The impact of stochastic extraction cost on the value of an exhaustible resource : an application to the Alberta oil sands
Abdullah Almansour and Margaret Insley
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Almansour, Abdullah ; Insley, Margaret |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 37.2016, 2, p. 61-88
|
| Subject: | Non-renewable resource extraction | Oil sands | Stochastic input cost | Least squares Monte Carlo | Kalman filter | Futures prices | Real options | Co-integration of natural gas and oil prices | Erschöpfbare Ressourcen | Exhaustible resources | Ölsand | Oil sand | Ölpreis | Oil price | Stochastischer Prozess | Stochastic process | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Erdölgewinnung | Petroleum extraction | Realoptionsansatz | Real options analysis | Erdgas | Natural gas | Ressourcenökonomik | Resource economics | Zustandsraummodell | State space model | Rohstoffvorkommen | Resource deposit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.37.2.aalm [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011458301