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Risk and return in oilfield asset holdings. (2008). Reusch, Hans ; Kretzschmar, Gavin L. ; Kirchner, Axel.
In: Energy Economics.
RePEc:eee:eneeco:v:30:y:2008:i:6:p:3141-3155.

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  1. A real options based model and its application to Chinas overseas oil investment decisions. (2010). Zhu, Lei ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:3:p:627-637.

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  2. Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors. (2010). Mohanty, Sunil ; Nandha, Mohan ; Bota, Gabor.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:4:p:358-372.

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  3. Oil price and reserve location--Effects on oil and gas sector returns. (2009). Kretzschmar, Gavin L. ; Kirchner, Axel.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:3:p:260-272.

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  4. Modeling and forecasting crude oil markets using ARCH-type models. (2009). cheong, chin ; Chin, CHEONG.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:6:p:2346-2355.

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References

References cited by this document

  1. Bekaert, G. ; Harvey, C.R. Research in emerging markets finance: looking to the future. 2002 Emerging Markets Review. 3 429-448

  2. Bessembinder, H. ; Coughenour, J.F. ; Seguin, P.J. ; Smoller, M.M. Mean reversion in equilibrium asset prices: evidence from the futures term structure. 1995 The Journal of Finance. 50 361-375

  3. Bindemann, K. (1999). Production-sharing agreements: an economic analysis. Oxford Institute for Energy Studies Working Paper, 25.
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  4. Bindemann, K. (2000). The response of oil contracts to extreme price movements. Oxford Institute for Energy Studies Working Paper.

  5. Bruner, R.F. ; Conroy, R.M. ; Estrada, J. ; Kritzman, M. ; Li, W. Introduction to ‘valuation in emerging markets’. 2002 Emergimg Markets Review. 3 310-324

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  7. Fama, E.F. ; French, K.R. Size and book-to-market factors in earnings and returns. 1995 The Journal of Finance. 50 131-155

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  9. Haushalter, G.D. ; Heron, R.A. ; Lie, E. Price uncertainty and corporate value. 2002 Journal of Corporate Finance. 8 271-286

  10. Jin, Y. ; Jorion, P. Firm value and hedging: evidence from U.S. oil and gas producers. 2006 The Journal of Finance. 60 893-919

  11. Kretzschmar, G.L. ; Kirchner, A. Commodity price shocks and economic state variables: empirical insights into asset valuation and risk in the oil and gas sector. 2007 En : Journal of Banking & Finance Conference January 2007. :
    Paper not yet in RePEc: Add citation now
  12. Kretzschmar, G.L. ; Moles, P. The effect of “private” and “public” risks on oilfield asset pricing: empirical insights into the Georgetown real option debate. 2006 Journal of Applied Corporate Finance. 18 36-45

  13. Stulz, R.M. The limits of financial globalization. 2005 The Journal of Finance. 60 1595-1638

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