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Evaluation of a mining project under the joint effect of commodity price and exchange rate uncertainties using real options valuation
16 references·2 citing·32 second hop
Evaluation of a mining project under the joint effect of commodity price and exchange rate uncertainties using real options valuation (2016)Evaluation of a mining project under the …Theory of rational option pricing (2005)Theory of rational option pri…The relationship between stock returns and volatility in international stock markets (2005)The relationship between stoc…When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)When Are Real Options Exercis…Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95 (2002)Copeland, Tom/Antikarov, Vlad…Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments (2001)Valuing Managerial Flexibilit…Real Options: A Practitioner's Guide (2001)Real Options: A Practitioner'…Optimal exploration investments under price and geological‐technical uncertainty: a real options model (2001)Optimal exploration investmen…Stock Market Risk and Return: An Equilibrium Approach (2000)Stock Market Risk and Return:…Project flexibility, agency, and competition : new developments in the theory and application of real options (2000)Project flexibility, agency, …Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…Evaluating Environmental Investments: A Real Options Approach (1998)Evaluating Environmental Inve…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Real Options and Interactions with Financial Flexibility (1993)Real Options and Interactions…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Determinants of corporate borrowing (1977)Determinants of corporate bor…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…LNBi-GRU model for coal price prediction and pattern recognition analysis (2024)LNBi-GRU model for coal price…Cost of capital and discount rates in cash flow valuations for resources projects (2018)Cost of capital and discount …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Expected Stock Returns and Variance Risk Premia (2009)Limited-dependent and qualitative variables in econometrics (1983)Real options and preemption under incomplete information (2002)Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms (2005)The financial economics of gold — A survey (2015)Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)Stakeholder Theory:The State of the Art (2010)Real options theory in strategic management (2016)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Real Options by Spreadsheet: Parking Garage Case Example (2006)The use of real options approach in energy sector investments (2011)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
  • 2001Real Options: A Practitioner's Guide1,053 cited
  • 1993Real Options and Interactions with Financial Flexibility690 cited
  • 2002Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95373 cited
  • 2002When Are Real Options Exercised? An Empirical Study of Mine Closings324 cited
  • 2000Stock Market Risk and Return: An Equilibrium Approach323 cited
  • 2000Project flexibility, agency, and competition : new developments in the theory and application of real options209 cited
  • 2001Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments172 cited
  • 2005The relationship between stock returns and volatility in international stock markets171 cited
  • 1998Evaluating Environmental Investments: A Real Options Approach138 cited

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  • 2001Optimal exploration investments under price and geological‐technical uncertainty: a real options model123 cited
  • Cited by

    • 2024LNBi-GRU model for coal price prediction and pattern recognition analysis38 cited
    • 2018Cost of capital and discount rates in cash flow valuations for resources projects37 cited