Margaret C. Insley

University of Waterloo - Department of Economics

200 University Avenue, West

Waterloo, Ontario N2L 3G1

Canada

http://economics.uwaterloo.ca/margaret-insley

SCHOLARLY PAPERS

13

DOWNLOADS

315

SSRN CITATIONS

3

CROSSREF CITATIONS

8

Scholarly Papers (13)

1.

Resource Extraction with a Carbon Tax and Regime Switching Prices

Energy Economics, Vol 67, September 2018, DOI:10.1016/j.eneco.2017.07.013
Number of pages: 47 Posted: 19 Aug 2013 Last Revised: 15 Jun 2018
Margaret C. Insley
University of Waterloo - Department of Economics
Downloads 99 (323,806)
Citation 1

Abstract:

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non-renewable natural resources, oil sands, optimal control, HJB equation, carbon tax, regime switching

2.

An Options Pricing Approach to Ramping Rate Restrictions at Hydro Power Plants

Number of pages: 60 Posted: 05 Dec 2014
Shilei Niu and Margaret C. Insley
University of Waterloo - Department of Economics and University of Waterloo - Department of Economics
Downloads 63 (420,752)
Citation 1

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ramping rate, regime switching, hydro-peaking, real options, stochastic control, Hamilton Jacobi Bellman-Partial Differential Equation

3.

The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands

Number of pages: 43 Posted: 02 Jul 2013
Abdullah Almansour and Margaret C. Insley
King Fahd University of Petroleum & Minerals (KFUPM) and University of Waterloo - Department of Economics
Downloads 48 (476,421)
Citation 2

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non-renewable resource extraction, oil sands, stochastic costs, Least Squares Monte Carlo, co-integration of natural gas and oil prices, real options

4.

On the Option to Invest in Pollution Control Under a Regime of Tradable Emissions Allowances

Number of pages: 23 Posted: 24 Oct 2003
Margaret C. Insley
University of Waterloo - Department of Economics
Downloads 32 (551,934)
Citation 1
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5.

Strategic Interactions and Uncertainty in Decisions to Curb Greenhouse Gas Emissions

Number of pages: 59 Posted: 18 Jun 2018 Last Revised: 03 Oct 2019
Margaret C. Insley, Tracy Snoddon and Peter Forsyth
University of Waterloo - Department of Economics, Wilfrid Laurier University and University of Waterloo - David R. Cheriton School of Computer Science
Downloads 24 (600,329)
Citation 1

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climate change, dynamic Stackelberg game, uncertainty, asymmetric players, HJB equation

6.

The Economics of Water Conservation Regulations Under Uncertainty: An Application to Alberta’s Lower Athabasca River Region

Number of pages: 58 Posted: 09 Jul 2020
Yichun Huang and Margaret C. Insley
University of Waterloo - Department of Economics and University of Waterloo - Department of Economics
Downloads 16 (655,736)

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water conservation regulations, oil sands, storage, stochastic optimal control, Hamilton-Jacobi Bellman equation, uncertain river flow, uncertain oil price

7.

Leaving Your Tailings Behind: Environmental Bonds, Bankruptcy and Waste Cleanup

Number of pages: 61 Posted: 01 Jul 2020 Last Revised: 11 Dec 2020
Sara Aghakazemjourabbaf and Margaret C. Insley
affiliation not provided to SSRN and University of Waterloo - Department of Economics
Downloads 16 (655,736)

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environmental bond, bankruptcy, waste cleanup, mining, HJB equation

8.

Climate Games: Who's on First? What's on Second?

Number of pages: 45 Posted: 21 Jun 2018 Last Revised: 15 Feb 2019
Margaret C. Insley and Peter Forsyth
University of Waterloo - Department of Economics and University of Waterloo - David R. Cheriton School of Computer Science
Downloads 10 (701,037)
Citation 1

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Climate Change; Stackelberg Game; Uncertainty; Leader–Leader Game; Interleaved Game

9.

The Impact of Stochastic Convenience Yield on Long-Term Forestry Investment Decisions

Number of pages: 57 Posted: 24 Jun 2018
Shan Chen, Margaret C. Insley and Tony S. Wirjanto
University of Waterloo - Department of Economics, University of Waterloo - Department of Economics and University of Waterloo - School of Accounting and Finance
Downloads 7 (724,344)
Citation 2

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optimal tree harvesting, forestry, stochastic convenience yield

10.

Incorporating Fire Risk into Optimal Decisions in Forestry Using a No-Arbitrage Approach

Hedges and Trees: Incorporating Fire Risk into Optimal Decisions in ... Margaret Insley and Manle Lei,Journal of Agricultural and Resource Economics; Dec 2007; 32, 3;pg 492514.
Posted: 21 Jun 2018
Margaret C. Insley and Manle Lei
University of Waterloo - Department of Economics and Independent

Abstract:

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fire risk; forest value, hedging, jumps, no arbitrage, optimal harvesting, Poisson process, real options

11.

Contrasting Two Approaches in Real Options Valuation: Contingent Claims versus Dynamic Programming

Journal of Forest Economics, 16 (2010),157–176.
Posted: 14 Mar 2008 Last Revised: 29 Mar 2013
Margaret C. Insley and Tony S. Wirjanto
University of Waterloo - Department of Economics and University of Waterloo - School of Accounting and Finance

Abstract:

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optimal harvesting, real options, contingent claims, dynamic programming, market price of risk

12.

On Solving the Multirotational Timber Harvesting Problem with Stochastic Prices: A Linear Complementarity Formulation

American Journal of Agricultural Economics, Vol. 87, No. 3, pp. 735-755, August 2005
Posted: 20 Dec 2005
Margaret C. Insley and Kimberly Rollins
University of Waterloo - Department of Economics and University of Nevada, Reno - Department of Resource Economics

Abstract:

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linear complementarity problem, Markov decision process, mean reversion, optimal harvesting, real options

13.

On Estimating the Option Value of Preserving a Wilderness Area

Posted: 02 Oct 2000
Margaret C. Insley
University of Waterloo - Department of Economics

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