Details about Graeme Guthrie

Access statistics for papers by Graeme Guthrie.

Last updated 2013-03-01. Update your information in the RePEc Author Service.

Short-id: pgu196

Working Papers

2012

1. 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

2. 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)
3. 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

4. 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
5. 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)

2003

6. Competing Payment Schemes
   Departmental Working Papers, National University of Singapore, Department of Economics View citations (36)
   See also Journal Article in Journal of Industrial Economics (2007)

2002

7. Cricket interruptus: Fairness and incentive in interruped cricket matches
   Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers, Indian Statistical Institute, New Delhi, India

Journal Articles

2012

1. 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)
2. Price-cap regulation and the scale and timing of investment
   RAND Journal of Economics, 2012, 43, (3), 537-561 View citations (14)
3. Uncertainty and the trade-off between scale and flexibility in investment
   Journal of Economic Dynamics and Control, 2012, 36, (11), 1718-1728 View citations (5)

2011

4. A note on operating leverage and expected rates of return
   Finance Research Letters, 2011, 8, (2), 88-100 View citations (4)

2010

5. Holding onto Your Horses: Conflicts of Interest in Asset Management
   Journal of Law and Economics, 2010, 53, (4), 689 - 713 View citations (4)
6. House prices, development costs, and the value of waiting
   Journal of Urban Economics, 2010, 68, (1), 56-71 View citations (9)

2009

7. Carbon Subsidies, Taxes and Optimal Forest Management
   Environmental & Resource Economics, 2009, 43, (2), 275-293 View citations (15)
8. Estimating unobservable valuation parameters for illiquid assets
   Accounting and Finance, 2009, 49, (3), 465-479 View citations (1)
9. How Options Provided by Storage Affect Electricity Prices
   Southern Economic Journal, 2009, 75, (3), 681–702 View citations (6)

2008

10. 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)

2007

11. COMPETING PAYMENT SCHEMES*
    Journal of Industrial Economics, 2007, 55, (1), 37-67 View citations (18)
    See also Working Paper (2003)
12. Electricity spot price dynamics: Beyond financial models
    Energy Policy, 2007, 35, (11), 5614-5621 View citations (30)
13. Missed Opportunities: Optimal Investment Timing When Information is Costly
    Journal of Financial and Quantitative Analysis, 2007, 42, (2), 467-488 View citations (1)

2006

14. 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 (4)
15. Hedging the value of waiting
    Journal of Banking & Finance, 2006, 30, (4), 1245-1267 View citations (2)
16. Incentive Regulation of Prices When Costs are Sunk
    Journal of Regulatory Economics, 2006, 29, (3), 239-264 View citations (19)
17. Payback without apology
    Accounting and Finance, 2006, 46, (1), 1-10 View citations (1)
18. Pricing access: Forward-looking versus backward-looking cost rules
    European Economic Review, 2006, 50, (7), 1767-1789 View citations (13)
19. Regulating Infrastructure: The Impact on Risk and Investment
    Journal of Economic Literature, 2006, 44, (4), 925-972 View citations (142)

2005

20. Human Capital and Popular Investment Advice
    Review of Finance, 2005, 9, (2), 139-164 View citations (5)
21. Risk, price regulation, and irreversible investment
    International Journal of Industrial Organization, 2005, 23, (1-2), 109-128 View citations (18)

2004

22. The Optimal Design of Interest Rate Target Changes
    Journal of Money, Credit and Banking, 2004, 36, (1), 115-37 View citations (6)

2003

23. Cash Flow Immediacy and the Value of Investment Timing
    Journal of Financial Research, 2003, 26, (4), 553-570 View citations (1)
24. Investment, Uncertainty, and Liquidity
    Journal of Finance, 2003, 58, (5), 2143-2166 View citations (82)

2000

25. Open mouth operations
    Journal of Monetary Economics, 2000, 46, (2), 489-516 View citations (142)

1999

26. 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

1. Real Options in Theory and Practice
   OUP Catalogue, Oxford University Press View citations (34)