A Convenience Yield Approximation Model for Mean‐Reverting Commodities

C-Tier

Journal: Journal of Futures Markets

Year: 2015

Volume: 35

Issue: 7

Pages: 625-654

Authors (3)

Engelbert J. Dockner Zehra Eksi (not in RePEc) Margarethe Rammerstorfer (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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