Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets

C-Tier

Journal: Journal of Empirical Finance

Year: 2016

Volume: 38

Issue: PA

Pages: 22-36

Authors (3)

Teterin, Pavel (not in RePEc) Brooks, Robert (University of Alabama-Tuscaloo...) Enders, Walter (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