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Record W3092957372

Valuation in the energy sector: Fundamentals or bubbles?

2020· preprint· en· W3092957372 on OpenAlexaboutno aff
I-Chuan Huang, María Helena Veiga, Sofía B. Ramos

Bibliographic record

VenueRePEc: Research Papers in Economics · 2020
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicCapital Investment and Risk Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsValuation (finance)EconomicsEconometricsEnergy sectorMonetary economicsFinancial economicsAccountingNatural resource economics
DOInot available

Abstract

fetched live from OpenAlex

We analyze valuation in the energy sector using the present value model as a framework.Using a panel sample of sector indexes and firms from Canada, Japan, the United Kingdom,and the United States, we find only weak evidence that prices follow the fundamentals foroil explorers and producers subsector. A variance decomposition analysis shows that mostlyshocks in discount rates, seen as investor sentiment changes and not changes in cash flows,affect valuation. Further tests detect explosive bubbles on the exploration and productionsector in the United Kingdom and in integrated subsector for Canada in the late 1990'sand around 2005 that are driven by high prices. Overall, results cast doubt on the role offundamentals and favor more the importance of bubbles in driving valuation.

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 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)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.260
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.138
GPT teacher head0.323
Teacher spread0.186 · 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 teacher head, not a consensus.

Study designTheoretical or conceptual
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
Published2020
Admission routes1
Has abstractyes

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