{"id":"https://openalex.org/W1995216989","doi":"https://doi.org/10.1007/s10258-004-0030-2","title":"Stock market volatility of regulated industries: an empirical assessment","display_name":"Stock market volatility of regulated industries: an empirical assessment","publication_year":2004,"publication_date":"2004-11-29","ids":{"openalex":"https://openalex.org/W1995216989","doi":"https://doi.org/10.1007/s10258-004-0030-2","mag":"1995216989"},"language":"en","primary_location":{"id":"doi:10.1007/s10258-004-0030-2","doi":"https://doi.org/10.1007/s10258-004-0030-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10258-004-0030-2","pdf_url":null,"source":{"id":"https://openalex.org/S112983894","display_name":"Portuguese Economic Journal","issn_l":"1617-982X","issn":["1617-982X","1617-9838"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Portuguese Economic Journal","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=828049","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5063670542","display_name":"Claudio Morana","orcid":"https://orcid.org/0000-0001-8624-3158","observed_orcids":["https://orcid.org/0000-0001-8624-3158"]},"institutions":[{"id":"https://openalex.org/I123338534","display_name":"Universit\u00e0 degli Studi del Piemonte Orientale \u201cAmedeo Avogadro\u201d","ror":"https://ror.org/04387x656","country_code":"IT","type":"education","lineage":["https://openalex.org/I123338534"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Claudio Morana","raw_affiliation_strings":["Faculty of Economics, University of Piemonte Orientale, Via Perrone 18, 28100, Novara, Italy","Faculty of Economics, University of Piemonte Orientale, Novara, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics, University of Piemonte Orientale, Via Perrone 18, 28100, Novara, Italy","institution_ids":["https://openalex.org/I123338534"]},{"raw_affiliation_string":"Faculty of Economics, University of Piemonte Orientale, Novara, Italy","institution_ids":["https://openalex.org/I123338534"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5042550792","display_name":"John W Sawkins","orcid":"https://orcid.org/0000-0002-1093-7716","observed_orcids":["https://orcid.org/0000-0002-1093-7716"]},"institutions":[{"id":"https://openalex.org/I32062511","display_name":"Heriot-Watt University","ror":"https://ror.org/04mghma93","country_code":"GB","type":"education","lineage":["https://openalex.org/I32062511"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"John W. Sawkins","raw_affiliation_strings":["Department of Economics, School of Management and Languages, Heriot-Watt University, EH14 4AS, Scotland, UK","Department of Economics, School of Management and Languages, Heriot-Watt University, Scotland, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, School of Management and Languages, Heriot-Watt University, EH14 4AS, Scotland, UK","institution_ids":["https://openalex.org/I32062511"]},{"raw_affiliation_string":"Department of Economics, School of Management and Languages, Heriot-Watt University, Scotland, UK","institution_ids":["https://openalex.org/I32062511"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5063670542"],"corresponding_institution_ids":["https://openalex.org/I123338534"],"apc_list":{"value":3390,"currency":"USD","value_usd":3390},"apc_paid":null,"fwci":0.5791,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.81102736,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"3","issue":"3","first_page":"189","last_page":"204"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.98580002784729,"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"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.98580002784729,"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"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.006000000052154064,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.005499999970197678,"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/stock-market-volatility","display_name":"stock market volatility","score":0.9990000128746033},{"id":"https://openalex.org/keywords/regulated-industries","display_name":"regulated industries","score":0.7910000085830688},{"id":"https://openalex.org/keywords/electricity-sector","display_name":"electric utilities","score":0.7360000014305115},{"id":"https://openalex.org/keywords/gas-utilities","display_name":"gas utilities","score":0.9909999966621399},{"id":"https://openalex.org/keywords/water-utilities","display_name":"water utilities","score":0.996999979019165},{"id":"https://openalex.org/keywords/public-utility-regulation","display_name":"utility regulation","score":0.48399999737739563},{"id":"https://openalex.org/keywords/volatility-decomposition","display_name":"volatility decomposition","score":0.5759999752044678},{"id":"https://openalex.org/keywords/volatility-persistence","display_name":"volatility persistence","score":0.7300000190734863},{"id":"https://openalex.org/keywords/idiosyncratic-volatility","display_name":"idiosyncratic volatility","score":0.9229999780654907},{"id":"https://openalex.org/keywords/industrial-structure","display_name":"industrial structure","score":0.9020000100135803}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.782496452331543},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6664297580718994},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5293845534324646},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5180392861366272},{"id":"https://openalex.org/C13290067","wikidata":"https://www.wikidata.org/wiki/Q915788","display_name":"Volatility smile","level":3,"score":0.4833540618419647},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.45386576652526855},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4245205521583557},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.32307490706443787},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s10258-004-0030-2","doi":"https://doi.org/10.1007/s10258-004-0030-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10258-004-0030-2","pdf_url":null,"source":{"id":"https://openalex.org/S112983894","display_name":"Portuguese Economic Journal","issn_l":"1617-982X","issn":["1617-982X","1617-9838"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Portuguese Economic Journal","raw_type":"journal-article"},{"id":"mag:3124757897","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=828049","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},{"id":"pmh:oai:RePEc:spr:portec:v:3:y:2004:i:3:d:10.1007_s10258-004-0030-2","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10258-004-0030-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:boa.unimib.it:10281/25996","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10281/25996","pdf_url":null,"source":{"id":"https://openalex.org/S4306401259","display_name":"BOA (University of Milano-Bicocca)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:repositorio.ulisboa.pt:10400.5/15502","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10400.5/15502","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"journal article"}],"best_oa_location":{"id":"mag:3124757897","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=828049","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W1484799109","https://openalex.org/W1595464627","https://openalex.org/W1604782932","https://openalex.org/W1972208167","https://openalex.org/W1973548441","https://openalex.org/W1973694910","https://openalex.org/W1978867264","https://openalex.org/W1979573251","https://openalex.org/W1998750623","https://openalex.org/W2005424182","https://openalex.org/W2019975447","https://openalex.org/W2021659345","https://openalex.org/W2027307590","https://openalex.org/W2041817790","https://openalex.org/W2057418282","https://openalex.org/W2063827883","https://openalex.org/W2065541420","https://openalex.org/W2086736386","https://openalex.org/W2118705507","https://openalex.org/W2139395482","https://openalex.org/W2157895285","https://openalex.org/W2272262202","https://openalex.org/W2607122316","https://openalex.org/W3022041122","https://openalex.org/W3121275215","https://openalex.org/W3121281089","https://openalex.org/W3122061591","https://openalex.org/W3122420083","https://openalex.org/W3122641841","https://openalex.org/W3124009593","https://openalex.org/W3144206968","https://openalex.org/W3184417104"],"related_works":["https://openalex.org/W3110834812","https://openalex.org/W2118705507","https://openalex.org/W7024133353","https://openalex.org/W3122061591","https://openalex.org/W1602549929","https://openalex.org/W1986581415","https://openalex.org/W1483906809","https://openalex.org/W2038191068","https://openalex.org/W4362712314","https://openalex.org/W1507546289"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-10T09:11:00.788812","created_date":"2016-06-24T00:00:00"}