Flexibility as a source of value in the production of alternative fuels: The ethanol case

Energy Economics

Volumn 31, Issue 3, 2009, Pages 411-422

  Bastian Pinto, Carlos ^a   Brandão, Luiz ^a   Hahn, Warren J ^b  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b PEPPERDINE UNIVERSITY   (United States)

Author keywords

Commodity price models; Option valuation; Renewable fuels

Indexed keywords

ALTERNATIVE FUELS; BROWNIAN MOVEMENT; COSTS; ETHANOL; SUGAR (SUCROSE); SUGARS;

BIVARIATE; COMMODITY PRICE MODELS; DEGREE OF FLEXIBILITIES; DISCRETE TIME; ENERGY COMMODITIES; FOOD COMMODITIES; GEOMETRIC BROWNIAN MOTIONS; MARKET CONDITIONS; MEAN-REVERTING PRICES; OPTION VALUATION; OUTPUT PRODUCTS; POLICY-MAKERS; PRICE SIGNALS; RENEWABLE FUELS; STOCHASTIC PROCESS;

ETHANOL FUELS;

ALTERNATIVE ENERGY; BROWNIAN MOTION; ETHANOL; FUEL CONSUMPTION; MARKET CONDITIONS; PARAMETERIZATION; RENEWABLE RESOURCE; STOCHASTICITY; SUGAR CANE;

BRAZIL; SOUTH AMERICA;

EID: 62949121458     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.02.004     Document Type: Article

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