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Volumn 30, Issue 6, 2008, Pages 3141-3155

Risk and return in oilfield asset holdings

Author keywords

Asset valuation; Oil price; Oilfields

Indexed keywords

MARKETING;

EID: 52049122590     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.04.001     Document Type: Article
Times cited : (7)

References (14)
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  • 2
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    • Mean reversion in equilibrium asset prices: evidence from the futures term structure
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    • Bessembinder, H.1    Coughenour, J.F.2    Seguin, P.J.3    Smoller, M.M.4
  • 3
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    • Bindemann, K. (1999). Production-sharing agreements: an economic analysis. Oxford Institute for Energy Studies Working Paper, 25.
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    • Bindemann, K. (2000). The response of oil contracts to extreme price movements. Oxford Institute for Energy Studies Working Paper.
    • Bindemann, K. (2000). The response of oil contracts to extreme price movements. Oxford Institute for Energy Studies Working Paper.
  • 7
    • 84977737676 scopus 로고
    • The cross-section of expected stock retuns
    • Fama E.F., and French K.R. The cross-section of expected stock retuns. The Journal of Finance 47 2 (1992) 427-465
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    • Fama, E.F.1    French, K.R.2
  • 8
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    • Size and book-to-market factors in earnings and returns
    • Fama E.F., and French K.R. Size and book-to-market factors in earnings and returns. The Journal of Finance 50 1 (1995) 131-155
    • (1995) The Journal of Finance , vol.50 , Issue.1 , pp. 131-155
    • Fama, E.F.1    French, K.R.2
  • 10
    • 33644904612 scopus 로고    scopus 로고
    • Firm value and hedging: evidence from U.S. oil and gas producers
    • Jin Y., and Jorion P. Firm value and hedging: evidence from U.S. oil and gas producers. The Journal of Finance 60 (2006) 893-919
    • (2006) The Journal of Finance , vol.60 , pp. 893-919
    • Jin, Y.1    Jorion, P.2
  • 11
    • 34548719916 scopus 로고    scopus 로고
    • The effect of "private" and "public" risks on oilfield asset pricing: empirical insights into the Georgetown real option debate
    • Kretzschmar G.L., and Moles P. The effect of "private" and "public" risks on oilfield asset pricing: empirical insights into the Georgetown real option debate. Journal of Applied Corporate Finance 18 2 (2006) 36-45
    • (2006) Journal of Applied Corporate Finance , vol.18 , Issue.2 , pp. 36-45
    • Kretzschmar, G.L.1    Moles, P.2
  • 12
    • 52049121903 scopus 로고    scopus 로고
    • Commodity price shocks and economic state variables: empirical insights into asset valuation and risk in the oil and gas sector
    • Kretzschmar G.L., and Kirchner A. Commodity price shocks and economic state variables: empirical insights into asset valuation and risk in the oil and gas sector. Journal of Banking & Finance Conference January 2007 (2007)
    • (2007) Journal of Banking & Finance Conference January 2007
    • Kretzschmar, G.L.1    Kirchner, A.2
  • 13
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    • Kretzschmar, G.L., Kirchner, A., in press. Recovery of hidden state participation effects on oil and gas asset values. European Journal of Finance.
    • Kretzschmar, G.L., Kirchner, A., in press. Recovery of hidden state participation effects on oil and gas asset values. European Journal of Finance.
  • 14
    • 23944437887 scopus 로고    scopus 로고
    • The limits of financial globalization
    • Stulz R.M. The limits of financial globalization. The Journal of Finance 60 4 (2005) 1595-1638
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.