Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash

© 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group. The inability of existing analytical models to accurately predict future events has, at times, led to the economic failure of mining operations whose financial viabilities were determined based on static assumptions, leaving...

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Main Authors: Ajak, A., Lilford, Eric, Topal, Erkan
Format: Journal Article
Published: Taylor & Francis 2018
Online Access:http://hdl.handle.net/20.500.11937/71461
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author Ajak, A.
Lilford, Eric
Topal, Erkan
author_facet Ajak, A.
Lilford, Eric
Topal, Erkan
author_sort Ajak, A.
building Curtin Institutional Repository
collection Online Access
description © 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group. The inability of existing analytical models to accurately predict future events has, at times, led to the economic failure of mining operations whose financial viabilities were determined based on static assumptions, leaving operational managers with little room to make future decisions. Therefore, the application of a robust decision-making tool, such as Real Options (RO) can minimise losses and more accurately express uncertainty. This paper has considered a stochastic simulation to analyse ROs for a real case iron ore mine, which closed in April 2016. In comparing the net present value from the traditional discounted cash flow (DCF) method to delay, to abandon the operations and to stage the investment options, the ROs method increased the project value by between 56% and 195% depending on the volatility. As a new contribution, a managerial flexibility domain map is proposed in this paper. Thus, flexibility in mining operations creates agility, increases value and mitigates financial losses.
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institution Curtin University Malaysia
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last_indexed 2025-11-14T10:48:19Z
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spelling curtin-20.500.11937-714612018-12-13T09:31:47Z Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash Ajak, A. Lilford, Eric Topal, Erkan © 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group. The inability of existing analytical models to accurately predict future events has, at times, led to the economic failure of mining operations whose financial viabilities were determined based on static assumptions, leaving operational managers with little room to make future decisions. Therefore, the application of a robust decision-making tool, such as Real Options (RO) can minimise losses and more accurately express uncertainty. This paper has considered a stochastic simulation to analyse ROs for a real case iron ore mine, which closed in April 2016. In comparing the net present value from the traditional discounted cash flow (DCF) method to delay, to abandon the operations and to stage the investment options, the ROs method increased the project value by between 56% and 195% depending on the volatility. As a new contribution, a managerial flexibility domain map is proposed in this paper. Thus, flexibility in mining operations creates agility, increases value and mitigates financial losses. 2018 Journal Article http://hdl.handle.net/20.500.11937/71461 10.1080/17480930.2018.1479140 Taylor & Francis restricted
spellingShingle Ajak, A.
Lilford, Eric
Topal, Erkan
Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash
title Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash
title_full Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash
title_fullStr Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash
title_full_unstemmed Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash
title_short Valuing the unknown: could the real options have redeemed the ailing Western Australian junior iron ore operations in 2013–2016 iron price crash
title_sort valuing the unknown: could the real options have redeemed the ailing western australian junior iron ore operations in 2013–2016 iron price crash
url http://hdl.handle.net/20.500.11937/71461