Bubbling over! The behaviour of oil futures along the yield curve

C-Tier

Journal: Journal of Empirical Finance

Year: 2016

Volume: 38

Issue: PB

Pages: 516-533

Authors (3)

Tsvetanov, Daniel (not in RePEc) Coakley, Jerry (University of Essex) Kellard, Neil (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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