Gavin Lee Kretzschmar

University of Edinburgh - Accounting and Finance

William Robertson Building

Edinburgh EH8 9JY

United Kingdom

SCHOLARLY PAPERS

18

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SSRN CITATIONS
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CROSSREF CITATIONS

19

Scholarly Papers (18)

1.

The Case for Fully Integrated Models of Economic Capital

Number of pages: 28 Posted: 17 Dec 2008 Last Revised: 10 Feb 2009
Alexander J. McNeil, Axel Kirchner and Gavin Lee Kretzschmar
Heriot-Watt University, University of Edinburgh and University of Edinburgh - Accounting and Finance
Downloads 756 (39,209)
Citation 2

Abstract:

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risk management, economic capital, enterprise risk management, Basel II, Solvency II, stochastic models, stress testing

2.

An Integrated Framework for IFRS Fair Value Accounting and Institutional Risk Capital Reporting

Number of pages: 44 Posted: 20 Feb 2009 Last Revised: 23 Mar 2009
Gavin Lee Kretzschmar, Axel Kirchner and Alexander J. McNeil
University of Edinburgh - Accounting and Finance, University of Edinburgh and Heriot-Watt University
Downloads 747 (39,857)

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IFRS 7, Risk, Basel, Banking, Disclosure, Turner Report

3.

Commodity Price Shocks and Economic State Variables: Empirical Insights into Asset Valuation and Risk in the Oil and Gas Sector

Number of pages: 40 Posted: 18 Sep 2006
Gavin Lee Kretzschmar and Axel Kirchner
University of Edinburgh - Accounting and Finance and University of Edinburgh
Downloads 478 (70,915)
Citation 3

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Oil and Gas, Oilfield, Asset, Risk, Oil Price Volatility

4.

Integrated Capital Adequacy Principles for Institutional, Asset and Economic Risk Factor Stress Testing

Number of pages: 51 Posted: 22 Dec 2008 Last Revised: 03 May 2009
Gavin Lee Kretzschmar, Alexander J. McNeil and Axel Kirchner
University of Edinburgh - Accounting and Finance, Heriot-Watt University and University of Edinburgh
Downloads 404 (86,620)

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Enterprise Risk, Economic Capital, Banks, Basel

5.

Accounting for Contractual Contingency: Insights into Oil and Gas Asset Market Risk Exposures

Number of pages: 22 Posted: 14 Dec 2006
Gavin Lee Kretzschmar, Bard Misund and David Hatherly
University of Edinburgh - Accounting and Finance, University of Stavanger and University of Edinburgh - Accounting and Finance
Downloads 366 (97,056)
Citation 2

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Accounting, SEC, Oilfield, Oil Price

6.

The Impact of Tax Shocks and Oil Price Volatility on Risk - a Study of North Sea Oilfield Projects

Number of pages: 30 Posted: 25 Jul 2006
Gavin Lee Kretzschmar and Peter Moles
University of Edinburgh - Accounting and Finance and University of Edinburgh - Business School
Downloads 178 (200,262)

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7.

Resource Nationalism - Limits on FDI

Number of pages: 35 Posted: 21 Dec 2008 Last Revised: 13 Feb 2009
Gavin Lee Kretzschmar and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance and affiliation not provided to SSRN
Downloads 150 (231,340)

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foreign direct investment, resource nationalism, ownership

8.

Recovery of Hidden Economic and State Variable Effects on Oil and Gas Asset Value and Risk Measures

Number of pages: 32 Posted: 26 Sep 2006
Gavin Lee Kretzschmar and Axel Kirchner
University of Edinburgh - Accounting and Finance and University of Edinburgh
Downloads 150 (231,340)

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Oil and Gas, Time Variance, Risk

9.

The Effects of Asset Control on Energy Firm Value

Number of pages: 30 Posted: 03 Mar 2009
Gavin Lee Kretzschmar, Magnus Gran-Jansen and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance, University of Edinburgh and affiliation not provided to SSRN
Downloads 141 (243,246)

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Firm value, oil and gas, control, Tobin's Q, accounting disclosure

10.

Market Evidence of Economic State Variable Effects on Resource Sector Returns and Risk Premia

Number of pages: 22 Posted: 14 Dec 2006
Gavin Lee Kretzschmar
University of Edinburgh - Accounting and Finance
Downloads 124 (268,590)
Citation 4

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Fama French Three-Factor Model, State Variables, Stock Returns

11.

Limits to International Diversification in Oil and Gas - Domestic vs. Foreign Asset Control

Number of pages: 28 Posted: 03 Mar 2009 Last Revised: 19 Apr 2015
Gavin Lee Kretzschmar and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance and affiliation not provided to SSRN
Downloads 101 (310,276)

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Oil and gas, asset diversification, control, ownership

12.

The Value of Strategic Resource Ownership - National Winners and Major Losers

Number of pages: 29 Posted: 04 Jan 2009
Gavin Lee Kretzschmar, Magnus Gran-Jansen and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance, University of Edinburgh and affiliation not provided to SSRN
Downloads 78 (363,970)
Citation 1

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Value of ownership, oil and gas, strategic ownership

13.

The Ownership Advantage of Resource Hosting

Global Economy and Finance Journal, Forthcoming
Number of pages: 36 Posted: 23 Dec 2008 Last Revised: 05 May 2013
Gavin Lee Kretzschmar, Magnus Gran-Jansen and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance, University of Edinburgh and affiliation not provided to SSRN
Downloads 78 (363,970)

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Ownership, Oil & Gas, Sustainable advantage, commodities

14.

Russian Capitalism - Mixing Economic and Political Signals

Number of pages: 33 Posted: 17 Dec 2008 Last Revised: 05 Jan 2009
Gavin Lee Kretzschmar, Axel Kirchner and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance, University of Edinburgh and affiliation not provided to SSRN
Downloads 59 (422,114)

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Oil and gas, event study, Russian capitalism

15.

State Support and Resource Hosting - New Preconditions for Outperformance in the Natural Resource Sector

Number of pages: 44 Posted: 02 Mar 2009
Gavin Lee Kretzschmar and Liliya Sharifzyanova
University of Edinburgh - Accounting and Finance and affiliation not provided to SSRN
Downloads 37 (511,154)

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Oil and gas, asset qcuisitions, abnormal returns, event study

16.

The Effect of Private and Public Risks on Oilfield Asset Pricing: Empirical Insights into the Georgetown Real Option Debate

Journal of Applied Corporate Finance, Vol. 18, No. 2, pp. 106-115, Spring 2006
Number of pages: 12 Posted: 09 Nov 2006
Gavin Lee Kretzschmar and Peter Moles
University of Edinburgh - Accounting and Finance and University of Edinburgh - Business School
Downloads 25 (576,776)
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17.

Market Risks and Oilfield Ownership - Refining Oil and Gas Disclosures

Energy Policy, Vol. 35, pp. 5901-5917, 2007
Posted: 12 Jan 2009 Last Revised: 12 Apr 2015
Gavin Lee Kretzschmar, Bard Misund and David Hatherly
University of Edinburgh - Accounting and Finance, University of Stavanger and University of Edinburgh - Accounting and Finance

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SEC Disclosure, Oil and Gas, Reserves, Market Risk

18.

Risk and Return in Oilfield Asset Holdings

Energy Economics, Vol. 30, 2008
Posted: 14 Dec 2006 Last Revised: 19 Jan 2009
Gavin Lee Kretzschmar
University of Edinburgh - Accounting and Finance

Abstract:

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Oil and Gas, Oilfield, Emerging Markets, Asset Valuation