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Why explore for oil when it is cheaper to buy?

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Author Info
Les Coleman

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Abstract

This article uses results of independent US oil companies to examine their decisions in a high-risk environment. When these companies seek to replace oil production, the available choices fall into two broad classifications, each with its own distribution of expected costs and returns: explore for oil; or buy proven oil reserves. Firms prove risk-sensitive in their decisions as the balance struck between building reserves by acquisition and by exploration responds to firm characteristics. The crossover from risk embrace (exploration) to risk aversion (acquisition) occurs when the probability of success from the more risky strategy drops below about 15%. This matches the behaviour of decision makers when facing risks as diverse as acquisitions and racetrack betting. Shareholders, however, do not support risk-taking for its own sake, although they bid up the price of successful risk-takers. This reveals a divergence in goals between principals and agents; and an inverse relationship between risk-taking and return as measured by shareholder value.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.

Volume (Year): 12 (2005)
Issue (Month): 8 (June)
Pages: 493-497
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Handle: RePEc:taf:apeclt:v:12:y:2005:i:8:p:493-497

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  1. Les Coleman, 2004. "New light on the longshot bias," Applied Economics, Taylor and Francis Journals, vol. 36(4), pages 315-326, March. [Downloadable!] (restricted)
  2. Raghavendra Rau, P. & Vermaelen, Theo, 1998. "Glamour, value and the post-acquisition performance of acquiring firms1," Journal of Financial Economics, Elsevier, vol. 49(2), pages 223-253, August. [Downloadable!] (restricted)
  3. Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-91, March. [Downloadable!] (restricted)
  4. Pesaran, M Hashem, 1990. "An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf," Economic Journal, Royal Economic Society, vol. 100(401), pages 367-90, June. [Downloadable!] (restricted)
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This page was last updated on 2009-12-5.


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