Combining time-varying and dynamic multi-period optimal hedging models

B-Tier

Journal: European Review of Agricultural Economics

Year: 2002

Volume: 29

Issue: 4

Pages: 471-500

Authors (2)

Michael S. Haigh (not in RePEc) Matthew T. Holt

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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