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Essays on Split Estate in Energy Development
Fitzgerald, Timothy - 2008
Taking advantage of randomly-assigned federal mineral rights, the first essay establishes the discount that mineral developers place on oil and gas leases with divided ownership. This discount is interpreted as an expectation of reduced profits as a result of transaction costs incurred in...
Persistent link: https://www.econbiz.de/10009450758
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News Aware Volatility Forecasting: Is the Content of News Important?
Robertson, Calum S.; Geva, Shlomo; Wolff, Rodney C. - 2007
The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely disregard the arrival of asset specific news (i.e.,...
Persistent link: https://www.econbiz.de/10009437639
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Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets
Colino, Evelyn V.; Irwin, Scott H. - 2007
indicate,with one exception, no meaningful differences in forecast accuracy between outlook forecastsand futures prices. The …
Persistent link: https://www.econbiz.de/10009443339
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How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2008
flexibility and model averaging consistently outperform Iowa outlook estimates at all forecast horizons. Evidence from the … encompassing tests, which are highly stringent tests of forecast performance, indicates that many price forecasts do provide … incremental information relative to Iowa. Simple combinations of these models and outlook forecasts are able to reduce forecast …
Persistent link: https://www.econbiz.de/10009443351
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ANALYSIS OF THE 2002 FARM BILL AND NEW FARM BILL ALTERNATIVES
Taylor, Richard D.; Koo, Won W. - 2006
This report evaluates the 2002 farm bill and the effects of the individual programs within the bill on North Dakota net farm income. A stochastic simulation model was developed, using @Risk by Palisade. @Risk replaces the mean values for price and yield with a distribution of values for the...
Persistent link: https://www.econbiz.de/10009443998
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MODELOS DE SÉRIES TEMPORAIS APLICADOS À SÉRIE DOS ÍNDICES DE PREÇOS AO CONSUMIDOR NA REGIÃO DE LAVRAS, MG, NO PERÍODO DE 1992 A 1999
Silva, Roberta Bessa Veloso; Ferreira, Daniel Furtado; … - 2000
a modelfeaturing an intervention for a better model adjustment and forecast. The parameters of the model whichfeatured … in the forecast of PIC from May to December, 1999.To Brasília, the model fitted was an AR (2) with a permanent gradual …
Persistent link: https://www.econbiz.de/10009445618
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An Analysis of Global Timber Markets
Sohngen, Brent; Mendelsohn, Robert; Sedjo, Roger A.; … - 1997
This paper presents a model of global timber markets that captures the evolution of a broad array of forest resources and timber market margins over time. These margins include the inaccessible northern and tropical margins, plantation establishment, and timberland management. A baseline case is...
Persistent link: https://www.econbiz.de/10009446261
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Determinantes e previsão da taxa de câmbio nominal: uma aplicação do modelo de paridade da taxa de juros atrelado ao mercado monetário, 1999-2004
Cassuce, Francisco Carlos da Cunha; Mattos, Leonardo … - 2005
high capacity of forecast of the model structuralized for the development of the study. Admitting the forecasted values …
Persistent link: https://www.econbiz.de/10009446498
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The effect of multinationality on management earnings forecasts
Smith, L. Murphy (contributor) - 2003
earnings forecast precision, accuracy, and bias (downward versusupward).Results of the study are mixed. Regarding forecast … negatively related to management earnings forecast precision. This was theexpected relationship. Regarding forecast accuracy … segments a firm discloses. Regarding forecast bias, unexpectedly, twomeasures of multinationality (foreign sales / total sales …
Persistent link: https://www.econbiz.de/10009464797
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Probabilistic Performance Forecasting for Unconventional Reservoirs With Stretched-Exponential Model
Valko, Peter P. (contributor) - 2011
parameters using well grouping, the methodology establishes a probabilistic forecast for individual wells.We present a …
Persistent link: https://www.econbiz.de/10009465136