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Price discontinuities in the market for RINs
Charles F. Mason
,
Neil A Wilmot
Economics (Duluth)
Research output
:
Contribution to journal
›
Article
›
peer-review
5
Scopus citations
Overview
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Keyphrases
Renewable Identification numbers
100%
Time-varying Volatility
75%
Geometric Brownian Motion
50%
Rapid Change
25%
Capital Projects
25%
Commodity Markets
25%
Fatness
25%
Domestically Produced
25%
Renewable Fuels
25%
Spot Price
25%
Price Return
25%
Economics, Econometrics and Finance
Price
100%
Volatility
60%
Levy Process
40%
Relative Cost
20%
Commodity Market
20%
Mathematics
Geometric Brownian Motion
100%
Fatness
50%
Spot Price
50%