200 University Avenue, West
Waterloo, Ontario N2L 3G1
Canada
http://economics.uwaterloo.ca/margaret-insley
University of Waterloo - Department of Economics
non-renewable natural resources, oil sands, optimal control, HJB equation, carbon tax, regime switching
ramping rate, regime switching, hydro-peaking, real options, stochastic control, Hamilton Jacobi Bellman-Partial Differential Equation
non-renewable resource extraction, oil sands, stochastic costs, Least Squares Monte Carlo, co-integration of natural gas and oil prices, real options
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climate change, dynamic Stackelberg game, uncertainty, asymmetric players, HJB equation
water conservation regulations, oil sands, storage, stochastic optimal control, Hamilton-Jacobi Bellman equation, uncertain river flow, uncertain oil price
environmental bond, bankruptcy, waste cleanup, mining, HJB equation
Climate Change; Stackelberg Game; Uncertainty; Leader–Leader Game; Interleaved Game
optimal tree harvesting, forestry, stochastic convenience yield
fire risk; forest value, hedging, jumps, no arbitrage, optimal harvesting, Poisson process, real options
optimal harvesting, real options, contingent claims, dynamic programming, market price of risk
linear complementarity problem, Markov decision process, mean reversion, optimal harvesting, real options
