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Record W2969274825 · doi:10.15530/urtec-2019-652

Assessment of the Reliability of Reserves Estimates of Public Companies in the US and Canada

2019· article· en· W2969274825 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueProceedings of the 7th Unconventional Resources Technology Conference · 2019
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsReliability (semiconductor)Reliability engineeringComputer scienceBusinessEnvironmental scienceEngineering

Abstract

fetched live from OpenAlex

Estimation of reserves is a process used to quantify the volumes of hydrocarbon fluids that can be recovered economically from a reservoir, field, area or region, from a given date forward. A considerable level of uncertainty is involved throughout the reserves-estimation process. Unfortunately, individuals are poor at assessing uncertainty, with a common tendency for overconfidence (underestimation of uncertainty) and optimism. \nThere are a few studies that address the reliability of reserves estimates, but none of them quantify the reliability of these estimates. This research aims to assess quantitatively the reliability of reserves estimates of public companies filing in the U.S. and Canada. To do this I measured biases in reported reserves estimates for 34 companies filing in Canada and 32 companies filing in the U.S. over the time period 2007 to 2017. \nCanadian companies explicitly report technical revisions of proved (1P) and proved-plus-probable (2P) reserves. U.S. companies do not report “technical revisions,” but instead report “revisions of previous estimates” and revisions due to price changes of proved (1P) reserves separately. I calculated Revisions Other Than Price (ROTP) by subtraction for U.S. companies and assumed the difference was the same as “technical revisions.” \nBased on probabilistic reserves definitions, it is reasonable to assume that proved reserves estimates are expected to have positive technical revisions 90% of the time, while proved- plus-probable reserves estimates are expected to have positive revisions 50% of the time. The reliability of proved and proved-plus-probable reserves estimates was assessed using calibration plots, in which the frequency of positive technical revisions is plotted against the estimate probability. Calibration plots can be used to measure confidence bias, ranging from underconfidence to complete overconfidence, and directional bias, ranging from complete pessimism to complete optimism. \n“Technical revisions” reported by 34 Canadian companies for the 11-year period were positive an average of 72% for 1P reserves and an average of 54% for 2P reserves, whereas the expected values were 90% and 50%, respectively. Thus, on average over this time period, filers in Canada overestimated 1P reserves and underestimated 2P reserves. Considering the entire reserves distributions, bias measurements indicate that filers in Canada were moderately overconfident and slightly pessimistic. Revisions Other Than Price (ROTP) calculated for 32 U.S. companies for the 11-year period were positive an average of only 51% for 1P reserves, compared to an expected 90%. Thus, on average over this time period, filers in the U.S. overestimated 1P reserves significantly. Considering the entire reserves distributions, bias measurements indicate that filers in the U.S. were somewhere between complete overconfidence and neutral directional bias, and moderate overconfidence and complete optimism. The biases in reserves estimates filed in both Canada and the U.S. suggest that adjustments in reserves estimation procedures are warranted. \nThree groups of professionals can benefit from this study: (1) estimators, who can use the methodology to track their technical revisions over time, calibrate them, and use this information to adjust future estimation procedures; (2) investors, who can analyze reported reserves estimates to compare volumes fairly; and (3) regulators, who can ensure that filers are complying with appropriate criteria for 1P and 2P reserves.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation 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 score0.256
Threshold uncertainty score0.980

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.019
GPT teacher head0.219
Teacher spread0.200 · 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