Pricing and hedging illiquid energy derivatives: An application to the JCC index

C-Tier

Journal: Journal of Futures Markets

Year: 2008

Volume: 28

Issue: 5

Pages: 464-487

Authors (2)

Elisa Scarpa (not in RePEc) Matteo Manera (Università degli Studi di Mila...)

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