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Project valuation when there are two cashflow streams

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  • Emhjellen, Magne
  • Alaouze, Chris M.
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    Bibliographic Info

    Article provided by Elsevier in its journal Energy Economics.

    Volume (Year): 24 (2002)
    Issue (Month): 5 (September)
    Pages: 455-467

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    Handle: RePEc:eee:eneeco:v:24:y:2002:i:5:p:455-467

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    Web page: http://www.elsevier.com/locate/eneco

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    1. Mossin, Jan, 1969. "Security Pricing and Investment Criteria in Competitive Markets," American Economic Review, American Economic Association, vol. 59(5), pages 749-56, December.
    2. Emhjellen, M. & Alaouze, C.M., 1999. "A Comparison of Oil Project NPV's in the North Sea Obtained using the Weighted Average Cost of Capital Discounting Method and a Modern Asset Pricing Method," Papers 99/15, New South Wales - School of Economics.
    3. Fama, Eugene F., 1977. "Risk-adjusted discount rates and capital budgeting under uncertainty," Journal of Financial Economics, Elsevier, vol. 5(1), pages 3-24, August.
    4. Schall, Lawrence D, 1972. "Asset Valuation, Firm Investment, and Firm Diversification," The Journal of Business, University of Chicago Press, vol. 45(1), pages 11-28, January.
    5. Gordon Salahor, 1998. "Implications of Output Price Risk and Operating Leverage for the Evaluation of Petroleum Development Projects," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 13-46.
    6. John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
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    Cited by:
    1. Osmundsen, Petter & Emhjellen, Magne, 2010. "Decision criteria for climate projects," UiS Working Papers in Economics and Finance 2010/2, University of Stavanger.
    2. Emhjellen, Magne & Løvås, Kjell & Osmundsen, Petter, 2009. "LNG Project Valuation with Financial Leasing Contracts," UiS Working Papers in Economics and Finance 2009/15, University of Stavanger.
    3. Yannis G. Yatracos, 2013. "A new method to obtain risk neutral probability, without stochastic calculus and price modeling, confirms the universal validity of Black-Scholes-Merton formula and volatility's role," Papers 1304.4929, arXiv.org, revised Feb 2014.

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