{"id":"https://openalex.org/W2121286640","doi":"https://doi.org/10.2139/ssrn.1336712","title":"Consumption Volatility Risk","display_name":"Consumption Volatility Risk","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2121286640","doi":"https://doi.org/10.2139/ssrn.1336712","mag":"2121286640"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1336712","doi":"https://doi.org/10.2139/ssrn.1336712","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1336712","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1336712","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015532087","display_name":"Oliver Boguth","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I55732556","display_name":"Arizona State University","ror":"https://ror.org/03efmqc40","country_code":"US","type":"education","lineage":["https://openalex.org/I55732556"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Oliver Boguth","raw_affiliation_strings":["Arizona State University (ASU) - Finance Department, W. P. Carey School of Business, PO Box 873906, Tempe, AZ 85287-3906, United States","Arizona State University (ASU) - Finance Department"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Arizona State University (ASU) - Finance Department, W. P. Carey School of Business, PO Box 873906, Tempe, AZ 85287-3906, United States","institution_ids":["https://openalex.org/I55732556"]},{"raw_affiliation_string":"Arizona State University (ASU) - Finance Department","institution_ids":["https://openalex.org/I55732556"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084086640","display_name":"Lars\u2010Alexander Kuehn","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I74973139","display_name":"Carnegie Mellon University","ror":"https://ror.org/05x2bcf33","country_code":"US","type":"education","lineage":["https://openalex.org/I74973139"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Lars-Alexander Kuehn","raw_affiliation_strings":["Carnegie Mellon University - David A. Tepper School of Business, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890, United States","Carnegie Mellon University - David A. Tepper School of Business"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Carnegie Mellon University - David A. Tepper School of Business, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890, United States","institution_ids":["https://openalex.org/I74973139"]},{"raw_affiliation_string":"Carnegie Mellon University - David A. Tepper School of Business","institution_ids":["https://openalex.org/I74973139"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5084086640"],"corresponding_institution_ids":["https://openalex.org/I74973139"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":27,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9682999849319458,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9682999849319458,"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":0.011599999852478504,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.009200000204145908,"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/consumption-volatility","display_name":"consumption volatility","score":0.8240000009536743},{"id":"https://openalex.org/keywords/volatility-risk-premium","display_name":"volatility risk premium","score":0.6819999814033508},{"id":"https://openalex.org/keywords/macroeconomic-uncertainty","display_name":"macroeconomic uncertainty","score":0.8970000147819519},{"id":"https://openalex.org/keywords/asset-pricing","display_name":"asset pricing","score":0.8479999899864197},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.6660000085830688},{"id":"https://openalex.org/keywords/time-varying-risk","display_name":"time-varying risk","score":0.5450000166893005},{"id":"https://openalex.org/keywords/expected-returns","display_name":"expected returns","score":0.4869999885559082}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5911948084831238},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4319496750831604},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3493248224258423},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.33232057094573975},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3304764926433563},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3278101682662964}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.2139/ssrn.1336712","doi":"https://doi.org/10.2139/ssrn.1336712","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1336712","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:figshare.com:article/6704777","doi":null,"is_oa":true,"landing_page_url":"https://figshare.com/articles/journal_contribution/Consumption_Volatility_Risk/6704777","pdf_url":"https://figshare.com/articles/Consumption_Volatility_Risk/6704777","source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.891.294","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.891.294","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.haas.berkeley.edu/groups/finance/ConsumptionVol.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.895.8325","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.895.8325","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://finance.wharton.upenn.edu/department/Seminar/micro/Kuehn_ConsumptionVol_09C.pdf","raw_type":"text"},{"id":"pmh:oai:repository.cmu.edu:tepper-1234","doi":null,"is_oa":false,"landing_page_url":"http://repository.cmu.edu/cgi/viewcontent.cgi?article=1234&context=tepper","pdf_url":null,"source":{"id":"https://openalex.org/S7407050927","display_name":"KiltHub Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I74973139","host_organization_name":"Carnegie Mellon University","host_organization_lineage":["https://openalex.org/I74973139"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Tepper School of Business","raw_type":"text"},{"id":"doi:10.1184/r1/6704777","doi":"https://doi.org/10.1184/r1/6704777","is_oa":true,"landing_page_url":"https://doi.org/10.1184/r1/6704777","pdf_url":null,"source":{"id":"https://openalex.org/S7407050927","display_name":"KiltHub Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I74973139","host_organization_name":"Carnegie Mellon University","host_organization_lineage":["https://openalex.org/I74973139"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"},{"id":"doi:10.1184/r1/6704777.v1","doi":"https://doi.org/10.1184/r1/6704777.v1","is_oa":true,"landing_page_url":"https://doi.org/10.1184/r1/6704777.v1","pdf_url":null,"source":{"id":"https://openalex.org/S7407050927","display_name":"KiltHub Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I74973139","host_organization_name":"Carnegie Mellon University","host_organization_lineage":["https://openalex.org/I74973139"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"}],"best_oa_location":{"id":"doi:10.2139/ssrn.1336712","doi":"https://doi.org/10.2139/ssrn.1336712","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1336712","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.49000000953674316}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":53,"referenced_works":["https://openalex.org/W130270236","https://openalex.org/W1562623279","https://openalex.org/W1606955057","https://openalex.org/W1685330837","https://openalex.org/W1881869307","https://openalex.org/W1894905729","https://openalex.org/W1970764861","https://openalex.org/W1991269310","https://openalex.org/W2024347472","https://openalex.org/W2028382716","https://openalex.org/W2031299127","https://openalex.org/W2051794781","https://openalex.org/W2070783162","https://openalex.org/W2074812030","https://openalex.org/W2079549578","https://openalex.org/W2094025373","https://openalex.org/W2098034980","https://openalex.org/W2104204963","https://openalex.org/W2104795328","https://openalex.org/W2111193193","https://openalex.org/W2113208252","https://openalex.org/W2113704261","https://openalex.org/W2113946792","https://openalex.org/W2123471816","https://openalex.org/W2125520394","https://openalex.org/W2126443796","https://openalex.org/W2130830554","https://openalex.org/W2136120210","https://openalex.org/W2141077304","https://openalex.org/W2141185104","https://openalex.org/W2142152317","https://openalex.org/W2142591858","https://openalex.org/W2149180867","https://openalex.org/W2151405257","https://openalex.org/W2166215547","https://openalex.org/W2171868047","https://openalex.org/W2171942651","https://openalex.org/W2260102536","https://openalex.org/W2890218613","https://openalex.org/W2892263971","https://openalex.org/W2963327618","https://openalex.org/W3021580254","https://openalex.org/W3023906401","https://openalex.org/W3121225037","https://openalex.org/W3122433429","https://openalex.org/W3123658883","https://openalex.org/W3123865756","https://openalex.org/W3124126674","https://openalex.org/W3124715393","https://openalex.org/W3124961036","https://openalex.org/W3125147608","https://openalex.org/W3125356408","https://openalex.org/W3125450452"],"related_works":["https://openalex.org/W7100116559","https://openalex.org/W1512288695","https://openalex.org/W7096973868","https://openalex.org/W2408050828","https://openalex.org/W2888874737","https://openalex.org/W3121225037","https://openalex.org/W7101199228","https://openalex.org/W3123865756","https://openalex.org/W2780981662","https://openalex.org/W1513408196"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
