Institution: Colorado State University
Primary Field: Energy (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 1.01 | 1.17 | 0.00 | 3.18 |
| All Time | 0.00 | 3.02 | 2.85 | 0.00 | 8.88 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2019 | Forecasting of density functions with an application to cross-sectional and intraday returns | International Journal of Forecasting | B | 4 |
| 2017 | Risk-shifting, equity risk, and the distress puzzle | Journal of Corporate Finance | B | 3 |
| 2017 | Influential factors in crude oil price forecasting | Energy Economics | A | 4 |
| 2016 | An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments | Energy Economics | A | 4 |
| 2015 | Short-term options: Clienteles, market segmentation, and event trading | Journal of Banking & Finance | B | 4 |
| 2014 | Price discovery in crude oil futures | Energy Economics | A | 3 |
| 2014 | Currency jumps, cojumps and the role of macro news | Journal of International Money and Finance | B | 4 |
| 2014 | Crude oil moments and PNG stock returns | Energy Economics | A | 3 |
| 2012 | Impact of macroeconomic news on metal futures | Journal of Banking & Finance | B | 3 |
| 2010 | A model for energy pricing with stochastic emission costs | Energy Economics | A | 3 |