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Keywords: portfolio optimization
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Proceedings Papers

Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179951-MS
... The solution is comprised of three pillars which will be outlined in more detail below. Exploration Prospect Risk Assessment Exploration Prospect Value Assessment Exploration Portfolio Optimization Exploration Prospect Risk Assessment The first pillar in the solution is the exploration...
Proceedings Papers

Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179954-MS
... that are routinely reported is far more informative to decision makers or investors than the current practice of a single expected value. asset and portfolio management reserves evaluation Simulation Artificial Intelligence Upstream Oil & Gas prospective resource portfolio optimization portfolio...
Proceedings Papers

Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179969-MS
.... planning & scheduling Commodity Price cash flow portfolio optimization investment approximation oil price Scenario portfolio model strategic issue Artificial Intelligence Portfolio analysis constraint debt covenant downside exposure society of petroleum engineers integration...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, May 19–20, 2014
Paper Number: SPE-169836-MS
... on the optimization of oil and gas portfolios, taking into consideration the risk of each project. A model has been developed to perform portfolio optimization using Markowitz's theory. In this study, portfolio optimization has been performed in the presence of different levels of overconfidence and directional bias...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, May 19–20, 2014
Paper Number: SPE-169853-MS
... Discuss state prior to deployment Evaluate technical challenges with current state Review state after deployment Examine results and gained benefits Proposed model for integrated planning framework Results & Observations: Improved efficiency of portfolio optimization was significant...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, May 19–20, 2014
Paper Number: SPE-169868-MS
.... portfolio optimization constraint inventory decision support system Upstream Oil & Gas metric objective asset and portfolio management investment assessment consideration operational risk Scenario probability society of petroleum engineers Portfolio analysis selection allocation...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, September 24–25, 2012
Paper Number: SPE-162748-MS
... constraints from the business unit down to the asset team. It will result in a more balanced and diversified portfolio and drive better decisions in the capital allocation process. project economics upstream oil & gas artificial intelligence portfolio optimization asset and portfolio management...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, September 24–25, 2012
Paper Number: SPE-162911-MS
... engineers geoknowledge portfolio optimization resource fractile assumption spe 162911 exploration asset evaluation Introduction Modern geologists are at the forefront of probabilistic decision methods applications in evaluation of exploration assets. It took about one generation to move from...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, March 8–9, 2010
Paper Number: SPE-129259-MS
... Abstract The process of portfolio optimization provides guidance to decision makers on how to manage an asset base given corporate objectives, market conditions, and organizational capability. Many applications in the oil and gas industry are based upon Markowitz’s efficient portfolio theory...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, March 8–9, 2010
Paper Number: SPE-130172-MS
... 130172 npv portfolio optimization portfolio analysis Introduction One of the most important ideas in finance, pioneered by Markowitz (1999) , is the efficient frontier, showing how careful selection of an investment portfolio can minimize risk for a specified expected return. Oil and gas...
Proceedings Papers

Paper presented at the Hydrocarbon Economics and Evaluation Symposium, April 1–3, 2007
Paper Number: SPE-107852-MS
... information in project or asset evaluation, portfolio optimization, and competitive bidding. The premise of our approach to correct for optimizer's curse is straightforward enough, though implementing this method requires judging the population of evaluated projects—or at least assessing the shape...
Proceedings Papers

Paper presented at the Hydrocarbon Economics and Evaluation Symposium, April 1–3, 2007
Paper Number: SPE-107709-MS
... centered on the methods to perform portfolio optimization. However, the greatest value added by portfolio optimization is not in the optimization itself, but on the use of the results as an aid to decision making. Unfortunately, little research has been done on this behalf. This paper proposes a new...
Proceedings Papers

Paper presented at the Hydrocarbon Economics and Evaluation Symposium, April 1–3, 2007
Paper Number: SPE-107708-MS
... measures are compared, and contrasted with results of widely used ranking procedures that ignore risk. Energy Economics supply and demand forecasting asset and portfolio management market analysis Upstream Oil & Gas optimal portfolio NPV portfolio optimization portfolio deviation risk...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94438-MS
... asset and portfolio management spe 94438 portfolio value constraint efficient frontier kkt condition discount rate assumption variance formulation capital optimization problem portfolio optimization project valuation artificial intelligence participation factor upstream oil...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94565-MS
... Proposal The main focus of most portfolio optimization tools in the E&P industry is to determine the efficient frontier by defining risk and return measures and then selecting one of the portfolios along the curve as the most appropriate portfolio for a given set of conditions...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94586-MS
... interest participant variance rav strategic planning and management owi working interest risk tolerance country risk chance factor art rev evaluation portfolio optimization farminee pvf value uncertainty prospect evaluation parameter Introduction Decision-making theory states...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94658-MS
... year normalizes out the effect of price. Figure 2 shows a single year's correlation for illustration purposes. Some companies are indicated on the figure which lack market capitalization data at this time. These lie on the proved reserves axis. reserve inventory size portfolio optimization...
Proceedings Papers

Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94631-MS
.... scenario income tax project economics npv asset and portfolio management upstream oil & gas spe 94631 variation npv proper ring fence contract portfolio analysis portfolio optimization recovery ring fence provision fiscal variable proper ring fencing ring fencing royalty license...

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