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Monte Carlo valuation of natural gas investments
16 references·3 citing·32 second hop
Monte Carlo valuation of natural gas investments (2008)Monte Carlo valuation of natural gas inve…European CO2 prices and carbon capture investments (2008)European CO2 prices and carbo…To Tax or Not to Tax: Alternative Approaches to Slowing Global Warming (2007)To Tax or Not to Tax: Alterna…Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Stochastic Convenience Yield …Implementing a stochastic model for oil futures prices (2003)Implementing a stochastic mod…A Real Options Approach to the Valuation of a Forestry Investment (2002)A Real Options Approach to th…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…The 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 UncertaintyManaging Investment Opportunities under Price Uncertainty: From "Last Chance" to "Wait and See" Strategies (1990)Managing Investment Opportuni…Handbooks in operations research and management science (1989)Handbooks in operations resea…Time to build, option value, and investment decisions (1987)Time to build, option value, …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Linepack storage valuation under price uncertainty (2013)Linepack storage valuation un…Strategic analysis of technology and capacity investments in the liquefied natural gas industry (2012)Strategic analysis of technol…FUZZY REAL OPTIONS VALUATION FOR OIL INVESTMENTS (2009)FUZZY REAL OPTIONS VALUATION …The Pricing of Options and Corporate Liabilities (1973)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)Theory of Rational Option Pricing (1973)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)An equilibrium characterization of the term structure (1977)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Equilibrium Forward Curves for Commodities (2000)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Time to Build and Aggregate Fluctuations (1982)Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Real Options and Interactions with Financial Flexibility (1993)Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 1985Evaluating Natural Resource Investments2,379 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
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 2007To Tax or Not to Tax: Alternative Approaches to Slowing Global Warming447 cited
  • 2005Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates443 cited
  • 2008European CO2 prices and carbon capture investments244 cited
  • 2003Implementing a stochastic model for oil futures prices213 cited
  • 2002A Real Options Approach to the Valuation of a Forestry Investment202 cited

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  • 1990Managing Investment Opportunities under Price Uncertainty: From "Last Chance" to "Wait and See" Strategies124 cited
  • Cited by

    • 2013Linepack storage valuation under price uncertainty36 cited
    • 2012Strategic analysis of technology and capacity investments in the liquefied natural gas industry27 cited
    • 2009FUZZY REAL OPTIONS VALUATION FOR OIL INVESTMENTS25 cited