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Record W1815093792

Rexamining the Hotelling Valuation Principle: Empirical Evidence from Canadian Oil and Gas Royalty Trust

2009· article· en· W1815093792 on OpenAlexaffabout
Michael Shumlich, Craig Wilson

Bibliographic record

VenueASAC · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCapital Investment and Risk Analysis
Canadian institutionsUniversity of Saskatchewan
Fundersnot available
KeywordsEconomicsValuation (finance)EconometricsFossil fuelMarket valueMicroeconomicsFinancial economicsEngineering
DOInot available

Abstract

fetched live from OpenAlex

The Hotelling Valuation Principle (HVP) implies that the in situ value of a unit of a non-renewable resource is equal to current price less the cost of extraction. The required assumptions for this principle are strongly violated in the oil and gas industry, but despite this, results from previous research are mixed, with studies based on market data supporting the principle, and those based on basin-aggregate data rejecting the principle. To address problems with the data choice in previous studies, we test the HVP using market data on Canadian oil and gas royalty trusts. Unlike previous studies using market data for conventional oil and gas companies, our results tend to reject the HVP and we generally find market value to be significantly less than that predicted by the principle. The reduced value is explained by a significantly negative response to a real option to expand (proxied by a call option on oil and gas prices). These findings are consistent with the argument that in the period of rising oil prices that we consider, (2000–06), the net extraction price is high relative to its expected future growth, but production constraints prevent firms from fully exploiting the high price.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.057
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.035
Threshold uncertainty score0.135

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.057
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0040.008
Science and technology studies0.0020.003
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.116
GPT teacher head0.284
Teacher spread0.167 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2009
Admission routes2
Has abstractyes

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