The dynamics of commodity return comovements

C-Tier

Journal: Journal of Futures Markets

Year: 2021

Volume: 41

Issue: 10

Pages: 1597-1617

Authors (3)

Marcel Prokopczuk (Leibniz Universität Hannover) Chardin Wese Simen (not in RePEc) Robert Wichmann (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