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Vol 191
Pages:
128
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RUS
Article

Features of oil and gas valuation a method оf real options

Authors:
E. V. Mazurina
About authors
  • Branch LLC «Gazprom VNIIGaz»
Date submitted:
2010-09-23
Date accepted:
2010-11-11
Date published:
2011-05-03

Abstract

Now a valuation of hydrocarbons in Russia is made by the income approach. The Discounted Cash Flow model (DCF) assumes that all initial indicators are strictly determined. Then there are many problems connected with high degree of uncertainty in estimations of stocks and high variability of the prices in the world markets of hydrocarbons. The problem can be decided if to use a method of real options. Then the above-stated sources of uncertainty are considered not from an item of occurrence of problems with accuracy of cost estimates, and as a principal cause on which the real option has value.

Область исследования:
(Archived) Problems of sustainable development of mineral raw material complex
Funding:

None

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