{"id":"https://openalex.org/W2001364976","doi":"https://doi.org/10.1016/j.jbankfin.2007.10.009","title":"Commodity betas with mean reverting output prices","display_name":"Commodity betas with mean reverting output prices","publication_year":2007,"publication_date":"2007-12-06","ids":{"openalex":"https://openalex.org/W2001364976","doi":"https://doi.org/10.1016/j.jbankfin.2007.10.009","mag":"2001364976"},"language":"en","primary_location":{"id":"doi:10.1016/j.jbankfin.2007.10.009","doi":"https://doi.org/10.1016/j.jbankfin.2007.10.009","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2007.10.009","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084420489","display_name":"Gwangheon Hong","orcid":"https://orcid.org/0000-0002-9519-1940","observed_orcids":["https://orcid.org/0000-0002-9519-1940"]},"institutions":[{"id":"https://openalex.org/I148751991","display_name":"Sogang University","ror":"https://ror.org/056tn4839","country_code":"KR","type":"education","lineage":["https://openalex.org/I148751991"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Gwangheon Hong","raw_affiliation_strings":["Department of Finance, College of Business Administration, Sogang University, 1 Shinsoo-Dong, Mapo-Ku, Seoul 121-742, Republic of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, College of Business Administration, Sogang University, 1 Shinsoo-Dong, Mapo-Ku, Seoul 121-742, Republic of Korea","institution_ids":["https://openalex.org/I148751991"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102881544","display_name":"Sudipto Sarkar","orcid":"https://orcid.org/0000-0002-9974-686X","observed_orcids":["https://orcid.org/0000-0002-9974-686X"]},"institutions":[{"id":"https://openalex.org/I98251732","display_name":"McMaster University","ror":"https://ror.org/02fa3aq29","country_code":"CA","type":"education","lineage":["https://openalex.org/I98251732"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Sudipto Sarkar","raw_affiliation_strings":["302 DSB, DeGroote School of Business, McMaster University, 1280 Main Street West, Hamilton, ON, Canada L8S 4M4"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"302 DSB, DeGroote School of Business, McMaster University, 1280 Main Street West, Hamilton, ON, Canada L8S 4M4","institution_ids":["https://openalex.org/I98251732"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5102881544"],"corresponding_institution_ids":["https://openalex.org/I98251732"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":1.1543,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.90888214,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"32","issue":"7","first_page":"1286","last_page":"1296"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.3582000136375427,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.3582000136375427,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.14059999585151672,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.1339000016450882,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mean-reversion","display_name":"mean reversion","score":0.8880000114440918},{"id":"https://openalex.org/keywords/commodity-price-volatility","display_name":"commodity price volatility","score":0.7039999961853027},{"id":"https://openalex.org/keywords/operating-leverage","display_name":"operating leverage","score":0.8460000157356262},{"id":"https://openalex.org/keywords/financial-leverage","display_name":"leverage","score":1.0},{"id":"https://openalex.org/keywords/corporate-tax-rates","display_name":"corporate tax rates","score":0.6420000195503235}],"concepts":[{"id":"https://openalex.org/C135205223","wikidata":"https://www.wikidata.org/wiki/Q367137","display_name":"Mean reversion","level":2,"score":0.8696872591972351},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7493709921836853},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.6153736710548401},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.5948896408081055},{"id":"https://openalex.org/C84566663","wikidata":"https://www.wikidata.org/wiki/Q2738224","display_name":"Operating leverage","level":3,"score":0.588948667049408},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5847422480583191},{"id":"https://openalex.org/C175992601","wikidata":"https://www.wikidata.org/wiki/Q5153179","display_name":"Commodity swap","level":3,"score":0.5244005918502808},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.47342541813850403},{"id":"https://openalex.org/C2776667075","wikidata":"https://www.wikidata.org/wiki/Q2922469","display_name":"Commodity market","level":2,"score":0.45981699228286743},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43790215253829956},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4285946786403656},{"id":"https://openalex.org/C2984760201","wikidata":"https://www.wikidata.org/wiki/Q1785212","display_name":"Financial distress","level":2,"score":0.4173208773136139},{"id":"https://openalex.org/C90937171","wikidata":"https://www.wikidata.org/wiki/Q764869","display_name":"Contango","level":3,"score":0.412598580121994},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4111937880516052},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.4108370542526245},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17390111088752747},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.10329866409301758},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.0741252601146698},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jbankfin.2007.10.009","doi":"https://doi.org/10.1016/j.jbankfin.2007.10.009","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2007.10.009","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jbfina:v:32:y:2008:i:7:p:1286-1296","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378-4266(07)00347-0","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"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321377","display_name":"Sogang University","ror":"https://ror.org/056tn4839"},{"id":"https://openalex.org/F4320334617","display_name":"Social Sciences and Humanities Research Council of Canada","ror":"https://ror.org/04j5jqy92"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1972180129","https://openalex.org/W1980661992","https://openalex.org/W1980956127","https://openalex.org/W2002215242","https://openalex.org/W2008772969","https://openalex.org/W2023916452","https://openalex.org/W2032862720","https://openalex.org/W2039062655","https://openalex.org/W2061183355","https://openalex.org/W2067651909","https://openalex.org/W2086789572","https://openalex.org/W2095719194","https://openalex.org/W2108818539","https://openalex.org/W2117057914","https://openalex.org/W2122131936","https://openalex.org/W2126258480","https://openalex.org/W2141186877","https://openalex.org/W2143782047","https://openalex.org/W2154044885","https://openalex.org/W2160526969","https://openalex.org/W2169289906","https://openalex.org/W2891651322","https://openalex.org/W3016843226","https://openalex.org/W3121171067","https://openalex.org/W3122232540","https://openalex.org/W3125446229"],"related_works":["https://openalex.org/W2141186877","https://openalex.org/W2480720656","https://openalex.org/W4210996450","https://openalex.org/W1824704713","https://openalex.org/W2248182749","https://openalex.org/W2971544498","https://openalex.org/W7112159557","https://openalex.org/W2101980431","https://openalex.org/W2411927065","https://openalex.org/W2027978701"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}
