Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis

A-Tier

Journal: Energy Economics

Year: 2006

Volume: 28

Issue: 4

Pages: 506-522

Authors (2)

Postali, Fernando A.S. (Universidade de São Paulo) Picchetti, Paulo (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count