Volatility term structures in commodity markets

C-Tier

Journal: Journal of Futures Markets

Year: 2020

Volume: 40

Issue: 4

Pages: 527-555

Authors (3)

Fabian Hollstein (not in RePEc) Marcel Prokopczuk (Leibniz Universität Hannover) Christoph Würsig (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