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Resource extraction with a carbon tax and regime switching prices : exercising your options

Insley, Margaret - In: Energy economics 67 (2017), pp. 1-16

Persistent link: https://www.econbiz.de/10011897854

Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem

Chen, Shan; Insley, Margaret - In: Journal of Economic Dynamics and Control 36 (2012) 2, pp. 201-219

This paper investigates whether a regime switching model of stochastic lumber prices is better for the analysis of optimal harvesting problems in forestry than a more traditional single regime model. Prices of lumber derivatives are used to calibrate a regime switching model, with each of two...

Persistent link: https://www.econbiz.de/10010577445

Regime switching in stochastic models of commodity prices : an application to an optimal tree harvesting problem

Chen, Shan; Insley, Margaret - In: Journal of economic dynamics & control 36 (2012) 2, pp. 201-219

Persistent link: https://www.econbiz.de/10009489614

An options pricing approach to ramping rate restrictions at hydro power plants

Niu, Shilei; Insley, Margaret - In: Journal of economic dynamics & control 63 (2016), pp. 25-52

Persistent link: https://www.econbiz.de/10011708181