Price discontinuities in the market for RINs
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DOI: 10.1016/j.jebo.2016.04.003
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- Neil A. Wilmot, 2019. "Heavy Metals: Might as Well Jump," IJFS, MDPI, vol. 7(2), pages 1-14, June.
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More about this item
Keywords
RINs prices; Jump diffusion; GARCH;All these keywords.
JEL classification:
- Q20 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - General
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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