The Return–Volatility Relation in Commodity Futures Markets

C-Tier

Journal: Journal of Futures Markets

Year: 2016

Volume: 36

Issue: 2

Pages: 127-152

Authors (4)

Carl Chiarella Boda Kang (not in RePEc) Christina Sklibosios Nikitopoulos (not in RePEc) Thuy‐Duong Tô (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

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