Testing the Option Vakue Theory of Irreversible Investment
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Harchaoui, Tarek M & Lasserre, Pierre, 2001. "Testing the Option Value Theory of Irreversible Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 141-166, February.
- Tarek M. Harchaoui & Pierre Lasserre, 1999. "Testing the Option Value Theory of Irreversible Investment," CIRANO Working Papers 99s-35, CIRANO.
- Tarek M. Harchaoui & Pierre Lasserre, 1995. "Testing the Option Value Theory of Irreversible Investment," CIRANO Working Papers 95s-41, CIRANO.
- Tarek M. Harchaoui & Pierre Lasserre, 1999. "Testing the Option Value Theory of Irreversible Investment," Cahiers de recherche du Département des sciences économiques, UQAM 9905, Université du Québec à Montréal, Département des sciences économiques.
References listed on IDEAS
- Gordon, Robert J, 1992.
"Measuring the Aggregate Price Level: Implications for Economic Performance and Policy,"
CEPR Discussion Papers
663, C.E.P.R. Discussion Papers.
- Robert J. Gordon, 1992. "Measuring the Aggregate Price Level: Implications For Economic Performance and Policy," NBER Working Papers 3969, National Bureau of Economic Research, Inc.
- George Koutoulas & Lawrence Kryzanowski, 1994. "Integration or Segmentation of the Canadian Stock Market: Evidence Based on the APT," Canadian Journal of Economics, Canadian Economics Association, vol. 27(2), pages 329-351, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Löfgren, Åsa & Millock, Katrin & Nauges, Céline, 2007.
"Using Ex Post Data to Estimate the Hurdle Rate of Abatement Investments - An Application to the Swedish Pulp and Paper Industry and Energy Sector,"
Working Papers in Economics
249, University of Gothenburg, Department of Economics.
- LOFGREN Asa & MILLOCK Katrin & NAUGES CÃ©line, 2007. "Using Ex Post Data to Estimate the Hurdle Rate of Abatement Investments - An application to the Swedish Pulp and Paper Industry and Energy Sector," LERNA Working Papers 07.06.227, LERNA, University of Toulouse.
- Katrin Millock & Céline Nauges & Åsa Löfgren, 2007. "Using Ex Post Data to Estimate the Hurdle Rate of Abatement Investments – An Application to the Swedish Pulp and Paper Industry and Energy Sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00272041, HAL.
- Jérôme Bourdieu & Benoît Coeuré & Béatrice Sédillot, 1997. "Investissement, incertitude et irréversibilité. Quelques développements récents de la théorie de l'investissement," Revue Économique, Programme National Persée, vol. 48(1), pages 23-53.
- Sumru Altug & Fanny S. Demers & Michel Demers, 2004. "Tax Policy and Irreversible Investment," CDMA Working Paper Series 200404, Centre for Dynamic Macroeconomic Analysis.
- Löfgren, Åsa & Millock, Katrin & Nauges, Céline, 2008.
"The effect of uncertainty on pollution abatement investments: Measuring hurdle rates for Swedish industry,"
Resource and Energy Economics,
Elsevier, vol. 30(4), pages 475-491, December.
- Åsa Löfgren & Katrin Millock & Céline Nauges, 2008. "The Effect of Uncertainty on Pollution Abatement Investments: Measuring Hurdle Rates for Swedish Industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00343702, HAL.
- Turvey, Calum G. & Toole, Andrew A. & Kropp, Jaclyn D., 2007. "An Empirical Examination of the Relationship Between Real Options Values and the Rate of Investment," 2007 1st Forum, February 15-17, 2007, Innsbruck, Austria 6606, International European Forum on Innovation and System Dynamics in Food Networks.
- Di Corato, Luca, 2013.
"Profit sharing under the threat of nationalization,"
Resource and Energy Economics,
Elsevier, vol. 35(3), pages 295-315.
- Luca Di Corato, 2010. "Profit Sharing under the Threat of Nationalization," Working Papers 2010.5, Fondazione Eni Enrico Mattei.
- Di Corato, Luca, 2010. "Profit Sharing under the Threat of Nationalization," Working Papers 58292, Swedish University of Agricultural Sciences, Department of Economics.
- repec:hal:journl:halshs-00343702 is not listed on IDEAS
- Guido Fioretti, 2005.
"A Model of Primary and Secondary Waves in Investment Cycles,"
Springer;Society for Computational Economics, vol. 24(4), pages 357-381, June.
- Guido Fioretti, 2002. "A Model of Primary and Secondary Waves in Investment Cycles," Microeconomics 0207014, EconWPA.
- 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.
- Margaret Insley & Tony Wirjanto, 2008. "Contrasting two approaches in real options valuation: contingent claims versus dynamic programming," Working Papers 08002, University of Waterloo, Department of Economics.
- Muehlenbachs, Lucija, 2012. "Testing for Avoidance of Environmental Obligations," Discussion Papers dp-12-12, Resources For the Future.
- El-Shazly Alaa, 2004. "Investment Under Uncertainty in Egypt: A Real-Options Approach," Review of Middle East Economics and Finance, De Gruyter, vol. 2(2), pages 51-60, August.
- repec:eee:reveco:v:49:y:2017:i:c:p:596-611 is not listed on IDEAS
- repec:hal:journl:halshs-00261523 is not listed on IDEAS
- Slade, Margaret E., 2015. "The rise and fall of an industry: Entry in U.S. copper mining, 1835–1986," Resource and Energy Economics, Elsevier, vol. 42(C), pages 141-169.
- Robert Cairns, 2004. "Green Accounting for an Externality, Pollution at a Mine," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 27(4), pages 409-427, April.
- Enrico Pennings & Carlo Altomonte, 2006.
"The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real-option Model,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 68(5), pages 569-593, October.
- Carlo Altomonte & Enrico Pennings, 2004. "The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model," Working Papers 259, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Guo, Xin & Miao, Jianjun & Morellec, Erwan, 2005. "Irreversible investment with regime shifts," Journal of Economic Theory, Elsevier, vol. 122(1), pages 37-59, May.
- Marmer, Vadim & Slade, Margaret, 2016. "Investment and Uncertainty With Time to Build: Evidence from U.S. Copper Mining," Microeconomics.ca working papers vadim_marmer-2016-14, Vancouver School of Economics, revised 22 Dec 2016.
More about this item
KeywordsDYNAMIC PROGRAMMING; INVESTMENTS;
- D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing
- G1 - Financial Economics - - General Financial Markets
- L72 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Mining, Extraction, and Refining: Other Nonrenewable Resources
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
StatisticsAccess and download statistics
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:fth:aixmeq:95b04. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel). General contact details of provider: http://edirc.repec.org/data/greqafr.html .