Neil A. Wilmot

University of Minnesota - Duluth - Department of Economics

MN

United States

  • University of Minnesota - Duluth - Department of Economics

SCHOLARLY PAPERS

6

DOWNLOADS

449

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (6)

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1.

The Asymmetric Effects of Oil Price Shocks on the Canadian Economy

Number of pages: 30 Posted: 21 Feb 2015
Luiggi Donayre and Neil A. Wilmot
University of Minnesota - Duluth and University of Minnesota - Duluth - Department of Economics
Downloads 216 (218,177)
Citation 2

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Oil Shock, Asymmetry, Vector Threshold Autoregressions, Generalized Impulse Response Functions.

2.

Energy Price Jumps, Fat Tails and Climate Policy

USAEE Working Paper No. 20-463
Number of pages: 18 Posted: 28 Jul 2020
Charles F. Mason and Neil A. Wilmot
University of Wyoming - College of Business - Department of Economics and University of Minnesota - Duluth - Department of Economics
Downloads 88 (438,346)

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Energy prices, jumps, fat tails, climate policy

3.

Jumps in the Convenience Yield of Crude Oil

USAEE Working Paper No. 20-424
Number of pages: 48 Posted: 16 Jan 2020
Charles F. Mason and Neil A. Wilmot
University of Wyoming - College of Business - Department of Economics and University of Minnesota - Duluth - Department of Economics
Downloads 63 (527,947)

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Crude Oil, Convenience Yield, Jumps, GARCH

4.

Jump Processes in Natural Gas Markets

CESifo Working Paper Series No. 4604
Number of pages: 27 Posted: 20 Feb 2014
Charles F. Mason and Neil A. Wilmot
University of Wyoming - College of Business - Department of Economics and University of Minnesota - Duluth - Department of Economics
Downloads 52 (577,548)

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natural gas prices, jump diffusion, GARCH

5.

Modeling Damages in Climate Policy Models: Temperature-Based or Carbon-Based?

CESifo Working Paper Series No. 5287
Number of pages: 28 Posted: 14 Apr 2015
Charles F. Mason and Neil A. Wilmot
University of Wyoming - College of Business - Department of Economics and University of Minnesota - Duluth - Department of Economics
Downloads 26 (733,422)

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climate change, damage function

6.

Volatility in Solar Renewable Energy Certificates: Jumps and Fat Tails

Number of pages: 52 Posted: 20 Nov 2022
Charles F. Mason and Neil A. Wilmot
University of Wyoming - College of Business - Department of Economics and University of Minnesota - Duluth - Department of Economics
Downloads 4 (921,559)

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Geometric Brownian Motion, Jumps, Fat-tails, Solar credit prices