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Stochastic Oil Price Models: Comparison and Impact
6 references·3 citing·32 second hop
Stochastic Oil Price Models: Comparison and Impact (2007)Stochastic Oil Price Models: Comparison a…Valuation of exploration and production assets: an overview of real options models (2004)Valuation of exploration and …The Application of Probabilistic and Qualitative Methods to Asset Management Decision Making (2000)The Application of Probabilis…The Long-Run Evolution of Energy Prices (1999)The Long-Run Evolution of Ene…Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (1995)Mean Reversion in Equilibrium…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyRobustness and Real Options for Vehicle Design and Investment Decisions Under Gas Price and Regulatory Uncertainties (2018)Robustness and Real Options f…Oil price volatility: A real option valuation approach in an African oil field (2016)Oil price volatility: A real …Linear solution schemes for Mean-SemiVariance Project portfolio selection problems: An application in the oil and gas industry (2016)Linear solution schemes for M…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Oil and energy price volatility (2006)A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Permanent and Temporary Components of Stock Prices (1988)Modeling seasonality in agricultural commodity futures (2002)An overview of global gold market and gold price forecasting (2010)Modelling and measuring price discovery in commodity markets (2010)Determinants of corporate borrowing (1977)Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach (2013)A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems (2015)Real options in metal mining project valuation: Review of literature (2016)Principles of corporate finance (1982)Corporate Finance and Investment: Decisions and Strategies (1993)I would rather be vaguely right than precisely wrong: A new approach to decision making in the petroleum exploration and production industry (2008)PORTFOLIO SELECTION* (1952)Simulation Modeling and Analysis. (1983)Evaluating large, high-technology project portfolios using a novel interval-valued Pythagorean fuzzy set framework: An automated crane project case study (2019)Oil project selection in Iran: A hybrid MADM approach in an uncertain environment (2020)A novel mathematical programming model for multi-mode project portfolio selection and scheduling with flexible resources and due dates under interval-valued fuzzy random uncertainty (2021)The Pricing of Options and Corporate Liabilities (1973)Diesel or Electric Jeepney? A Case Study of Transport Investment in the Philippines Using the Real Options Approach (2019)Investment Valuation Model of Public Rental Housing PPP Project for Private Sector: A Real Option Perspective (2019)Black gold falls, black plague arise - An Opec crude oil price forecast using a gray prediction model (2020)Option pricing: A simplified approach (1979)Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1999The Long-Run Evolution of Energy Prices657 cited
  • 1995Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure400 cited
  • 2004Valuation of exploration and production assets: an overview of real options models124 cited
  • 2000The Application of Probabilistic and Qualitative Methods to Asset Management Decision Making46 cited

Cited by

  • 2016Linear solution schemes for Mean-SemiVariance Project portfolio selection problems: An application in the oil and gas industry52 cited
  • 2016Oil price volatility: A real option valuation approach in an African oil field35 cited
  • 2018Robustness and Real Options for Vehicle Design and Investment Decisions Under Gas Price and Regulatory Uncertainties23 cited

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