Oil volatility and the option value of waiting: An analysis of the G‐7

C-Tier

Journal: Journal of Futures Markets

Year: 2011

Volume: 31

Issue: 7

Pages: 679-702

Authors (3)

Don Bredin (not in RePEc) John Elder (not in RePEc) Stilianos Fountas (University of Macedonia)

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