An Evaluation of Overseas Oil Investment Projects under Uncertainty Using a Real Options Based Simulation Model
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- Lei Zhu & ZhongXiang Zhang & Ying Fan, 2011. "An evaluation of overseas oil investment projects under uncertainty using a real options based simulation model," Economics Study Area Working Papers 121, East-West Center, Economics Study Area.
References listed on IDEAS
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More about this item
KeywordsOverseas Oil Investment; Project Value; Real Options; Least Squares Monte-Carlo;
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- O22 - Economic Development, Innovation, Technological Change, and Growth - - Development Planning and Policy - - - Project Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-01 (All new papers)
- NEP-CMP-2012-02-01 (Computational Economics)
- NEP-CWA-2012-02-01 (Central & Western Asia)
- NEP-ENE-2012-02-01 (Energy Economics)
- NEP-PPM-2012-02-01 (Project, Program & Portfolio Management)
- NEP-SEA-2012-02-01 (South East Asia)
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