IDEAS home Printed from https://ideas.repec.org/a/eee/dyncon/v26y2002i3p509-515.html
   My bibliography  Save this article

The stochastic rotation problem: A comment

Author

Listed:
  • Sodal, Sigbjorn

Abstract

No abstract is available for this item.

Suggested Citation

  • Sodal, Sigbjorn, 2002. "The stochastic rotation problem: A comment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(3), pages 509-515, March.
  • Handle: RePEc:eee:dyncon:v:26:y:2002:i:3:p:509-515
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1889(00)00076-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dixit, Avinash & Pindyck, Robert S & Sodal, Sigbjorn, 1999. "A Markup Interpretation of Optimal Investment Rules," Economic Journal, Royal Economic Society, vol. 109(455), pages 179-189, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Navarrete, Eduardo & Bustos, Jaime, 2013. "Faustmann optimal pine stands stochastic rotation problem," Forest Policy and Economics, Elsevier, vol. 30(C), pages 39-45.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Luis H. R. Alvarez E. & Wiljami Sillanpää, 2023. "Optimal stopping and impulse control in the presence of an anticipated regime switch," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 98(2), pages 205-230, October.
    2. Maarten van Oosterhout & Gijsbert Zwart, 2023. "Distortions in Investment Timing and Quantity in Real Options with Asymmetric Information," De Economist, Springer, vol. 171(4), pages 347-365, December.
    3. Li, Eric A.L., 2014. "Test for the real option in consumer behavior," Research in Economics, Elsevier, vol. 68(1), pages 70-83.
    4. Shackleton, Mark B. & Sodal, Sigbjorn, 2005. "Smooth pasting as rate of return equalization," Economics Letters, Elsevier, vol. 89(2), pages 200-206, November.
    5. Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno, 2014. "Investment timing and vertical relationships," International Journal of Industrial Organization, Elsevier, vol. 33(C), pages 110-123.
    6. Chiara D’Alpaos & Michele Moretto & Paola Valbonesi & Sergio Vergalli, 2013. "Time overruns as opportunistic behavior in public procurement," Journal of Economics, Springer, vol. 110(1), pages 25-43, September.
    7. Marco Antonio Guimaraes Dias & Jose Paulo Teixeira, 2010. "Continuous-Time Option Games: Review of Models and Extensions," Multinational Finance Journal, Multinational Finance Journal, vol. 14(3-4), pages 219-254, September.
    8. Eric A. L. Li, 2017. "Factors Affecting Delay Discounting—The Real Option Approach," International Journal of Psychological Studies, Canadian Center of Science and Education, vol. 9(2), pages 1-96, June.
    9. Buso, Marco & Moretto, Michele & Zormpas, Dimitrios, 2021. "Excess returns in Public-Private Partnerships: Do governments pay too much?," Economic Modelling, Elsevier, vol. 102(C).
    10. Joshua R. Hendrickson & Alexander William Salter, 2016. "A Theory of Why the Ruthless Revolt," Economics and Politics, Wiley Blackwell, vol. 28(3), pages 295-316, November.
    11. Edward M. Graham, 2001. "Subsidies, Market Closure, Cross-Border Investment, and Effects on Competition: The Case of FDI in the Telecommunications Sector," Working Paper Series WP01-2, Peterson Institute for International Economics.
    12. Kenc, Turalay & Driver, Ciaran, 2020. "Leverage, uncertainty and investment decisions," Economics Letters, Elsevier, vol. 190(C).
    13. Luca Di Corato & Dimitrios Zormpas, 2022. "Investment in farming under uncertainty and decoupled support: a real options approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 49(4), pages 876-909.
    14. Jostein Tvedt, 2022. "Optimal Entry and Exit Decisions Under Uncertainty and the Impact of Mean Reversion," SN Operations Research Forum, Springer, vol. 3(4), pages 1-21, December.
    15. Di Corato, Luca & Zormpas, Dimitrios, 2017. "Should I farm or should I not?," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261110, European Association of Agricultural Economists.
    16. Saphores, Jean-Daniel M. & Boarnet, Marlon G., 2006. "Uncertainty and the timing of an urban congestion relief investment.: The no-land case," Journal of Urban Economics, Elsevier, vol. 59(2), pages 189-208, March.
    17. Di Corato, Luca & Brady, Mark V., 2019. "Passive farming and land development: A real options approach," Land Use Policy, Elsevier, vol. 80(C), pages 32-46.
    18. Levaggi, R. & Moretto, M. & Pertile, P., 2012. "Static and dynamic efficiency of irreversible health care investments under alternative payment rules," Journal of Health Economics, Elsevier, vol. 31(1), pages 169-179.
    19. Chrysovalantis Amountzias, 2021. "Markup cyclicality, competition and liquidity constraints: Evidence from a panel VAR analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3696-3718, July.
    20. Michele Moretto & Gianpaolo Rossini, 2007. "Partnerships vs. Firms Entry Strategies," "Marco Fanno" Working Papers 0049, Dipartimento di Scienze Economiche "Marco Fanno".

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:26:y:2002:i:3:p:509-515. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.