Hedging foreign currency, freight, and commodity futures portfolios—A note

C-Tier

Journal: Journal of Futures Markets

Year: 2002

Volume: 22

Issue: 12

Pages: 1205-1221

Authors (2)

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

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