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Citations for "A Real Options Approach to the Valuation of a Forestry Investment"

by Insley, Margaret

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  1. Ben Abdallah, Skander & Lasserre, Pierre, 2016. "Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 144-164.
  2. Brown, Ross N. & Kilgore, Michael A. & Coggins, Jay S. & Blinn, Charles R., 2012. "The impact of timber-sale tract, policy, and administrative characteristics on state stumpage prices: An econometric analysis," Forest Policy and Economics, Elsevier, vol. 21(C), pages 71-80.
  3. Wu, Feng & Guan, Zhengfei & Yu, Fan & Myers, Robert J., 2013. "The spillover effects of biofuel policy on participation in the conservation reserve program," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1755-1770.
  4. Alvarez, Luis H. R. & Koskela, Erkki, 2005. "Wicksellian theory of forest rotation under interest rate variability," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 529-545, March.
  5. Pedro Cosme da Costa Vieira, 2008. "Integrating fire risk into the management of forests," FEP Working Papers 290, Universidade do Porto, Faculdade de Economia do Porto.
  6. Ye, Fanglin & Paulson, Nicholas & Khanna, Madhu, 2014. "Technology uncertainty and learning by doing in the cellulosic biofuel investment," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169789, Agricultural and Applied Economics Association.
  7. Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire, 2015. "Measuring infrastructure investment option value," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 49-72, January.
  8. Skander Ben Abdallah & Pierre Lasserre, 2016. "Forest Land Value and Rotation with an Alternative Land Use," CIRANO Working Papers 2016s-38, CIRANO.
  9. Abadie, Luis María & Chamorro Gómez, José Manuel, 2005. "Valuing Flexibility: The case of an Integrated Gasification Combined Cycle Power Plant," IKERLANAK 2005-21, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  10. Guthrie, Graeme & Kumareswaran, Dinesh, 2003. "Carbon Subsidies and Optimal Forest Management," Working Paper Series 3879, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  11. Alvarez, Luis H.R. & Koskela, Erkki, 2007. "Optimal harvesting under resource stock and price uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2461-2485, July.
  12. Navarrete, Eduardo & Bustos, Jaime, 2013. "Faustmann optimal pine stands stochastic rotation problem," Forest Policy and Economics, Elsevier, vol. 30(C), pages 39-45.
  13. Tee, James & Scarpa, Riccardo & Marsh, Dan & Guthrie, Graeme, 2012. "Valuation of Carbon Forestry and the New Zealand Emissions Trading Scheme: A Real Options Approach Using the Binomial Tree Method," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 131066, International Association of Agricultural Economists.
  14. Alvarez, Luis H R & Koskela, Erkki, 2003. "On Forest Rotation under Interest Rate Variability," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 10(4), pages 489-503, August.
  15. Sturla Furunes Kvamsdal & Diwakar Poudel & Leif Kristoffer Sandal, 2016. "Harvesting in a Fishery with Stochastic Growth and a Mean-Reverting Price," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 63(3), pages 643-663, March.
  16. Rajendra Prasad Khajuria & Shashi Kant & Susanna Laaksonen-Craig, 2009. "Valuation of Timber Harvesting Options Using a Contingent Claims Approach," Land Economics, University of Wisconsin Press, vol. 85(4), pages 655-674.
  17. Abadie, Luis María & Chamorro Gómez, José Manuel, 2006. "Monte Carlo Valuation of natural gas investments," IKERLANAK 2006-25, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  18. Navarrete, Eduardo, 2012. "Modeling optimal pine stands harvest under stochastic wood stock and price in Chile," Forest Policy and Economics, Elsevier, vol. 15(C), pages 54-59.
  19. Abadie, Luis M. & Chamorro, José M., 2008. "Valuing flexibility: The case of an Integrated Gasification Combined Cycle power plant," Energy Economics, Elsevier, vol. 30(4), pages 1850-1881, July.
  20. Carol Alexander & Xi Chen, 2014. "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance icma-dp2014-19, Henley Business School, Reading University.
  21. Martin Halla & Friedrich Schneider & Alexander Wagner, 2013. "Satisfaction with democracy and collective action problems: the case of the environment," Public Choice, Springer, vol. 155(1), pages 109-137, April.
  22. Schmit, T.M. & J., Luo & Conrad, J.M., 2011. "Estimating the influence of U.S. ethanol policy on plant investment decisions: A real options analysis with two stochastic variables," Energy Economics, Elsevier, vol. 33(6), pages 1194-1205.
  23. Zhang, M.M. & Zhou, D.Q. & Zhou, P. & Liu, G.Q., 2016. "Optimal feed-in tariff for solar photovoltaic power generation in China: A real options analysis," Energy Policy, Elsevier, vol. 97(C), pages 181-192.
  24. Hildebrandt, Patrick & Knoke, Thomas, 2011. "Investment decisions under uncertainty--A methodological review on forest science studies," Forest Policy and Economics, Elsevier, vol. 13(1), pages 1-15, January.
  25. Manley, Bruce & Niquidet, Kurt, 2010. "What is the relevance of option pricing for forest valuation in New Zealand?," Forest Policy and Economics, Elsevier, vol. 12(4), pages 299-307, April.
  26. Baerenklau, Kenneth A. & Knapp, Keith C., 2005. "A Stochastic-Dynamic Model of Costly Reversible Technology Adoption," 2005 Annual meeting, July 24-27, Providence, RI 19156, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  27. Ben Abdallah, Skander & Lasserre, Pierre, 2012. "A real option approach to the protection of a habitat dependent endangered species," Resource and Energy Economics, Elsevier, vol. 34(3), pages 295-318.
  28. Skander BEN ABDALLAH & Pierre LASSERRE, 2015. "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche 06-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  29. Marc Chesney & Pierre Lasserre & Bruno Troja, 2016. "Mitigating Global Warming: A Real Option Approach," CIRANO Working Papers 2016s-34, CIRANO.
  30. Adriana Piazza & Bernardo Pagnoncelli, 2015. "The stochastic Mitra–Wan forestry model: risk neutral and risk averse cases," Journal of Economics, Springer, vol. 115(2), pages 175-194, June.
  31. Davis, Rebecca J. & Sims, Charles, 2016. "To Frack or Not to Frack: Option Value Analysis on the U.S. Natural Gas Market," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235642, Agricultural and Applied Economics Association.
  32. Zhang, M.M. & Zhou, P. & Zhou, D.Q., 2016. "A real options model for renewable energy investment with application to solar photovoltaic power generation in China," Energy Economics, Elsevier, vol. 59(C), pages 213-226.
  33. Creamer, Selmin F. & Genz, Alan & Blatner, Keith A., 2012. "The Effect of Fire Risk on the Critical Harvesting Times for Pacific Northwest Douglas-Fir When Carbon Price Is Stochastic," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 41(3), December.
  34. Schmit, Todd M. & Luo, Jianchuan & Conrad, Jon M., 2010. "Estimating the Influence of Ethanol Policy on Plant Investment Decisions: A Real Options Analysis with Two Stochastic Variables," Working Papers 126963, Cornell University, Department of Applied Economics and Management.
  35. Conrad, Jon M. & Kotani, Koji, 2005. "When to drill? Trigger prices for the Arctic National Wildlife Refuge," Resource and Energy Economics, Elsevier, vol. 27(4), pages 273-286, November.
  36. Mingming Zhang & Dequn Zhou & Hao Ding & Jingliang Jin, 2016. "Biomass Power Generation Investment in China: A Real Options Evaluation," Sustainability, MDPI, Open Access Journal, vol. 8(6), pages 1-22, June.
  37. Zhang, M.M. & Zhou, D.Q. & Zhou, P. & Chen, H.T., 2017. "Optimal design of subsidy to stimulate renewable energy investments: The case of China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 71(C), pages 873-883.
  38. Luis H. R. Alvarez & Erkki Koskela, 2003. "On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty," CESifo Working Paper Series 870, CESifo Group Munich.
  39. Work, J. & Qiu, F. & Luckert, M.K., 2016. "Examining hardwood pulp and ethanol prices for improved poplar plantations in Canada," Forest Policy and Economics, Elsevier, vol. 70(C), pages 9-15.
  40. Leroux, Anke D. & Whitten, Stuart M., 2014. "Optimal investment in ecological rehabilitation under climate change," Ecological Economics, Elsevier, vol. 107(C), pages 133-144.
  41. C.E. Dangerfield & A.E. Whalley & Nick Hanley & C.A. Gilligan, 2016. "What a difference a stochastic process makes: epidemiological-based real options models of optimal treatment of disease," Working Papers 2016-03, University of St. Andrews, Department of Geography and Sustainable Development.
  42. Alvarez, Luis H.R. & Koskela, Erkki, 2006. "Does risk aversion accelerate optimal forest rotation under uncertainty?," Journal of Forest Economics, Elsevier, vol. 12(3), pages 171-184, December.
  43. Alvarez, Luis H.R. & Koskela, Erkki, 2007. "Taxation and rotation age under stochastic forest stand value," Journal of Environmental Economics and Management, Elsevier, vol. 54(1), pages 113-127, July.
  44. 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.
  45. repec:msm:wpaper:2014/23 is not listed on IDEAS
  46. Detert, Neal & Kotani, Koji, 2013. "Real options approach to renewable energy investments in Mongolia," Energy Policy, Elsevier, vol. 56(C), pages 136-150.
  47. Glover, Kristoffer J. & Hambusch, Gerhard, 2016. "Leveraged investments and agency conflicts when cash flows are mean reverting," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 1-21.
  48. Guo, Christopher & Costello, Christopher, 2013. "The value of adaption: Climate change and timberland management," Journal of Environmental Economics and Management, Elsevier, vol. 65(3), pages 452-468.
  49. James Tee & Riccardo Scarpa & Dan Marsh & Graeme Guthrie, 2014. "Forest Valuation under the New Zealand Emissions Trading Scheme: A Real Options Binomial Tree with Stochastic Carbon and Timber Prices," Land Economics, University of Wisconsin Press, vol. 90(1), pages 44-60.
  50. Tee, James & Scarpa, Riccardo & Marsh, Dan & Guthrie, Graeme, 2010. "A Binomial Tree Approach to Valuing Fixed Rotation Forests and Flexible Rotation Forests Under a Mean Reverting Timber Price Process," 2010 Conference, August 26-27, 2010, Nelson, New Zealand 96836, New Zealand Agricultural and Resource Economics Society.
  51. Schou, Erik & Thorsen, Bo Jellesmark & Jacobsen, Jette Bredahl, 2015. "Regeneration decisions in forestry under climate change related uncertainties and risks: Effects of three different aspects of uncertainty," Forest Policy and Economics, Elsevier, vol. 50(C), pages 11-19.
  52. Holopainen, Markus & Mäkinen, Antti & Rasinmäki, Jussi & Hyytiäinen, Kari & Bayazidi, Saeed & Pietilä, Ilona, 2010. "Comparison of various sources of uncertainty in stand-level net present value estimates," Forest Policy and Economics, Elsevier, vol. 12(5), pages 377-386, June.
  53. Chladna, Zuzana, 2007. "Determination of optimal rotation period under stochastic wood and carbon prices," Forest Policy and Economics, Elsevier, vol. 9(8), pages 1031-1045, May.
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