MODELS OF COMPLEX CONSIDERATION OF UNCERTAINTY FACTORS IN INVESTMENT DECISION MAKING IN OIL AND GAS INDUSTRY
A.O. Kostylev, L.V. Skopina
Novosibirsk State University, Pirogov st., 2, Novosibirsk, Novosibirsk region, 630090
Keywords: нефтегазовые инвестиционные проекты, факторы неопределенности при оценке, DCF метод, вероятностное моделирование, дерево решений, метод Монте-Карло, метод реальных опционов, oil and gas investment projects, factors of uncertainty in evaluation, DCF method, modeling with probability, decision tree, Monte Carlo method, real option method
Abstract
The main factors of uncertainty required to be considered in oil and gas investment project evaluation are analyzed and systemized. The article considers methods of complex consideration of the main uncertainty factors: real option method, modeling with probability (decision tree and Monte Carlo method). Results of experimental calculations that simultaneously consider geological, economical and managerial uncertainty factors.
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