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2022Forests: Vol. 13, Issue 3Price Modeling of Eucalyptus Wood under Different Silvicultural Management for Real Options ApproachJean‐Thomas Bernard, Lynda Khalaf, Maral Kichian, Sebastien Mcmahonhttp://dx.doi.org/10.1016/j.iref.2016.04.011
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2022Decision Analysis: Vol. 19, Issue 3Forecasts of Prices and Informed Sensitivity Analysis: Applications in Project ValuationsEsteban Martina, Eduardo Rodriguez, Rafael Escarela-Perez, Jose Alvarez-Ramirezhttp://dx.doi.org/10.1002/9781118673362.biblio
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2021The European Journal of Finance: Vol. 27, Issue 15A parameter based approach to single factor stochastic process selection for real options applicationsVinod Mishra, Russell Smythhttp://dx.doi.org/10.2139/ssrn.2840730
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2020WIREs Energy and Environment: Vol. 9, Issue 1Risk mitigation in the electricity market driven by new renewable energy sourcesSophie Chardonhttp://dx.doi.org/10.1080/15325008.2018.1444686
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2020Resource and Energy Economics: Vol. 60Jumps in the convenience yield of crude oilCharles F. Mason, Neil A. Wilmothttp://dx.doi.org/10.1016/j.eneco.2016.06.014
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2020The Engineering Economist: Vol. 65, Issue 4Supply contracts for critical and strategic materials of high volatility and their ramifications for supply chainsK. Jo Min, Laura Lilienkamp, John Jackman, Chung-Hsiao Wanghttp://dx.doi.org/10.1016/j.eneco.2023.106824
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2019Energy Economics: Vol. 81Frack to the future: What enticed small firms to enter the natural gas market during the hydraulic fracturing boom?Marie-Claude Beaulieu, Lynda Khalaf, Maral Kichian, Jean-Marie Dufourhttp://dx.doi.org/10.1007/978-3-642-55382-0_7
2019Construction Management and Economics: Vol. 37, Issue 3Minimum revenue guarantees valuation in PPP projects under a mean reverting processOscar Miranda, Luiz E. Brandão, Juan Lazo Lazohttp://dx.doi.org/10.5547/01956574.37.2.zcse
2019The Energy Journal: Vol. 40, Issue 1_supplThe Impact of Energy Market Uncertainty Shocks on Energy Transition in EuropeMassimiliano Caporin, Fulvio Fontinihttp://dx.doi.org/10.1287/deca.2022.0453
2018American Economic Journal: Economic Policy: Vol. 10, Issue 4Taxes and US Oil Production: Evidence from California and the Windfall Profit TaxPaul Simshauserhttp://dx.doi.org/10.1016/j.segan.2015.10.007
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2018Energies: Vol. 11, Issue 6Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of InfluenceBruce Manley, Kurt Niquidethttp://dx.doi.org/10.1146/annurev.resource.050708.144223
2018Physica A: Statistical Mechanics and its Applications: Vol. 502AR(p)-based detrended fluctuation analysisMax F. Schöne, Stefan Spinlerhttp://dx.doi.org/10.1080/13504850500378205
2018The Energy Journal: Vol. 39, Issue 1_supplHow Persistent are Shocks to Energy Prices?Sameer Kumar Anand, Soupayan Mitrahttp://dx.doi.org/10.2139/ssrn.1575387
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2018Energy Economics: Vol. 70Getting ready for future carbon abatement under uncertainty – Key factors driving investment with policy implicationsArturo Lorenzo-Valdéshttp://dx.doi.org/10.1016/j.reseneeco.2022.101334
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2018Macroeconomic Dynamics: Vol. 22, Issue 3OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?Nikola Krečar, Andrej F. Gubinahttp://dx.doi.org/10.2139/ssrn.2154642
2018Energy Economics: Vol. 75Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decadeHillard Huntington, Saud M. Al-Fattah, Zhuo Huang, Michael Gucwa, Ali Nourihttp://dx.doi.org/10.3390/math11102222
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyMargaret E. Sladehttp://dx.doi.org/10.1017/9781108781350
2018The Energy Journal: Vol. 39, Issue 5Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate UncertaintyWilfried Ehrenfeld, Henry Dannenberghttp://dx.doi.org/10.2139/ssrn.2630613
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2017Forest Policy and Economics: Vol. 85How does real option value compare with Faustmann value when log prices follow fractional Brownian motion?Roger Adkins, Dean Paxsonhttp://dx.doi.org/10.2139/ssrn.1942818
2017Journal of Petroleum Science and Engineering: Vol. 150Oil price volatility: A real option valuation approach in an African oil fieldGheisa R. T. Esteves, Igor M. S. Leitehttp://dx.doi.org/10.1016/j.enpol.2008.03.018
2017Review of Derivatives Research: Vol. 20, Issue 2A four-factor stochastic volatility model of commodity pricesLars Hegnes Sendstad, Michail Chronopouloshttp://dx.doi.org/10.2139/ssrn.2181713
2017Australian Journal of Agricultural and Resource Economics: Vol. 61, Issue 1Renewable versus nonrenewable resources: an analysis of volatility in futures pricesArkady Gevorkyanhttp://dx.doi.org/10.1111/poms.13721
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2017Resources Policy: Vol. 52A dynamic model for valuing flexible mining exploration projects under uncertaintyMaria Tsiodra, Michail Chronopouloshttp://dx.doi.org/10.1016/j.petrol.2016.12.024
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2002Energy Economics: Vol. 24, Issue 2An analysis of factors affecting price volatility of the US oil marketJohn L. Simpsonhttp://dx.doi.org/10.1016/j.egypro.2011.03.060
2001The Energy Journal: Vol. 22, Issue 3The Dynamics of Commodity Spot and Futures Markets: A PrimerZibin Zhang, Luanne Lohr, Cesar Escalante, Michael Wetzsteinhttp://dx.doi.org/10.1590/0101-41615016fba
2001Revue d'économie politique: Vol. Vol. 111, Issue 6Énergie et théorie économique : un survolGregory Galayhttp://dx.doi.org/10.1177/0010414013512599
2001Journal of Environmental Economics and Management: Vol. 41, Issue 2Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining InvestmentsMin Liu, Felix F Wuhttp://dx.doi.org/10.1007/978-3-030-96137-4_4
2000The Energy Journal: Vol. 21, Issue 2Energy Economists and Economic LiberalismPaasha Mahdavihttp://dx.doi.org/10.2139/ssrn.1081667

 

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