A new definition for time-dependent price mean reversion in commodity markets

C-Tier

Journal: Economics Letters

Year: 2001

Volume: 71

Issue: 1

Pages: 9-16

Authors (3)

Kocagil, Ahmet E. (not in RePEc) Swanson, Norman R. (Rutgers University-New Brunswi...) Zeng, Tian (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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