Institution: Université Laval
Primary Field: Energy (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 1.35 | 0.67 | 0.25 | 2.27 | - |
| All Time | 0.00 | 1.35 | 0.67 | 1.01 | 3.03 | - |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Is hedging the crack spread no longer all it's cracked up to be? | Energy Economics | A | 3 |
| 2017 | Catching the curl: Wavelet thresholding improves forward curve modelling | Economic Modeling | C | 4 |
| 2016 | Do traders strategically time their pledges during real-world Walrasian auctions? | Journal of Banking & Finance | B | 3 |
| 2013 | Market volatility and the dynamic hedging of multi-commodity price risk | Applied Economics | C | 4 |
| 2011 | What explains long memory in futures price volatility? | Applied Economics | C | 2 |