Commodity tail risks

C-Tier

Journal: Journal of Futures Markets

Year: 2023

Volume: 43

Issue: 2

Pages: 168-197

Authors (4)

Manuel Ammann (not in RePEc) Mathis Moerke (not in RePEc) Marcel Prokopczuk (Leibniz Universität Hannover) Christoph Matthias Würsig (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

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