{"id":"https://openalex.org/W1990263967","doi":"https://doi.org/10.1016/s2212-5671(12)00043-3","title":"A New Approach for Measuring Volatility of the Exchange rate","display_name":"A New Approach for Measuring Volatility of the Exchange rate","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W1990263967","doi":"https://doi.org/10.1016/s2212-5671(12)00043-3","mag":"1990263967"},"language":"en","primary_location":{"id":"doi:10.1016/s2212-5671(12)00043-3","doi":"https://doi.org/10.1016/s2212-5671(12)00043-3","is_oa":true,"landing_page_url":"https://doi.org/10.1016/s2212-5671(12)00043-3","pdf_url":"https://www.sciencedirect.com/science/article/pii/S2212567112000433/pdf","source":{"id":"https://openalex.org/S2764481192","display_name":"Procedia Economics and Finance","issn_l":"2212-5671","issn":["2212-5671"],"is_oa":true,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Procedia Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://www.sciencedirect.com/science/article/pii/S2212567112000433/pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007085398","display_name":"Dimitrios Serenis","orcid":"https://orcid.org/0000-0002-7557-2228","observed_orcids":["https://orcid.org/0000-0002-7557-2228"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Dimitrios Serenis","raw_affiliation_strings":["Serenis Dimitios Lecturer, Technological Institute of Western Macedonia Kastoria Campus, Department of International Trade, Kastoria 52100, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Serenis Dimitios Lecturer, Technological Institute of Western Macedonia Kastoria Campus, Department of International Trade, Kastoria 52100, Greece","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089263771","display_name":"Nicholas Tsounis","orcid":"https://orcid.org/0000-0002-5763-3947","observed_orcids":["https://orcid.org/0000-0002-5763-3947"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Nicholas Tsounis","raw_affiliation_strings":["Nicholas Tsounis Professor, Technological Institute of Western Macedonia Kastoria Campus, Department of International Trade, Kastoria 52100, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nicholas Tsounis Professor, Technological Institute of Western Macedonia Kastoria Campus, Department of International Trade, Kastoria 52100, Greece","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5007085398"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.3198,"has_fulltext":true,"cited_by_count":21,"citation_normalized_percentile":{"value":0.95455408,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"1","issue":null,"first_page":"374","last_page":"382"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5468999743461609,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5468999743461609,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10128","display_name":"Global trade and economics","score":0.33079999685287476,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.03929999843239784,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-volatility","display_name":"exchange rate volatility","score":1.0},{"id":"https://openalex.org/keywords/volatility-measurement","display_name":"volatility measurement","score":0.9610000252723694},{"id":"https://openalex.org/keywords/sectoral-exports","display_name":"sectoral exports","score":0.9259999990463257},{"id":"https://openalex.org/keywords/export-competitiveness","display_name":"export competitiveness","score":0.5180000066757202},{"id":"https://openalex.org/keywords/german-exports","display_name":"German exports","score":0.6100000143051147},{"id":"https://openalex.org/keywords/uk-exports","display_name":"UK exports","score":0.7099999785423279}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.8136786222457886},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6991886496543884},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6242752075195312},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.5854601860046387},{"id":"https://openalex.org/C117996083","wikidata":"https://www.wikidata.org/wiki/Q5473296","display_name":"Forward volatility","level":4,"score":0.5764933228492737},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.5719809532165527},{"id":"https://openalex.org/C192620184","wikidata":"https://www.wikidata.org/wiki/Q7940002","display_name":"Volatility swap","level":4,"score":0.5141811370849609},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3688751459121704},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3504437506198883},{"id":"https://openalex.org/C13290067","wikidata":"https://www.wikidata.org/wiki/Q915788","display_name":"Volatility smile","level":3,"score":0.34064775705337524},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.33742183446884155},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21115699410438538},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/s2212-5671(12)00043-3","doi":"https://doi.org/10.1016/s2212-5671(12)00043-3","is_oa":true,"landing_page_url":"https://doi.org/10.1016/s2212-5671(12)00043-3","pdf_url":"https://www.sciencedirect.com/science/article/pii/S2212567112000433/pdf","source":{"id":"https://openalex.org/S2764481192","display_name":"Procedia Economics and Finance","issn_l":"2212-5671","issn":["2212-5671"],"is_oa":true,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Procedia Economics and Finance","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1016/s2212-5671(12)00043-3","doi":"https://doi.org/10.1016/s2212-5671(12)00043-3","is_oa":true,"landing_page_url":"https://doi.org/10.1016/s2212-5671(12)00043-3","pdf_url":"https://www.sciencedirect.com/science/article/pii/S2212567112000433/pdf","source":{"id":"https://openalex.org/S2764481192","display_name":"Procedia Economics and Finance","issn_l":"2212-5671","issn":["2212-5671"],"is_oa":true,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Procedia Economics and Finance","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.5199999809265137,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1990263967.pdf","grobid_xml":"https://content.openalex.org/works/W1990263967.grobid-xml"},"referenced_works_count":11,"referenced_works":["https://openalex.org/W1723722733","https://openalex.org/W1966448042","https://openalex.org/W1973661287","https://openalex.org/W1980671382","https://openalex.org/W1984391243","https://openalex.org/W2012135917","https://openalex.org/W2015981062","https://openalex.org/W2046335895","https://openalex.org/W2048827518","https://openalex.org/W2060834064","https://openalex.org/W2768512054"],"related_works":["https://openalex.org/W2095477902","https://openalex.org/W1967896769","https://openalex.org/W7009381158","https://openalex.org/W3162761287","https://openalex.org/W1970043055","https://openalex.org/W2130755247","https://openalex.org/W4409836335","https://openalex.org/W2064379815","https://openalex.org/W1511381123","https://openalex.org/W2285374750"],"abstract_inverted_index":{"This":[0],"paper":[1],"examines":[2],"the":[3,19,25,46,55,59,63,66],"effect":[4],"of":[5,12,27,49,58,62,65,72],"exchange":[6,39,67,73],"rate":[7,40,68,74],"volatility":[8,41,95],"for":[9,84],"a":[10,43,70,81],"set":[11],"three":[13],"European":[14],"countries,":[15],"Germany,":[16],"Sweden":[17],"and":[18],"U.K.,":[20],"to":[21,96],"sectoral":[22],"exports":[23],"during":[24],"period":[26],"1973":[28],"q1-2010":[29],"q4.":[30],"It":[31],"is":[32],"often":[33,53],"claimed":[34],"by":[35],"some":[36],"researchers":[37,52],"that":[38],"causes":[42],"reduction":[44],"in":[45],"overall":[47],"level":[48],"trade.":[50],"Empirical":[51],"utilize":[54],"standard":[56],"deviation":[57],"moving":[60],"average":[61],"logarithm":[64],"as":[69],"measure":[71,83],"fluctuation.":[75],"In":[76],"this":[77],"study":[78],"we":[79],"propose":[80],"new":[82],"volatility.":[85],"Overall":[86],"our":[87],"results":[88],"have":[89],"suggested":[90],"significant":[91],"negative":[92],"effects":[93],"from":[94],"exports.":[97]},"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2016-06-24T00:00:00"}