Asymmetry and uncertainty in capital formation: an application to oil investment

C-Tier
Journal: Applied Economics
Year: 2011
Volume: 43
Issue: 28
Pages: 4387-4401

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Theories of irreversible investment suggest a negative relation between investment and uncertainty, and nonlinear adjustment costs open for asymmetries in the adjustment of fixed capital. We propose an econometric modelling approach to estimate and test the key predictions of modern investment theory, including asymmetric dynamics and various uncertainty indicators. Our application on a data set from the oil industry offers empirical support for both asymmetric dynamics and uncertainty in oil and gas investment.

Technical Details

RePEc Handle
repec:taf:applec:v:43:y:2011:i:28:p:4387-4401
Journal Field
General
Author Count
2
Added to Database
2026-01-26