• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Inequalities in Health and Healthcare
      • Research on Productivity, Trade, and Growth
      • Behavioral Macro and Complexity
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times

13-126/VI - A Real Option Perspective on Valuing Gas Fields


  • Authors
    Lin Zhao, University of Amsterdam, Duisenberg School of Finance; Sweder van Wijnbergen, University of Amsterdam
  • Publication date
    September 2, 2013
  • Keywords
    real options, unhedgeable risks, volatility clustering, gas field valuation, pricing flexibility
  • JEL
    C61, G31, G32, Q4