Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility

A-Tier
Journal: Energy Economics
Year: 2007
Volume: 29
Issue: 1
Pages: 28-36

Authors (2)

Tabak, Benjamin M. (Fundação Getúlio Vargas (FGV)) Cajueiro, Daniel O. (Universidade de Brasília)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:eneeco:v:29:y:2007:i:1:p:28-36
Journal Field
Energy
Author Count
2
Added to Database
2026-01-25