A Markov regime switching approach for hedging energy commodities

B-Tier

Journal: Journal of Banking & Finance

Year: 2008

Volume: 32

Issue: 9

Pages: 1970-1983

Authors (3)

Alizadeh, Amir H. (City University) Nomikos, Nikos K. (not in RePEc) Pouliasis, Panos K. (City University)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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