{"id":"https://openalex.org/W2061633334","doi":"https://doi.org/10.1162/108118201753421150","title":"Wavelet Analysis of the Cost-of-Carry Model","display_name":"Wavelet Analysis of the Cost-of-Carry Model","publication_year":2001,"publication_date":"2001-04-01","ids":{"openalex":"https://openalex.org/W2061633334","doi":"https://doi.org/10.1162/108118201753421150","mag":"2061633334"},"language":"en","primary_location":{"id":"doi:10.1162/108118201753421150","doi":"https://doi.org/10.1162/108118201753421150","is_oa":false,"landing_page_url":"https://doi.org/10.1162/108118201753421150","pdf_url":null,"source":{"id":"https://openalex.org/S193530623","display_name":"Studies in Nonlinear Dynamics and Econometrics","issn_l":"1081-1826","issn":["1081-1826","1558-3708"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Nonlinear Dynamics and Econometrics","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/A5007181729","display_name":"Shinn-Juh Lin","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Shinn-Juh Lin","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5111540419","display_name":"Maxwell J. Stevenson","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Maxwell Stevenson","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2400,"currency":"EUR","value_usd":2712},"apc_paid":null,"fwci":1.1356,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.86936149,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"5","issue":"1","first_page":"87","last_page":"102"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.29440000653266907,"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":0.29440000653266907,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.21850000321865082,"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":0.15539999306201935,"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/cost-of-carry-model","display_name":"cost-of-carry model","score":0.9390000104904175},{"id":"https://openalex.org/keywords/wavelet-analysis","display_name":"wavelet analysis","score":0.9819999933242798},{"id":"https://openalex.org/keywords/commodity-futures","display_name":"commodity futures","score":0.5870000123977661},{"id":"https://openalex.org/keywords/futures-pricing","display_name":"futures pricing","score":0.5540000200271606},{"id":"https://openalex.org/keywords/time-frequency-analysis","display_name":"time-frequency analysis","score":0.3880000114440918}],"concepts":[{"id":"https://openalex.org/C2776299755","wikidata":"https://www.wikidata.org/wiki/Q432449","display_name":"Carry (investment)","level":2,"score":0.7860309481620789},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.6522377729415894},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.562434196472168},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38460737466812134},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3755418658256531},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.36624789237976074},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33067023754119873},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19529953598976135},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09066161513328552}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1162/108118201753421150","doi":"https://doi.org/10.1162/108118201753421150","is_oa":false,"landing_page_url":"https://doi.org/10.1162/108118201753421150","pdf_url":null,"source":{"id":"https://openalex.org/S193530623","display_name":"Studies in Nonlinear Dynamics and Econometrics","issn_l":"1081-1826","issn":["1081-1826","1558-3708"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Nonlinear Dynamics and Econometrics","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.498.7887","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.498.7887","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://scholar.lib.vt.edu/ejournals/SNDE/snde-mirror/005/articles/v5n1007.pdf","raw_type":"text"},{"id":"pmh:oai:opus.lib.uts.edu.au:10453/3414","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10453/3414","pdf_url":null,"source":{"id":"https://openalex.org/S4306401357","display_name":"UTS ePRESS (University of Technology Sydney)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I114017466","host_organization_name":"University of Technology Sydney","host_organization_lineage":["https://openalex.org/I114017466"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.41999998688697815}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W115455113","https://openalex.org/W191129667","https://openalex.org/W1483403292","https://openalex.org/W1489213177","https://openalex.org/W1501530495","https://openalex.org/W1606947509","https://openalex.org/W1967336851","https://openalex.org/W1976777669","https://openalex.org/W2019359248","https://openalex.org/W2019459021","https://openalex.org/W2028382798","https://openalex.org/W2029576777","https://openalex.org/W2041752335","https://openalex.org/W2052693969","https://openalex.org/W2054985168","https://openalex.org/W2055509796","https://openalex.org/W2062024414","https://openalex.org/W2067180668","https://openalex.org/W2075194507","https://openalex.org/W2079724595","https://openalex.org/W2080284552","https://openalex.org/W2128853545","https://openalex.org/W2129270900","https://openalex.org/W2146842127","https://openalex.org/W2151743685","https://openalex.org/W2158940042","https://openalex.org/W2798323790"],"related_works":["https://openalex.org/W7095744261","https://openalex.org/W6903856242","https://openalex.org/W6903646486","https://openalex.org/W2093949199","https://openalex.org/W2296428784","https://openalex.org/W2334559895","https://openalex.org/W2582620624","https://openalex.org/W6993087799","https://openalex.org/W7053493666","https://openalex.org/W6885116985"],"abstract_inverted_index":{"subject":[0],"to":[1,6,53],"change":[2],"without":[3],"notice.":[4],"Permission":[5],"photocopy":[7],"articles":[8],"for":[9,29],"internal":[10,16],"or":[11,14,17],"personal":[12,18],"use,":[13],"the":[15,26,33,43,54],"use":[19],"of":[20,46],"specific":[21],"clients,":[22],"is":[23,50],"granted":[24],"by":[25],"copyright":[27],"owner":[28],"users":[30],"registered":[31],"with":[32],"Copyright":[34],"Clearance":[35],"Center":[36],"(CCC)":[37],"Transactional":[38],"Reporting":[39],"Service,":[40],"provided":[41],"that":[42],"per-copy":[44],"fee":[45],"$10.00":[47],"per":[48],"article":[49],"paid":[51],"directly":[52],"CCC,":[55]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":3}],"updated_date":"2026-09-22T06:50:58.402377","created_date":"2016-06-24T00:00:00"}