The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio

C-Tier

Journal: Journal of Futures Markets

Year: 2013

Volume: 33

Issue: 9

Pages: 868-888

Authors (2)

Jean‐Francois Carpantier (Université Catholique Louvain) Besik Samkharadze (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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