Valuing Long-Term Commodity Assets
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Bibliographic InfoArticle provided by Financial Management Association in its journal Financial Management.
Volume (Year): 27 (1998)
Issue (Month): 1 (Spring)
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- Rodriguez, J.C., 2007. "A Preference-Free Formula to Value Commodity Derivatives," Discussion Paper 2007-92, Tilburg University, Center for Economic Research.
- Yves Simon & Delphine Lautier, 2004. "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 45-84.
- Elliott, Robert J. & Hyndman, Cody. B., 2007. "Parameter estimation in commodity markets: A filtering approach," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2350-2373, July.
- Lautier, Delphine, 2003. "The informational value of crude oil futures prices," Economics Papers from University Paris Dauphine 123456789/1245, Paris Dauphine University.
- Lander, Diane M. & Pinches, George E., 1998. "Challenges to the Practical Implementation of Modeling and Valuing Real Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 537-567.
- Naito, Yuta & Takashima, Ryuta & Kimura, Hiroshi & Madarame, Haruki, 2010. "Evaluating replacement project of nuclear power plants under uncertainty," Energy Policy, Elsevier, vol. 38(3), pages 1321-1329, March.
- Margaret Insley & Tony Wirjanto, 2008.
"Contrasting two approaches in real options valuation: contingent claims versus dynamic programming,"
08002, University of Waterloo, Department of Economics.
- Insley, M.C. & Wirjanto, T.S., 2010. "Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming," Journal of Forest Economics, Elsevier, vol. 16(2), pages 157-176, April.
- Siddiqui, Afzal & Fleten, Stein-Erik, 2008.
"How to Proceed with Competing Alternative Energy Technologies: a Real Options Analysis,"
15502, University Library of Munich, Germany, revised 04 May 2009.
- Siddiqui, Afzal & Fleten, Stein-Erik, 2010. "How to proceed with competing alternative energy technologies: A real options analysis," Energy Economics, Elsevier, vol. 32(4), pages 817-830, July.
- Lautier, Delphine & Simon, Yves, 2009. "Energy Finance: The Case for Derivative Markets," Economics Papers from University Paris Dauphine 123456789/1227, Paris Dauphine University.
- Lautier, Delphine, 2005. "Segmentation in the Crude Oil Futures Term Structure," Economics Papers from University Paris Dauphine 123456789/95, Paris Dauphine University.
- Bastian-Pinto, Carlos & Brando, Luiz & Hahn, Warren J., 2009. "Flexibility as a source of value in the production of alternative fuels: The ethanol case," Energy Economics, Elsevier, vol. 31(3), pages 411-422, May.
- Lautier, Delphine, 2009. "Convenience Yield and Commodity Markets," Economics Papers from University Paris Dauphine 123456789/2274, Paris Dauphine University.
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