No Theory? No Evidence? No Problem!
Regulation, Vol. 33, No. 2, p. 38, Summer 2010
2010
- 2Citations
- 1,749Usage
- 2Mentions
Metric Options: CountsSelecting the 1-year or 3-year option will change the metrics count to percentiles, illustrating how an article or review compares to other articles or reviews within the selected time period in the same journal. Selecting the 1-year option compares the metrics against other articles/reviews that were also published in the same calendar year. Selecting the 3-year option compares the metrics against other articles/reviews that were also published in the same calendar year plus the two years prior.
Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
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Paper Description
Policymakers in Congress and at the Commodity Futures Trading Commission are currently considering placing tight restrictions on the buying and selling of commodity futures. They worry that the growing trade in these contracts represents “speculation” that affects the price of commodities to the detriment of consumers. This concern conflicts with long-settled economics and law on commodities, which have determined that the buying and selling of such futures cannot affect the price of those commodities for consumption. This paper examines both the current and traditional view of commodities and argues that the traditional view is correct - not only does futures trading not harm consumers, but restricting that trading could reduce firms’ ability to hedge against detrimental changes in commodity prices.
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