Strategic and flexible LNG production under uncertain future demand and natural gas prices

<p dir="ltr">The expectation in global demand for liquified natural gas (LNG) remains bullish in the coming years. Despite the unprecedented impact of the COVID-19 pandemic, and the oil price wars between OPEC and Russia in 2020, causing oversupply and falling prices, the LNG markets...

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Main Author: Noor Yusuf (15748120) (author)
Other Authors: Rajesh Govindan (15468857) (author), Luluwah Al-Fagih (10063137) (author), Tareq Al-Ansari (9872268) (author)
Published: 2023
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author Noor Yusuf (15748120)
author2 Rajesh Govindan (15468857)
Luluwah Al-Fagih (10063137)
Tareq Al-Ansari (9872268)
author2_role author
author
author
author_facet Noor Yusuf (15748120)
Rajesh Govindan (15468857)
Luluwah Al-Fagih (10063137)
Tareq Al-Ansari (9872268)
author_role author
dc.creator.none.fl_str_mv Noor Yusuf (15748120)
Rajesh Govindan (15468857)
Luluwah Al-Fagih (10063137)
Tareq Al-Ansari (9872268)
dc.date.none.fl_str_mv 2023-05-17T00:00:00Z
dc.identifier.none.fl_str_mv 10.1016/j.heliyon.2023.e16358
dc.relation.none.fl_str_mv https://figshare.com/articles/preprint/Strategic_and_flexible_LNG_production_under_uncertain_future_demand_and_natural_gas_prices/23008772
dc.rights.none.fl_str_mv CC BY 4.0
info:eu-repo/semantics/openAccess
dc.subject.none.fl_str_mv Economics
Applied economics
Engineering
Resources engineering and extractive metallurgy
flexibility
stochastic modelling
Monte Carlo Simulation
long term contracts
spot selling
dc.title.none.fl_str_mv Strategic and flexible LNG production under uncertain future demand and natural gas prices
dc.type.none.fl_str_mv Text
Preprint
info:eu-repo/semantics/publishedVersion
text
preprint
description <p dir="ltr">The expectation in global demand for liquified natural gas (LNG) remains bullish in the coming years. Despite the unprecedented impact of the COVID-19 pandemic, and the oil price wars between OPEC and Russia in 2020, causing oversupply and falling prices, the LNG markets continue to demonstrate flexibility and resilience in delivering the needs of different sectors, whilst helping achieve the emissions targets. This is attributed to the high competitiveness amongst LNG producers and suppliers, providing greater confidence for medium-to-long term demand. However, the uncertainties in the current outlook for the return of demand and price growth in the post-COVID period pose difficulty for new liquefaction project investment decisions in the pre-Investment Decision Phase (pre-FID). Accordingly, the consideration of new production and selling strategies is needed in the early design stages of projects to cope with the shift in buyers' sentiments favouring increased reliance on spot and short-term uncontracted volumes, as well as incorporating additional flexibility into long-term contracts. In this study, the economic valuation of the flexible Air Product's AP-X liquefaction technology was investigated considering the modelling of price volatilities, using the mean-reverting jump-diffusion pricing model and Monte Carlo simulation, assuming different demand level scenarios in the high-income Asia Pacific markets based on historical trends. The results clearly demonstrate that embedding flexibility within an LNG production system allows producers and suppliers to diversify selling strategies and take advantage of the lucrative market conditions when demand and prices increase, and hedge against market risks when demand and prices are low.</p><h2>Other Information</h2><p dir="ltr">Published in: Heliyon<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/<br></a>See article on publisher's website:<a href="http://dx.doi.org/10.3390/su141811251" target="_blank">http://dx.doi.org/</a><a href="https://doi.org/10.1016/j.heliyon.2023.e16358" target="_blank">10.1016/j.heliyon.2023.e16358</a></p>
eu_rights_str_mv openAccess
id Manara2_e4928cac75f9bcb7200bd6196efc05df
identifier_str_mv 10.1016/j.heliyon.2023.e16358
network_acronym_str Manara2
network_name_str Manara2
oai_identifier_str oai:figshare.com:article/23008772
publishDate 2023
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spelling Strategic and flexible LNG production under uncertain future demand and natural gas pricesNoor Yusuf (15748120)Rajesh Govindan (15468857)Luluwah Al-Fagih (10063137)Tareq Al-Ansari (9872268)EconomicsApplied economicsEngineeringResources engineering and extractive metallurgyflexibilitystochastic modellingMonte Carlo Simulationlong term contractsspot selling<p dir="ltr">The expectation in global demand for liquified natural gas (LNG) remains bullish in the coming years. Despite the unprecedented impact of the COVID-19 pandemic, and the oil price wars between OPEC and Russia in 2020, causing oversupply and falling prices, the LNG markets continue to demonstrate flexibility and resilience in delivering the needs of different sectors, whilst helping achieve the emissions targets. This is attributed to the high competitiveness amongst LNG producers and suppliers, providing greater confidence for medium-to-long term demand. However, the uncertainties in the current outlook for the return of demand and price growth in the post-COVID period pose difficulty for new liquefaction project investment decisions in the pre-Investment Decision Phase (pre-FID). Accordingly, the consideration of new production and selling strategies is needed in the early design stages of projects to cope with the shift in buyers' sentiments favouring increased reliance on spot and short-term uncontracted volumes, as well as incorporating additional flexibility into long-term contracts. In this study, the economic valuation of the flexible Air Product's AP-X liquefaction technology was investigated considering the modelling of price volatilities, using the mean-reverting jump-diffusion pricing model and Monte Carlo simulation, assuming different demand level scenarios in the high-income Asia Pacific markets based on historical trends. The results clearly demonstrate that embedding flexibility within an LNG production system allows producers and suppliers to diversify selling strategies and take advantage of the lucrative market conditions when demand and prices increase, and hedge against market risks when demand and prices are low.</p><h2>Other Information</h2><p dir="ltr">Published in: Heliyon<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/<br></a>See article on publisher's website:<a href="http://dx.doi.org/10.3390/su141811251" target="_blank">http://dx.doi.org/</a><a href="https://doi.org/10.1016/j.heliyon.2023.e16358" target="_blank">10.1016/j.heliyon.2023.e16358</a></p>2023-05-17T00:00:00ZTextPreprintinfo:eu-repo/semantics/publishedVersiontextpreprint10.1016/j.heliyon.2023.e16358https://figshare.com/articles/preprint/Strategic_and_flexible_LNG_production_under_uncertain_future_demand_and_natural_gas_prices/23008772CC BY 4.0info:eu-repo/semantics/openAccessoai:figshare.com:article/230087722023-05-17T00:00:00Z
spellingShingle Strategic and flexible LNG production under uncertain future demand and natural gas prices
Noor Yusuf (15748120)
Economics
Applied economics
Engineering
Resources engineering and extractive metallurgy
flexibility
stochastic modelling
Monte Carlo Simulation
long term contracts
spot selling
status_str publishedVersion
title Strategic and flexible LNG production under uncertain future demand and natural gas prices
title_full Strategic and flexible LNG production under uncertain future demand and natural gas prices
title_fullStr Strategic and flexible LNG production under uncertain future demand and natural gas prices
title_full_unstemmed Strategic and flexible LNG production under uncertain future demand and natural gas prices
title_short Strategic and flexible LNG production under uncertain future demand and natural gas prices
title_sort Strategic and flexible LNG production under uncertain future demand and natural gas prices
topic Economics
Applied economics
Engineering
Resources engineering and extractive metallurgy
flexibility
stochastic modelling
Monte Carlo Simulation
long term contracts
spot selling