Details about Graeme Guthrie
Access statistics for papers by Graeme Guthrie.
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Short-id: pgu196
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Working Papers
2018
- How Do Firms Make Capital Structure Decisions When Facing Big Events? The Case of Hospital Corporation of America (HCA)
Working Papers in Economics, University of Canterbury, Department of Economics and Finance 
2012
- Contemporary Microeconomic Foundations for the Structure and Management of the Public Sector
Treasury Working Paper Series, New Zealand Treasury View citations (2)
- Incomplete Contracts: Implications for the Organisation of the Public Sector' presented by Neil Quigley 6 Sept 2012
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Valuation of Carbon Forestry and the New Zealand Emissions Trading Scheme: A Real Options Approach Using the Binomial Tree Method
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists
Also in 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists (2012)
2011
- An Examination of Frank Wolak’s Model of Market Power and its Application to the New Zealand Electricity Market
Working Papers in Economics, University of Canterbury, Department of Economics and Finance
See also Journal Article in New Zealand Economic Papers (2012)
- Climate Change Mitigation Policy: The Effect of the New Zealand Emissions Trading Scheme on New Radiata Pine Forest Plantations in New Zealand
2011 Conference (55th), February 8-11, 2011, Melbourne, Australia, Australian Agricultural and Resource Economics Society View citations (1)
2010
- A Binomial Tree Approach to Valuing Fixed Rotation Forests and Flexible Rotation Forests Under a Mean Reverting Timber Price Process
2010 Conference, August 26-27, 2010, Nelson, New Zealand, New Zealand Agricultural and Resource Economics Society
- A New Zealand Electricity Market Model: Assessment of the Effect of Climate Change on Electricity Production and Consumption
Working Papers, Motu Economic and Public Policy Research View citations (4)
Also in Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation (2010) View citations (4)
- Climate Change: winners and losers in New Zealand's electricity market
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
2008
- Estimating Implied Valuation Parameters: Extension and Application to Ground Lease Rentals
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
2007
- Commodity Price Behavior With Storage Frictions
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (1)
2006
- A Dynamic Theory of Cooperatives: The Link between Efficiency and Valuation
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (4)
See also Journal Article in Journal of Institutional and Theoretical Economics (JITE) (2006)
- Assessing the Integration of Electricity Markets Using Principal Component Analysis: Network and Market Structure Effects
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
See also Journal Article in Contemporary Economic Policy (2008)
- Estimating the WACC in a Regulatory Setting: An Assessment of Dr Martin Lally's paper 'The Weighted Average Cost of Capital for Electricity Lines Businesses' of 8 September 2005
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Hedging the Value of Waiting
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (3)
See also Journal Article in Journal of Banking & Finance (2006)
- Incentive Regulation of Prices when Costs are Sunk
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (17)
See also Journal Article in Journal of Regulatory Economics (2006)
- My Kingdom for a Horse: Resolving Conflicts of Interest in Asset Management
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Options Provided by Storage can Explain High Electricity Prices
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Payback Without Apology
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (2)
See also Journal Article in Accounting and Finance (2006)
- Price regulation and investment: a two-way street
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
- Real Options and Transmission Investment: the New Zealand Grid Investment Test
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (11)
- Regulating Infrastructure: The Impact on Risk and Investment
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (151)
See also Journal Article in Journal of Economic Literature (2006)
2005
- Corporate investment: is the long-term view always best?
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
- Human Capital and Popular Investment Advice
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (5)
See also Journal Article in Review of Finance (2005)
- Incentive Regulation: Asset Valuation and Investment in Advance
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Missed Opportunities: Optimal Investment Timing when Information is Costly
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
See also Journal Article in Journal of Financial and Quantitative Analysis (2007)
- Risk, Price Regulation, and Irreversible Investment
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (17)
See also Journal Article in International Journal of Industrial Organization (2005)
2004
- Cricket Interruptus: Fairness and Incentive in Interrupted Cricket Matches
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (2)
Also in Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers, Indian Statistical Institute, New Delhi, India (2002)
Discussion Papers, Indian Statistical Institute, Delhi (2002)
- Electricity Spot Price Dynamics: Beyond Financial Models
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
See also Journal Article in Energy Policy (2007)
- Sunk Investments, Regulation and the Cost of Capital
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
2003
- Approaches to Assessing Market Power in Electricity Markets
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (1)
- Asset Stranding is Inevitable: Implications for Optimal Regulatory Design
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Build it and they may leave! Asset-Stranding: Risk and Regulation
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
- Carbon Subsidies and Optimal Forest Management
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (2)
- Competing Payment Schemes
Working Papers, Department of Economics, The University of Auckland View citations (18)
See also Journal Article in Journal of Industrial Economics (2007)
- Is New Zealand One Market or Many? Implications for Locational Portfolios
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- The Required Rate of Return with Sunk Investments
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
2002
- Can Ex Post Rates of Return Detect Monopoly Profits?
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Capping network profits in a world of bad news
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
- Efficient Price Regulations of Networks that have Sunk Costs: Should Caps be Based on Historical or Replacement Costs
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- High Frequency Electricity Spot Price Dynamics: An Intra-day Markets Approach
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation View citations (2)
- One filming to bind them
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
- The marginal cost of electricity: What is water worth?
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
- Unbundling the debate over bundling in the dairy industry
Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation
Journal Articles
2020
- Easy money? Managerial power and the option backdating game revisited
Journal of Banking & Finance, 2020, 118, (C)
- Incentivizing residential land development
Housing Studies, 2020, 35, (5), 820-838
- Investment flexibility as a barrier to entry
Journal of Economic Dynamics and Control, 2020, 116, (C)
- Regulation, welfare, and the risk of asset stranding
The Quarterly Review of Economics and Finance, 2020, 78, (C), 273-287
2019
- Real options analysis of climate-change adaptation: investment flexibility and extreme weather events
Climatic Change, 2019, 156, (1), 231-253
2014
- Forest Valuation under the New Zealand Emissions Trading Scheme: A Real Options Binomial Tree with Stochastic Carbon and Timber Prices
Land Economics, 2014, 90, (1), 44-60 View citations (6)
- REAL OPTIONS AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS
Journal of Economic Surveys, 2014, 28, (2), 265-283
2013
- A value premium without operating leverage
Finance Research Letters, 2013, 10, (1), 1-11 View citations (3)
- The role of storage in a competitive electricity market and the effects of climate change
Energy Economics, 2013, 36, (C), 405-418 View citations (7)
2012
- An examination of Frank Wolak's model of market power and its application to the New Zealand electricity market
New Zealand Economic Papers, 2012, 46, (1), 25-34
See also Working Paper (2011)
- Price-cap regulation and the scale and timing of investment
RAND Journal of Economics, 2012, 43, (3), 537-561 View citations (20)
- Regulated prices and real options
Telecommunications Policy, 2012, 36, (8), 650-663 View citations (4)
- Uncertainty and the trade-off between scale and flexibility in investment
Journal of Economic Dynamics and Control, 2012, 36, (11), 1718-1728 View citations (8)
2011
- A note on operating leverage and expected rates of return
Finance Research Letters, 2011, 8, (2), 88-100 View citations (5)
2010
- Holding onto Your Horses: Conflicts of Interest in Asset Management
Journal of Law and Economics, 2010, 53, (4), 689 - 713 View citations (4)
- House prices, development costs, and the value of waiting
Journal of Urban Economics, 2010, 68, (1), 56-71 View citations (10)
2009
- Carbon Subsidies, Taxes and Optimal Forest Management
Environmental & Resource Economics, 2009, 43, (2), 275-293 View citations (17)
- Estimating unobservable valuation parameters for illiquid assets
Accounting and Finance, 2009, 49, (3), 465-479 View citations (1)
- How Options Provided by Storage Affect Electricity Prices
Southern Economic Journal, 2009, 75, (3), 681–702 View citations (6)
2008
- ASSESSING THE INTEGRATION OF ELECTRICITY MARKETS USING PRINCIPAL COMPONENT ANALYSIS: NETWORK AND MARKET STRUCTURE EFFECTS
Contemporary Economic Policy, 2008, 26, (1), 145-161 View citations (5)
See also Working Paper (2006)
2007
- COMPETING PAYMENT SCHEMES*
Journal of Industrial Economics, 2007, 55, (1), 37-67 View citations (23)
See also Working Paper (2003)
- Electricity spot price dynamics: Beyond financial models
Energy Policy, 2007, 35, (11), 5614-5621 View citations (31)
See also Working Paper (2004)
- Missed Opportunities: Optimal Investment Timing When Information is Costly
Journal of Financial and Quantitative Analysis, 2007, 42, (2), 467-488 View citations (2)
See also Working Paper (2005)
2006
- A Dynamic Theory of Cooperatives: The Link between Efficiency and Valuation
Journal of Institutional and Theoretical Economics (JITE), 2006, 162, (2), 364-383 View citations (5)
See also Working Paper (2006)
- Hedging the value of waiting
Journal of Banking & Finance, 2006, 30, (4), 1245-1267 View citations (3)
See also Working Paper (2006)
- Incentive Regulation of Prices When Costs are Sunk
Journal of Regulatory Economics, 2006, 29, (3), 239-264 View citations (19)
See also Working Paper (2006)
- Payback without apology
Accounting and Finance, 2006, 46, (1), 1-10 View citations (2)
See also Working Paper (2006)
- Pricing access: Forward-looking versus backward-looking cost rules
European Economic Review, 2006, 50, (7), 1767-1789 View citations (16)
- Regulating Infrastructure: The Impact on Risk and Investment
Journal of Economic Literature, 2006, 44, (4), 925-972 View citations (159)
See also Working Paper (2006)
2005
- Human Capital and Popular Investment Advice
Review of Finance, 2005, 9, (2), 139-164 View citations (5)
Also in Review of Finance, 2005, 9, (2), 139-164 (2005)
See also Working Paper (2005)
- Reply to the comments of Duckworth and Lewis
Journal of the Operational Research Society, 2005, 56, (11), 1337-1341
- Risk, price regulation, and irreversible investment
International Journal of Industrial Organization, 2005, 23, (1-2), 109-128 View citations (20)
See also Working Paper (2005)
2004
- Cricket interruptus: fairness and incentive in limited overs cricket matches
Journal of the Operational Research Society, 2004, 55, (8), 822-829 View citations (5)
- The Optimal Design of Interest Rate Target Changes
Journal of Money, Credit and Banking, 2004, 36, (1), 115-37 View citations (7)
2003
- Cash Flow Immediacy and the Value of Investment Timing
Journal of Financial Research, 2003, 26, (4), 553-570 View citations (1)
- Investment, Uncertainty, and Liquidity
Journal of Finance, 2003, 58, (5), 2143-2166 View citations (98)
2000
- Open mouth operations
Journal of Monetary Economics, 2000, 46, (2), 489-516 View citations (150)
1999
- Testing the expectations theory of the term structure for New Zealand
New Zealand Economic Papers, 1999, 33, (1), 93-114 View citations (6)
Books
2009
- Real Options in Theory and Practice
OUP Catalogue, Oxford University Press View citations (40)
Chapters
2017
- Commodity Prices and the Option Value of Storage
Chapter 1 in Real Options in Energy and Commodity Markets, 2017, pp 3-29
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