An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets

C-Tier

Journal: Journal of Futures Markets

Year: 1997

Volume: 17

Issue: 4

Pages: 385-416

Authors (2)

Roger A. Fujihara (not in RePEc) Mbodja Mougoué

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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