{"id":"https://openalex.org/W2147389408","doi":null,"title":"A Wavelet-Based Analysis of Commodity Futures Markets","display_name":"A Wavelet-Based Analysis of Commodity Futures Markets","publication_year":2007,"publication_date":"2007-07-11","ids":{"openalex":"https://openalex.org/W2147389408","mag":"2147389408"},"language":"en","primary_location":{"id":"pmh:oai:ecommons.cornell.edu:1813/7915","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/1813/7915","pdf_url":"https://hdl.handle.net/1813/7915","source":{"id":"https://openalex.org/S4306400757","display_name":"eCommons (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"dissertation or thesis"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hdl.handle.net/1813/7915","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076293396","display_name":"Gabriel J. Power","orcid":"https://orcid.org/0000-0001-5495-7252","observed_orcids":["https://orcid.org/0000-0001-5495-7252"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Gabriel J. Power","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-5495-7252","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5076293396"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":1,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.48100000619888306,"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"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.48100000619888306,"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":0.4580000042915344,"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":0.027499999850988388,"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/commodity-futures-markets","display_name":"commodity futures markets","score":0.8510000109672546},{"id":"https://openalex.org/keywords/wavelet-analysis","display_name":"wavelet analysis","score":0.7820000052452087},{"id":"https://openalex.org/keywords/long-range-dependence","display_name":"long-range dependence","score":0.7720000147819519},{"id":"https://openalex.org/keywords/fractional-integration","display_name":"fractional integration","score":0.9589999914169312},{"id":"https://openalex.org/keywords/futures-price-volatility","display_name":"futures price volatility","score":0.7799999713897705},{"id":"https://openalex.org/keywords/markov-switching-model","display_name":"Markov regime switching","score":0.9049999713897705},{"id":"https://openalex.org/keywords/pension-funds","display_name":"pension funds","score":0.972000002861023},{"id":"https://openalex.org/keywords/trading-volume","display_name":"trading volume","score":0.7689999938011169},{"id":"https://openalex.org/keywords/term-structure-of-futures-prices","display_name":"term structure of futures prices","score":0.8640000224113464},{"id":"https://openalex.org/keywords/state-variables","display_name":"state variables","score":0.6930000185966492},{"id":"https://openalex.org/keywords/inventory-effects","display_name":"inventory effects","score":0.8240000009536743},{"id":"https://openalex.org/keywords/storable-commodities","display_name":"storable commodities","score":0.7210000157356262},{"id":"https://openalex.org/keywords/spurious-long-memory","display_name":"spurious long memory","score":0.675000011920929}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.8673388361930847},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.7446876764297485},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.599609911441803},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5340164303779602},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.45723211765289307},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.36482375860214233},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33406776189804077},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3224734663963318},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18819835782051086},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13224312663078308}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:ecommons.cornell.edu:1813/7915","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/1813/7915","pdf_url":"https://hdl.handle.net/1813/7915","source":{"id":"https://openalex.org/S4306400757","display_name":"eCommons (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"dissertation or thesis"},{"id":"mag:2147389408","doi":null,"is_oa":false,"landing_page_url":"https://ecommons.cornell.edu/bitstream/1813/7915/1/thesis.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:ecommons.cornell.edu:1813/7915","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/1813/7915","pdf_url":"https://hdl.handle.net/1813/7915","source":{"id":"https://openalex.org/S4306400757","display_name":"eCommons (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"dissertation or thesis"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2147389408.pdf","grobid_xml":"https://content.openalex.org/works/W2147389408.grobid-xml"},"referenced_works_count":459,"referenced_works":["https://openalex.org/W16095134","https://openalex.org/W45326702","https://openalex.org/W86414441","https://openalex.org/W93478968","https://openalex.org/W116444675","https://openalex.org/W117134504","https://openalex.org/W153120503","https://openalex.org/W172823730","https://openalex.org/W191129667","https://openalex.org/W193142727","https://openalex.org/W216682992","https://openalex.org/W225706379","https://openalex.org/W565287286","https://openalex.org/W574370508","https://openalex.org/W595580781","https://openalex.org/W634018711","https://openalex.org/W1481171084","https://openalex.org/W1482503699","https://openalex.org/W1482923053","https://openalex.org/W1484159650","https://openalex.org/W1489213177","https://openalex.org/W1490995146","https://openalex.org/W1491711721","https://openalex.org/W1498464051","https://openalex.org/W1498939395","https://openalex.org/W1499550068","https://openalex.org/W1501530495","https://openalex.org/W1503260956","https://openalex.org/W1503295912","https://openalex.org/W1510000317","https://openalex.org/W1512565661","https://openalex.org/W1518367711","https://openalex.org/W1523205359","https://openalex.org/W1525433848","https://openalex.org/W1536986147","https://openalex.org/W1539800643","https://openalex.org/W1547692333","https://openalex.org/W1559314381","https://openalex.org/W1561093753","https://openalex.org/W1561623750","https://openalex.org/W1563248516","https://openalex.org/W1568861552","https://openalex.org/W1572930125","https://openalex.org/W1573249004","https://openalex.org/W1576326745","https://openalex.org/W1579116188","https://openalex.org/W1580342459","https://openalex.org/W1583227791","https://openalex.org/W1587980782","https://openalex.org/W1588074544","https://openalex.org/W1588163064","https://openalex.org/W1588417581","https://openalex.org/W1590583843","https://openalex.org/W1595464627","https://openalex.org/W1595901044","https://openalex.org/W1601790768","https://openalex.org/W1601814754","https://openalex.org/W1603851589","https://openalex.org/W1604810369","https://openalex.org/W1605494325","https://openalex.org/W1605761934","https://openalex.org/W1606846851","https://openalex.org/W1607632979","https://openalex.org/W1607973974","https://openalex.org/W1653130573","https://openalex.org/W1696900635","https://openalex.org/W1732024042","https://openalex.org/W1752646576","https://openalex.org/W1881945330","https://openalex.org/W1896992559","https://openalex.org/W1921873273","https://openalex.org/W1943802388","https://openalex.org/W1963528266","https://openalex.org/W1964733608","https://openalex.org/W1964855247","https://openalex.org/W1964905563","https://openalex.org/W1965075382","https://openalex.org/W1965256988","https://openalex.org/W1966536982","https://openalex.org/W1966763436","https://openalex.org/W1966773887","https://openalex.org/W1966964362","https://openalex.org/W1967071544","https://openalex.org/W1967307515","https://openalex.org/W1967999419","https://openalex.org/W1969484464","https://openalex.org/W1969590790","https://openalex.org/W1969604147","https://openalex.org/W1969611538","https://openalex.org/W1969960895","https://openalex.org/W1970096571","https://openalex.org/W1970694313","https://openalex.org/W1971484986","https://openalex.org/W1972024464","https://openalex.org/W1972362009","https://openalex.org/W1973694910","https://openalex.org/W1974581749","https://openalex.org/W1975994995","https://openalex.org/W1978094758","https://openalex.org/W1978161169","https://openalex.org/W1979388309","https://openalex.org/W1979575715","https://openalex.org/W1979777051","https://openalex.org/W1980585207","https://openalex.org/W1980620433","https://openalex.org/W1981020475","https://openalex.org/W1981564624","https://openalex.org/W1982647785","https://openalex.org/W1982734176","https://openalex.org/W1985412711","https://openalex.org/W1985742155","https://openalex.org/W1986372184","https://openalex.org/W1990795692","https://openalex.org/W1992538735","https://openalex.org/W1992706258","https://openalex.org/W1994110039","https://openalex.org/W1995507349","https://openalex.org/W1995799665","https://openalex.org/W1996160600","https://openalex.org/W1996167230","https://openalex.org/W1996263234","https://openalex.org/W1996801165","https://openalex.org/W1996910579","https://openalex.org/W1998260085","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2000531222","https://openalex.org/W2000634581","https://openalex.org/W2000789045","https://openalex.org/W2001806364","https://openalex.org/W2001814496","https://openalex.org/W2003094553","https://openalex.org/W2004759721","https://openalex.org/W2006355434","https://openalex.org/W2007785900","https://openalex.org/W2008582516","https://openalex.org/W2009611917","https://openalex.org/W2010030142","https://openalex.org/W2010536381","https://openalex.org/W2011294979","https://openalex.org/W2011586511","https://openalex.org/W2012134733","https://openalex.org/W2012214132","https://openalex.org/W2013166880","https://openalex.org/W2013833830","https://openalex.org/W2014321563","https://openalex.org/W2015855984","https://openalex.org/W2016213126","https://openalex.org/W2016470425","https://openalex.org/W2016859137","https://openalex.org/W2017059355","https://openalex.org/W2018511902","https://openalex.org/W2019388752","https://openalex.org/W2019438573","https://openalex.org/W2020743612","https://openalex.org/W2020781433","https://openalex.org/W2020919250","https://openalex.org/W2021722152","https://openalex.org/W2022285662","https://openalex.org/W2022714355","https://openalex.org/W2022808247","https://openalex.org/W2023718188","https://openalex.org/W2023742418","https://openalex.org/W2024369567","https://openalex.org/W2025157128","https://openalex.org/W2025700030","https://openalex.org/W2026591027","https://openalex.org/W2028436263","https://openalex.org/W2028989995","https://openalex.org/W2029136181","https://openalex.org/W2029650804","https://openalex.org/W2031094508","https://openalex.org/W2031103733","https://openalex.org/W2031124286","https://openalex.org/W2031746920","https://openalex.org/W2031753087","https://openalex.org/W2031965601","https://openalex.org/W2032434311","https://openalex.org/W2032532006","https://openalex.org/W2033911870","https://openalex.org/W2033966461","https://openalex.org/W2034161163","https://openalex.org/W2035233154","https://openalex.org/W2035674580","https://openalex.org/W2035737640","https://openalex.org/W2035835960","https://openalex.org/W2036151776","https://openalex.org/W2036164811","https://openalex.org/W2036608004","https://openalex.org/W2036794700","https://openalex.org/W2037118692","https://openalex.org/W2037958728","https://openalex.org/W2038532793","https://openalex.org/W2038601479","https://openalex.org/W2038621549","https://openalex.org/W2038769838","https://openalex.org/W2038975750","https://openalex.org/W2039600992","https://openalex.org/W2041404167","https://openalex.org/W2041817790","https://openalex.org/W2041905826","https://openalex.org/W2042121815","https://openalex.org/W2042280087","https://openalex.org/W2042772848","https://openalex.org/W2043200264","https://openalex.org/W2043313437","https://openalex.org/W2044207100","https://openalex.org/W2044265301","https://openalex.org/W2044340627","https://openalex.org/W2044366694","https://openalex.org/W2045892935","https://openalex.org/W2046031028","https://openalex.org/W2046556732","https://openalex.org/W2046802424","https://openalex.org/W2047295320","https://openalex.org/W2047621660","https://openalex.org/W2048357953","https://openalex.org/W2048951190","https://openalex.org/W2050067494","https://openalex.org/W2050643653","https://openalex.org/W2050878492","https://openalex.org/W2052693969","https://openalex.org/W2053933740","https://openalex.org/W2054249884","https://openalex.org/W2054477007","https://openalex.org/W2054914474","https://openalex.org/W2055394075","https://openalex.org/W2055781590","https://openalex.org/W2056033120","https://openalex.org/W2056401177","https://openalex.org/W2056507862","https://openalex.org/W2056662277","https://openalex.org/W2056765544","https://openalex.org/W2056871913","https://openalex.org/W2057091045","https://openalex.org/W2057884190","https://openalex.org/W2059347879","https://openalex.org/W2060454944","https://openalex.org/W2060955827","https://openalex.org/W2062053579","https://openalex.org/W2062790716","https://openalex.org/W2062962812","https://openalex.org/W2063261731","https://openalex.org/W2063750298","https://openalex.org/W2063827883","https://openalex.org/W2063997710","https://openalex.org/W2064546049","https://openalex.org/W2064638174","https://openalex.org/W2065147055","https://openalex.org/W2065194732","https://openalex.org/W2065197621","https://openalex.org/W2065273716","https://openalex.org/W2065387250","https://openalex.org/W2065443832","https://openalex.org/W2065541420","https://openalex.org/W2066218565","https://openalex.org/W2066384319","https://openalex.org/W2067180668","https://openalex.org/W2067427495","https://openalex.org/W2068493768","https://openalex.org/W2068557366","https://openalex.org/W2068585979","https://openalex.org/W2069244238","https://openalex.org/W2070803806","https://openalex.org/W2071723133","https://openalex.org/W2073445562","https://openalex.org/W2074648298","https://openalex.org/W2075087356","https://openalex.org/W2075280911","https://openalex.org/W2075304461","https://openalex.org/W2077310260","https://openalex.org/W2077655468","https://openalex.org/W2077791698","https://openalex.org/W2077897593","https://openalex.org/W2077987683","https://openalex.org/W2079368945","https://openalex.org/W2080491336","https://openalex.org/W2080511112","https://openalex.org/W2081310645","https://openalex.org/W2081845494","https://openalex.org/W2083648255","https://openalex.org/W2083685602","https://openalex.org/W2083997098","https://openalex.org/W2084026147","https://openalex.org/W2084191881","https://openalex.org/W2084442105","https://openalex.org/W2084700690","https://openalex.org/W2085313606","https://openalex.org/W2085325849","https://openalex.org/W2086073836","https://openalex.org/W2086242486","https://openalex.org/W2086436584","https://openalex.org/W2086736386","https://openalex.org/W2086831870","https://openalex.org/W2086898238","https://openalex.org/W2088563154","https://openalex.org/W2088704603","https://openalex.org/W2091518161","https://openalex.org/W2093112233","https://openalex.org/W2093230975","https://openalex.org/W2093972316","https://openalex.org/W2094585768","https://openalex.org/W2095534521","https://openalex.org/W2095543111","https://openalex.org/W2095771524","https://openalex.org/W2096605213","https://openalex.org/W2097580026","https://openalex.org/W2097633087","https://openalex.org/W2098201978","https://openalex.org/W2098754649","https://openalex.org/W2098813829","https://openalex.org/W2100808453","https://openalex.org/W2101789093","https://openalex.org/W2103905988","https://openalex.org/W2104267426","https://openalex.org/W2105009836","https://openalex.org/W2105818147","https://openalex.org/W2105923830","https://openalex.org/W2106196379","https://openalex.org/W2106972544","https://openalex.org/W2107875205","https://openalex.org/W2108075367","https://openalex.org/W2108724904","https://openalex.org/W2110058842","https://openalex.org/W2110564849","https://openalex.org/W2110603299","https://openalex.org/W2112831694","https://openalex.org/W2113778701","https://openalex.org/W2114639238","https://openalex.org/W2115467167","https://openalex.org/W2115755118","https://openalex.org/W2115865827","https://openalex.org/W2116294798","https://openalex.org/W2116388354","https://openalex.org/W2116807840","https://openalex.org/W2117328889","https://openalex.org/W2120022262","https://openalex.org/W2121691307","https://openalex.org/W2122160025","https://openalex.org/W2123608073","https://openalex.org/W2123807460","https://openalex.org/W2123947854","https://openalex.org/W2124752304","https://openalex.org/W2125520394","https://openalex.org/W2126693233","https://openalex.org/W2128175532","https://openalex.org/W2128848572","https://openalex.org/W2128853545","https://openalex.org/W2129220488","https://openalex.org/W2129754216","https://openalex.org/W2129996911","https://openalex.org/W2130803168","https://openalex.org/W2132090039","https://openalex.org/W2132984323","https://openalex.org/W2134575624","https://openalex.org/W2138918663","https://openalex.org/W2139024576","https://openalex.org/W2139395482","https://openalex.org/W2140586836","https://openalex.org/W2140667604","https://openalex.org/W2140832824","https://openalex.org/W2141186877","https://openalex.org/W2141532443","https://openalex.org/W2141730075","https://openalex.org/W2143618917","https://openalex.org/W2144128007","https://openalex.org/W2144452471","https://openalex.org/W2144529031","https://openalex.org/W2144602403","https://openalex.org/W2145930759","https://openalex.org/W2146309665","https://openalex.org/W2146842127","https://openalex.org/W2148614997","https://openalex.org/W2149262109","https://openalex.org/W2149463939","https://openalex.org/W2151065060","https://openalex.org/W2152145014","https://openalex.org/W2152224043","https://openalex.org/W2152507840","https://openalex.org/W2152704622","https://openalex.org/W2152816758","https://openalex.org/W2153529706","https://openalex.org/W2154196116","https://openalex.org/W2154427164","https://openalex.org/W2154761988","https://openalex.org/W2155187653","https://openalex.org/W2155753570","https://openalex.org/W2157628315","https://openalex.org/W2157965176","https://openalex.org/W2159335915","https://openalex.org/W2163191305","https://openalex.org/W2163701744","https://openalex.org/W2164214015","https://openalex.org/W2164718628","https://openalex.org/W2165170334","https://openalex.org/W2165773639","https://openalex.org/W2165800362","https://openalex.org/W2166087152","https://openalex.org/W2166787273","https://openalex.org/W2167458813","https://openalex.org/W2167685304","https://openalex.org/W2168286034","https://openalex.org/W2169107902","https://openalex.org/W2169465885","https://openalex.org/W2170940866","https://openalex.org/W2173973354","https://openalex.org/W2184797284","https://openalex.org/W2233398929","https://openalex.org/W2241253183","https://openalex.org/W2267284072","https://openalex.org/W2267394414","https://openalex.org/W2269156062","https://openalex.org/W2270105048","https://openalex.org/W2270864342","https://openalex.org/W2272262202","https://openalex.org/W2276870636","https://openalex.org/W2280331487","https://openalex.org/W2285232196","https://openalex.org/W2285560728","https://openalex.org/W2316706700","https://openalex.org/W2319085245","https://openalex.org/W2325067522","https://openalex.org/W2333836031","https://openalex.org/W2401731501","https://openalex.org/W2472326123","https://openalex.org/W2481784039","https://openalex.org/W2522027325","https://openalex.org/W2529972124","https://openalex.org/W2602224136","https://openalex.org/W2795715425","https://openalex.org/W3010098330","https://openalex.org/W3013430759","https://openalex.org/W3023906401","https://openalex.org/W3025110474","https://openalex.org/W3038165843","https://openalex.org/W3121217699","https://openalex.org/W3121607397","https://openalex.org/W3121631155","https://openalex.org/W3121766168","https://openalex.org/W3122004295","https://openalex.org/W3122013013","https://openalex.org/W3122165036","https://openalex.org/W3122193598","https://openalex.org/W3122456039","https://openalex.org/W3122475708","https://openalex.org/W3123069420","https://openalex.org/W3123185352","https://openalex.org/W3123520831","https://openalex.org/W3123637206","https://openalex.org/W3124082850","https://openalex.org/W3124475197","https://openalex.org/W3124526065","https://openalex.org/W3124798334","https://openalex.org/W3124941775","https://openalex.org/W3125181611","https://openalex.org/W3125666236","https://openalex.org/W3198310217","https://openalex.org/W4213154889","https://openalex.org/W4243189204"],"related_works":["https://openalex.org/W7111422833","https://openalex.org/W2038035321","https://openalex.org/W2003780715","https://openalex.org/W2168744711","https://openalex.org/W2008459530","https://openalex.org/W7099140197","https://openalex.org/W2116398002","https://openalex.org/W3006429549","https://openalex.org/W4221073957","https://openalex.org/W2606402532"],"abstract_inverted_index":{"The":[0,180],"time":[1,23,35,178],"horizon":[2],"of":[3,9,67,85,127,146,150],"decision-making":[4],"is":[5,13,188],"an":[6,189],"essential":[7],"dimension":[8],"economic":[10,38],"problems":[11],"but":[12],"difficult":[14],"to":[15,31,48,103,132,159,172],"explicitly":[16],"define.":[17],"In":[18],"this":[19],"thesis,":[20],"we":[21,142],"use":[22],"series":[24],"analysis":[25],"augmented":[26],"by":[27,90,153],"wavelet":[28],"transform":[29],"methods":[30],"precisely":[32],"identify":[33],"distinct":[34],"horizons":[36],"in":[37,55,72],"data":[39,197],"and":[40,52,94,116,163,166,192,201],"measure":[41],"their":[42],"explanatory":[43],"power.":[44],"This":[45,130],"enables":[46],"us":[47],"address":[49],"three":[50,185],"timely":[51],"persistent":[53],"questions":[54],"the":[56,144,176,202],"literature":[57],"on":[58],"commodity":[59,73,114,138],"derivatives":[60],"markets":[61],"are":[62,65,88,101,198],"addressed.":[63],"First,":[64],"findings":[66],"long":[68,92],"memory":[69,93],"(fractional":[70],"integration)":[71],"futures":[74,120,151],"price":[75,121],"volatility":[76,122],"spurious,":[77],"following":[78],"Granger?s":[79],"conjecture?":[80],"Yes,":[81],"only":[82,135],"two":[83],"out":[84,169],"eleven":[86],"commodities":[87],"characterized":[89],"true":[91,134],"certain":[95],"stochastic":[96],"break":[97],"models":[98,149],"(e.g.":[99],"Markov-switching)":[100],"found":[102],"be":[104,133,173,205],"more":[105,156],"plausible.":[106],"Second,":[107],"do":[108],"large":[109,125],"Index":[110],"Traders":[111],"such":[112],"as":[113],"pools":[115],"pension":[117],"funds":[118],"increase":[119],"through":[123],"a":[124],"volume":[126],"trading":[128],"activity?":[129],"appears":[131,171],"for":[136],"non-storable":[137],"contracts.":[139],"Third,":[140],"can":[141],"improve":[143],"accuracy":[145],"term":[147],"structure":[148],"prices":[152],"(i)":[154,184],"including":[155],"state":[157,186],"variables":[158,187],"better":[160],"capture":[161],"maturity":[162],"inventory":[164],"effects,":[165],"(ii)":[167,193],"filtering":[168],"what":[170],"noise":[174,203],"at":[175],"shortest":[177],"horizons?":[179],"results":[181],"suggest":[182],"that":[183],"optimal":[190],"choice":[191],"estimates":[194],"using":[195],"filtered":[196],"not":[199],"improved":[200],"may":[204],"economically":[206],"meaningful.":[207]},"counts_by_year":[],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
