Institution: Sunway University
Primary Field: Energy (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: 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 | 2.35 | 0.00 | 0.00 | 2.35 | - |
| All Time | 0.00 | 6.39 | 2.35 | 3.03 | 11.77 | - |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2018 | Quantile hedge ratio for energy markets | Energy Economics | A | 4 |
| 2017 | Pure martingale and joint normality tests for energy futures contracts | Energy Economics | A | 3 |
| 2014 | Price discovery in energy markets | Energy Economics | A | 1 |
| 2013 | The differential effects of classified boards on firm value | Journal of Banking & Finance | B | 2 |
| 2011 | Cross-country IPOs: What explains differences in underpricing? | Journal of Corporate Finance | B | 3 |
| 2006 | Monetary transmission via the administered interest rates channel | Journal of Banking & Finance | B | 3 |
| 1988 | Estimation of a general linear model with an unobservable stochastic variable | Economics Letters | C | 1 |
| 1987 | Multiple Cause Model with autocorrelated errors : A gain in efficiency analysis | Economics Letters | C | 1 |
| 1986 | The lag relationship between producer and consumer prices : An unobservable variable approach | Economics Letters | C | 1 |