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Incorporating technical uncertainty in real option valuation of oil projects
16 references·12 citing·32 second hop
Incorporating technical uncertainty in real option valuation of oil projects (2004)Incorporating technical uncertainty in re…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Options, Futures and Other Derivatives (2003)Options, Futures and Other De…An Introduction to Copulas (1999)An Introduction to CopulasThe Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyValuation: Measuring and managing the value of companies (1992)Valuation: Measuring and mana…Valuation: Measuring and Managing the Value of Companies. (1991)Valuation: Measuring and Mana…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Investment and the Valuation …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Value of Waiting to Invest (1982)The Value of Waiting to InvestPrinciples of corporate finance (1982)Principles of corporate finan…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Economic Evaluation of Oil and Gas Projects: Justification of Engineering Solutions in the Implementation of Field Development Projects (2022)Economic Evaluation of Oil an…Investment opportunity in China's overseas oil project: An empirical analysis based on real option approach (2017)Investment opportunity in Chi…Valuing an offshore oil exploration and production project through real options analysis (2016)Valuing an offshore oil explo…The valuation of photovoltaic power generation under carbon market linkage based on real options (2016)The valuation of photovoltaic…Real options in metal mining project valuation: Review of literature (2016)Real options in metal mining …Assessment of synergies for selecting a project portfolio in the petroleum industry based on a multi-attribute utility function (2015)Assessment of synergies for s…Evaluation of restrictive competition in PPP projects using real option approach (2013)Evaluation of restrictive com…Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach (2013)Effects of Temperature Uncert…A Copulas-Based Approach to Modeling Dependence in Decision Trees (2012)A Copulas-Based Approach to M…Double blind review (2011)Double blind reviewUncertainty and Risk Analysis in Petroleum Exploration and Production (2009)Uncertainty and Risk Analysis…Copulas: A new technique to model dependence in petroleum decision making (2006)Copulas: A new technique to m…Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Information, Blockbusters and Stars? 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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1999An Introduction to Copulas7,743 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1992Valuation: Measuring and managing the value of companies2,261 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1991Valuation: Measuring and Managing the Value of Companies.1,382 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1982Principles of corporate finance990 cited
  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1985Investment and the Valuation of Firms When There is an Option to Shut Down

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759 cited

Cited by

  • 2013Evaluation of restrictive competition in PPP projects using real option approach78 cited
  • 2016The valuation of photovoltaic power generation under carbon market linkage based on real options70 cited
  • 2013Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach65 cited
  • 2016Real options in metal mining project valuation: Review of literature63 cited
  • 2009Uncertainty and Risk Analysis in Petroleum Exploration and Production60 cited
  • 2015Assessment of synergies for selecting a project portfolio in the petroleum industry based on a multi-attribute utility function59 cited
  • 2016Valuing an offshore oil exploration and production project through real options analysis56 cited
  • 2017Investment opportunity in China's overseas oil project: An empirical analysis based on real option approach45 cited
  • 2022Economic Evaluation of Oil and Gas Projects: Justification of Engineering Solutions in the Implementation of Field Development Projects38 cited
  • 2012A Copulas-Based Approach to Modeling Dependence in Decision Trees34 cited
  • 2006Copulas: A new technique to model dependence in petroleum decision making29 cited
  • 2011Double blind review19 cited