The dynamics of investment projects: Evidence from Peru

B-Tier
Journal: Journal of International Money and Finance
Year: 2019
Volume: 96
Issue: C
Pages: 324-340

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We analyse the effect of commodity price cycles on firm investment decisions at the project level, by considering the decision to delay, cancel or complete a project as initially announced. In particular, we use logit and duration models of competing risks on a novel dataset of announced investment projects in Peru from different economic sectors. The empirical framework for the timing of investment is motivated by real option models for projects that take time to build, with commodity prices used as a proxy of expected future income and their volatility as a proxy for uncertainty.

Technical Details

RePEc Handle
repec:eee:jimfin:v:96:y:2019:i:c:p:324-340
Journal Field
International
Author Count
2
Added to Database
2026-01-25