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Keywords: portfolio optimization
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Proceedings Papers
Solutions to 5 Strategic Issues Plaguing Executives in 2015-2016: Solving the Right Problems With Portfolio Management
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179969-MS
.... portfolio optimization investment approximation portfolio model planning & scheduling Commodity Price cash flow oil price asset and portfolio management Upstream Oil & Gas strength metric Artificial Intelligence planning process price adjustment Scenario integration Portfolio...
Proceedings Papers
Comparing the Results of an Exploration Portfolio Optimized Using Utility Theory Versus the Kelly Criterion
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179972-MS
..., 2006 ) and described in the book "Fortune’s Formula" by Poundstone (2005) . decision support system Portfolio analysis Kelly method strategic planning and management portfolio optimization investment Artificial Intelligence Upstream Oil & Gas Cozzolino method formula optimum...
Proceedings Papers
Optimized Exploration Planning
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179951-MS
... of subsurface risk and uncertainty linked with the quantification of potential hydrocarbon recoverable ranges, economic analysis across different fiscal regimes and stochastic portfolio optimization. The paper will then look at optimizing a sample set of exploration opportunities and examine the results...
Proceedings Papers
Valuation of Prospective Resources - A Portfolio Approach
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, May 17–18, 2016
Paper Number: SPE-179954-MS
... to decision makers or investors than the current practice of a single expected value. Portfolio analysis Monte Carlo simulation programme asset and portfolio management reserves evaluation Simulation prospect EMV portfolio optimization portfolio discovery drilling programme Artificial...
Proceedings Papers
Perspectives on Risk: Balancing Considerations of Financial and Operational Risks in E&P Decisions
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, May 19–20, 2014
Paper Number: SPE-169868-MS
... of financial implications and performance critical to company success. Background portfolio optimization constraint inventory stochastic portfolio analysis decision support system asset and portfolio management Upstream Oil & Gas metric acquisition investment assessment consideration...
Proceedings Papers
The Value of Assessing Uncertainty in Oil and Gas Portfolio Optimization
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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
Transforming Portfolio Optimization through Reengineered Processes and Technologies
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, May 19–20, 2014
Paper Number: SPE-169853-MS
... Examine results and gained benefits Proposed model for integrated planning framework Results & Observations: Improved efficiency of portfolio optimization was significant, optimization time went from several weeks to days Portfolio optimization process was more fluid and responsive...
Proceedings Papers
Exploration Assets Evaluation: A Practical Way of Conforming Deterministic to Stochastic Mindsets
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, September 24–25, 2012
Paper Number: SPE-162911-MS
..., resource and value assessments. project economics upstream oil & gas fractile evaluation project valuation engineering asset evaluation closure discretization shortcut asset and portfolio management portfolio analysis simulation npv portfolio optimization mindset society...
Proceedings Papers
An Integrated Portfolio Management Approach for More Effective Business Planning
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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 development plan...
Proceedings Papers
Identifying Arbitrage Opportunities in Today's Energy Market Utilizing Portfolio Optimization, the Efficient Frontier Method, Risk Management and Market Correlations
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, September 24–25, 2012
Paper Number: SPE-162729-MS
... gas producer short position portfolio analysis deviation spe 162729 arbitrage opportunity standard deviation portfolio optimization optimal portfolio producer weighting variance covariance matrix asset and portfolio management energy stock super major stock efficient frontier method...
Proceedings Papers
E&P Portfolio Optimization - How to Decrease Risk and Increase Return
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, March 8–9, 2010
Paper Number: SPE-130172-MS
... selection can be accomplished by use of the Solver capability within Microsoft Excel. probability project portfolio downside decrease risk standard deviation only project efficient frontier probability distribution jackpot portfolio optimization upside portfolio careful selection society...
Proceedings Papers
Creating Efficient Portfolios that Match Competing Corporate Strategies
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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
Constructing Oil Exploration and Development Project Portfolios Using Several Risk Measures—A Realistic Example
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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 asset and portfolio management supply and demand pricing market analysis Artificial Intelligence portfolio optimization supply and demand forecasting optimization problem...
Proceedings Papers
Beyond Portfolio Optimization
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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
Optimizer's Curse: Removing the Effect of this Bias in Portfolio Planning
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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
Ring Fence Provisions - How Important Are They in Determining the Value of Petroleum Projects and Portfolios?
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94631-MS
... with no sliding scales in any of their tax or production sharing contract terms will almost always enhance the value of the portfolio. scenario income tax project economics npv asset and portfolio management portfolio optimization upstream oil & gas spe 94631 variation npv proper ring fence...
Proceedings Papers
A Quantitative Model of Asset Inventory Cycles and Portfolio Management for Performance Forecasting
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94658-MS
..., as well as those who grew organically over the last two decades. The article reports on a refined model framework and demonstrates its predictive abilities. reserve inventory size portfolio optimization asset and portfolio management indicator quantitative model timeframe reserves replacement...
Proceedings Papers
Going Beyond the Efficient Frontier Analysis Using an Integrated Portfolio Management Approach
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
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
Visualization and Interactive Filtering of Strategy Driven Portfolios as an Alternative to LP Optimization
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94676-MS
... Abstract Linear Programming approaches to Portfolio Optimization require much effort to "teach the computer" the Petroleum Business. We must described to the optimization program the costs, potential rewards, and uncertainties of every investment opportunity. For an optimizer to generate...
Proceedings Papers
The Use of Risk Adjusted Values in Exploration Portfolio Management
Available to PurchasePublisher: Society of Petroleum Engineers (SPE)
Paper presented at the SPE Hydrocarbon Economics and Evaluation Symposium, April 3–5, 2005
Paper Number: SPE-94586-MS
... working interest participant owi country risk evaluation portfolio optimization strategic planning and management working interest risk tolerance prospect evaluation parameter farminee pvf art rav owi variance value uncertainty spe 94586 chance factor art rev risk adjusted value...
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