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Estimating the volatility of mining projects considering price and operating cost uncertainties

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  • Costa Lima, Gabriel A.
  • Suslick, Saul B.
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    File URL: http://www.sciencedirect.com/science/article/B6VBM-4KXF2YP-1/2/28c8b1948d6f9acd29bebbaffc47a7ea
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    Bibliographic Info

    Article provided by Elsevier in its journal Resources Policy.

    Volume (Year): 31 (2006)
    Issue (Month): 2 (June)
    Pages: 86-94

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    Handle: RePEc:eee:jrpoli:v:31:y:2006:i:2:p:86-94

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    Web page: http://www.elsevier.com/locate/inca/30467

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Davis, Graham A., 1998. "Estimating Volatility and Dividend Yield When Valuing Real Options to Invest or Abandon," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 725-754.
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
    3. McDonald, Robert & Siegel, Daniel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, MIT Press, vol. 101(4), pages 707-27, November.
    4. Samis, Michael & Davis, Graham A. & Laughton, David & Poulin, Richard, 2005. "Valuing uncertain asset cash flows when there are no options: A real options approach," Resources Policy, Elsevier, vol. 30(4), pages 285-298, December.
    5. Adelman, M A, 1990. "Mineral Depletion, with Special Reference to Petroleum," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 1-10, February.
    6. Crowson, Phillip, 2003. "Mine size and the structure of costs," Resources Policy, Elsevier, vol. 29(1-2), pages 15-36.
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    Cited by:
    1. Haque, Md. Aminul & Topal, Erkan & Lilford, Eric, 2014. "A numerical study for a mining project using real options valuation under commodity price uncertainty," Resources Policy, Elsevier, vol. 39(C), pages 115-123.
    2. E. Brandão, Luiz & Dyer, James S. & Hahn, Warren J., 2012. "Volatility estimation for stochastic project value models," European Journal of Operational Research, Elsevier, vol. 220(3), pages 642-648.
    3. Lei Zhu & ZhongXiang Zhang & Ying Fan, 2011. "An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model," Working Papers 2011.83, Fondazione Eni Enrico Mattei.

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