages 17-26.
- de Braganca, Gabriel Fiuza & Rocha, Katia & Moreira, Rafael Henrique Rodrigues, 2008. "Real Options and the Regulation of Brazilian Fixed-Line Telephone Operators: The Mark-up on the Cost of Capital," Working Paper Series 19098, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Pindyck, Robert S., 1980. "The optimal production of an exhaustible resource when price is exogenous and stochastic," Working papers 1162-80., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Joris Pinkse & Margaret Slade & Lihong Shen, 2006. "Dynamic Spatial Discrete Choice Using One-step GMM: An Application to Mine Operating Decisions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 53-99.