IDEAS home Printed from https://ideas.repec.org/r/eee/jrpoli/v39y2014icp115-123.html
   My bibliography  Save this item

A numerical study for a mining project using real options valuation under commodity price uncertainty

Citations

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


Cited by:

  1. Stefanie Streit & Michael Tost & Katharina Gugerell, 2023. "Perspectives on Closure and Revitalisation of Extraction Sites and Sustainability: A Q-Methodology Study," Resources, MDPI, vol. 12(2), pages 1-17, February.
  2. Raisa Pérez-Vas & Félix Puime Guillén & Joaquín Enríquez-Díaz, 2021. "Valuation of a Company Producing and Trading Seaweed for Human Consumption: Classical Methods vs. Real Options," IJERPH, MDPI, vol. 18(10), pages 1-13, May.
  3. Carlos Andres Zapata Quimbayo & Carlos Armando Mej¨ªa Vega, 2019. "Real Options Valuation in Gold Mining Projects under Multinomial Tree Approach," Business and Economic Research, Macrothink Institute, vol. 9(3), pages 204-218, September.
  4. Inthavongsa, Inthanongsone & Drebenstedt, Carsten & Bongaerts, Jan & Sontamino, Phongpat, 2016. "Real options decision framework: Strategic operating policies for open pit mine planning," Resources Policy, Elsevier, vol. 47(C), pages 142-153.
  5. Irawan, Denny & Okimoto, Tatsuyoshi, 2022. "Conditional capital surplus and shortfall across renewable and non-renewable resource firms," Energy Economics, Elsevier, vol. 112(C).
  6. Miranda, Oscar & Brandão, Luiz E. & Lazo Lazo, Juan, 2017. "A dynamic model for valuing flexible mining exploration projects under uncertainty," Resources Policy, Elsevier, vol. 52(C), pages 393-404.
  7. Aminrostamkolaee, Behnam & Scroggs, Jeffrey S. & Borghei, Matin Sadat & Safdari-Vaighani, Ali & Mohammadi, Teymour & Hossein Pourkazemi, Mohammad, 2017. "Valuation of a hypothetical mining project under commodity price and exchange rate uncertainties by using numerical methods," Resources Policy, Elsevier, vol. 52(C), pages 296-307.
  8. Xiao, Chang & Florescu, Ionut & Zhou, Jinsheng, 2020. "A comparison of pricing models for mineral rights: Copper mine in China," Resources Policy, Elsevier, vol. 65(C).
  9. Acquah-Andoh, Elijah & Putra, Herdi A. & Ifelebuegu, Augustine O. & Owusu, Andrews, 2019. "Coalbed methane development in Indonesia: Design and economic analysis of upstream petroleum fiscal policy," Energy Policy, Elsevier, vol. 131(C), pages 155-167.
  10. Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," CAMA Working Papers 2025-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Li, Nan & Wang, Song & Zhang, Kai, 2022. "Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method," Applied Mathematics and Computation, Elsevier, vol. 421(C).
  12. Jyrki Savolainen & Ramin Rakhsha & Richard Durham, 2022. "Simulation-based decision-making system for optimal mine production plan selection," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 35(2), pages 267-281, June.
  13. Linder, Eric & Marbuah, George, 2019. "The cost of transparency: Stock market reactions to introduction of the Extractive Sector Transparency Measures Act in Canada," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
  14. Sonja Kivinen & Kaarina Vartiainen & Timo Kumpula, 2018. "People and Post-Mining Environments: PPGIS Mapping of Landscape Values, Knowledge Needs, and Future Perspectives in Northern Finland," Land, MDPI, vol. 7(4), pages 1-23, December.
  15. Mohammad Rahman Ardhiansyah & Tsuyoshi Adachi & Junichiro Oda, 2023. "Stratified state aggregation (SSA) approach in real option valuation: combining price and grade uncertainties in tin mining projects," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(3), pages 371-381, September.
  16. Sonja Kivinen, 2017. "Sustainable Post-Mining Land Use: Are Closed Metal Mines Abandoned or Re-Used Space?," Sustainability, MDPI, vol. 9(10), pages 1-18, September.
  17. Denny IRAWAN & Tatsuyoshi OKIMOTO, 2021. "Conditional Capital Surplus and Shortfall across Resource Firms," Discussion papers 21031, Research Institute of Economy, Trade and Industry (RIETI).
  18. Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," Monash Economics Working Papers 2025-09, Monash University, Department of Economics.
  19. Gómez-Valle, Lourdes & López-Marcos, Miguel Ángel & Martínez-Rodríguez, Julia, 2024. "Financial boundary conditions in a continuous model with discrete-delay for pricing commodity futures and its application to the gold market," Chaos, Solitons & Fractals, Elsevier, vol. 187(C).
  20. Lilford, Eric V., 2017. "Quantitative impacts of royalties on mineral projects," Resources Policy, Elsevier, vol. 53(C), pages 369-377.
  21. Rui Guo & Dongkun Luo & Xu Zhao & Jianliang Wang, 2016. "Integrated Evaluation Method-Based Technical and Economic Factors for International Oil Exploration Projects," Sustainability, MDPI, vol. 8(2), pages 1-19, February.
  22. Jiří Hozman & Tomáš Tichý & Hana Dvořáčková, 2024. "Valuation of mining projects under dynamic model framework," Annals of Operations Research, Springer, vol. 337(3), pages 1167-1204, June.
  23. Jiangang Shi & Kaifeng Duan & Shiping Wen & Rui Zhang, 2019. "Investment Valuation Model of Public Rental Housing PPP Project for Private Sector: A Real Option Perspective," Sustainability, MDPI, vol. 11(7), pages 1-18, March.
  24. Deni Irawan & Tatsuyoshi Okimoto, 2021. "Conditional Capital Surplus and Shortfall across Renewable and Non-Renewable Resource Firms," LPEM FEBUI Working Papers 202165, LPEM, Faculty of Economics and Business, University of Indonesia, revised 2021.
  25. Kuangyuan Zhang & Richard Olawoyin & Antonio Nieto & Andrew N. Kleit, 2018. "Risk of commodity price, production cost and time to build in resource economics," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 20(6), pages 2521-2544, December.
  26. Araya, Natalia & Ramírez, Yendery & Cisternas, Luis A. & Kraslawski, Andrzej, 2021. "Use of real options to enhance water-energy nexus in mine tailings management," Applied Energy, Elsevier, vol. 303(C).
  27. Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
  28. Rodrigo R. de Freitas & Diego M.E. Gonçalves & Thiago de S.C.P. Mayrink & Márcio de A. D’agosto, 2018. "Analysis of ore transportation: A financial approach using the Black & Scholes method in real options," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 7(4), pages 1-4.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.