{"id":"https://openalex.org/W2397149446","doi":"https://doi.org/10.1016/j.energy.2016.02.093","title":"Dependence and risk management in oil and stock markets. A wavelet-copula analysis","display_name":"Dependence and risk management in oil and stock markets. A wavelet-copula analysis","publication_year":2016,"publication_date":"2016-05-25","ids":{"openalex":"https://openalex.org/W2397149446","doi":"https://doi.org/10.1016/j.energy.2016.02.093","mag":"2397149446"},"language":"en","primary_location":{"id":"doi:10.1016/j.energy.2016.02.093","doi":"https://doi.org/10.1016/j.energy.2016.02.093","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.energy.2016.02.093","pdf_url":null,"source":{"id":"https://openalex.org/S2497375143","display_name":"Energy","issn_l":"0360-5442","issn":["0360-5442","1873-6785"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-3","norway-2","poland-200","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":"Energy","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/A5089759738","display_name":"Rania Jammazi","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I8636806","display_name":"University of Sousse","ror":"https://ror.org/00dmpgj58","country_code":"TN","type":"education","lineage":["https://openalex.org/I8636806"]}],"countries":["TN"],"is_corresponding":true,"raw_author_name":"Rania Jammazi","raw_affiliation_strings":["Faculty of Economic &Management Sciences of Sousse, Cit\u00e9 Erriadh, Sousse, Tunisia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economic &Management Sciences of Sousse, Cit\u00e9 Erriadh, Sousse, Tunisia","institution_ids":["https://openalex.org/I8636806"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067885599","display_name":"Juan C. Reboredo","orcid":"https://orcid.org/0000-0003-3912-9410","observed_orcids":["https://orcid.org/0000-0003-3912-9410"]},"institutions":[{"id":"https://openalex.org/I200284239","display_name":"Universidade de Santiago de Compostela","ror":"https://ror.org/030eybx10","country_code":"ES","type":"education","lineage":["https://openalex.org/I200284239"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Juan C. Reboredo","raw_affiliation_strings":["Department of Economics, Universidad de Santiago de Compostela, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, Universidad de Santiago de Compostela, Spain","institution_ids":["https://openalex.org/I200284239"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5089759738"],"corresponding_institution_ids":["https://openalex.org/I8636806"],"apc_list":{"value":4260,"currency":"USD","value_usd":4260},"apc_paid":null,"fwci":14.9167,"has_fulltext":false,"cited_by_count":65,"citation_normalized_percentile":{"value":0.98692663,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":99},"biblio":{"volume":"107","issue":null,"first_page":"866","last_page":"888"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9067000150680542,"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":0.9067000150680542,"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":0.09059999883174896,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.00019999999494757503,"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/oil-prices","display_name":"oil prices","score":0.8119999766349792},{"id":"https://openalex.org/keywords/stock-prices","display_name":"stock prices","score":0.9739999771118164},{"id":"https://openalex.org/keywords/risk-management","display_name":"risk management","score":0.699999988079071},{"id":"https://openalex.org/keywords/tail-dependence","display_name":"tail dependence","score":0.6909999847412109},{"id":"https://openalex.org/keywords/asymmetric-tail-dependence","display_name":"asymmetric tail dependence","score":0.7620000243186951},{"id":"https://openalex.org/keywords/diversification-benefits","display_name":"diversification benefits","score":0.718999981880188},{"id":"https://openalex.org/keywords/downside-risk","display_name":"downside risk","score":0.859000027179718},{"id":"https://openalex.org/keywords/portfolio-diversification","display_name":"portfolio diversification","score":0.5820000171661377},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"financial contagion","score":0.7590000033378601},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.6290000081062317},{"id":"https://openalex.org/keywords/time-varying-copulas","display_name":"time-varying copulas","score":0.7940000295639038},{"id":"https://openalex.org/keywords/haar-wavelet-decomposition","display_name":"Haar wavelet decomposition","score":0.8450000286102295},{"id":"https://openalex.org/keywords/co-movement","display_name":"co-movement","score":0.5830000042915344}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.7055352330207825},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.689413845539093},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6233898401260376},{"id":"https://openalex.org/C2777606061","wikidata":"https://www.wikidata.org/wiki/Q16991115","display_name":"Tail dependence","level":3,"score":0.580902636051178},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.5722636580467224},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5716972351074219},{"id":"https://openalex.org/C2776719154","wikidata":"https://www.wikidata.org/wiki/Q1094965","display_name":"Downside risk","level":3,"score":0.5623881816864014},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.49130120873451233},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.340182900428772},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.25844091176986694},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24903416633605957},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24827831983566284},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.24662673473358154},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.13193854689598083},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10559016466140747},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09190213680267334},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.energy.2016.02.093","doi":"https://doi.org/10.1016/j.energy.2016.02.093","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.energy.2016.02.093","pdf_url":null,"source":{"id":"https://openalex.org/S2497375143","display_name":"Energy","issn_l":"0360-5442","issn":["0360-5442","1873-6785"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-3","norway-2","poland-200","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":"Energy","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:energy:v:107:y:2016:i:c:p:866-888","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0360544216301554","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":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.4000000059604645}],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321595","display_name":"Federaci\u00f3n Espa\u00f1ola de Enfermedades Raras","ror":"https://ror.org/0348bpk17"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":63,"referenced_works":["https://openalex.org/W264690675","https://openalex.org/W1495461120","https://openalex.org/W1538277782","https://openalex.org/W1550926239","https://openalex.org/W1590120741","https://openalex.org/W1966760175","https://openalex.org/W1968914532","https://openalex.org/W1971900541","https://openalex.org/W1973809982","https://openalex.org/W1975717799","https://openalex.org/W1983669369","https://openalex.org/W1988283756","https://openalex.org/W1988611515","https://openalex.org/W1993016099","https://openalex.org/W1996089921","https://openalex.org/W1998289244","https://openalex.org/W1998870214","https://openalex.org/W2004331880","https://openalex.org/W2007325390","https://openalex.org/W2011561736","https://openalex.org/W2013109882","https://openalex.org/W2018833906","https://openalex.org/W2025306861","https://openalex.org/W2026327710","https://openalex.org/W2028726096","https://openalex.org/W2037126904","https://openalex.org/W2040801642","https://openalex.org/W2040981563","https://openalex.org/W2046426921","https://openalex.org/W2046891880","https://openalex.org/W2049025953","https://openalex.org/W2053805777","https://openalex.org/W2061160212","https://openalex.org/W2061326864","https://openalex.org/W2067622202","https://openalex.org/W2068962514","https://openalex.org/W2069936503","https://openalex.org/W2074988857","https://openalex.org/W2080984056","https://openalex.org/W2083902262","https://openalex.org/W2090199850","https://openalex.org/W2092416301","https://openalex.org/W2093391609","https://openalex.org/W2093917421","https://openalex.org/W2099057455","https://openalex.org/W2104267426","https://openalex.org/W2106372379","https://openalex.org/W2118431855","https://openalex.org/W2119436275","https://openalex.org/W2122549219","https://openalex.org/W2132417154","https://openalex.org/W2144452471","https://openalex.org/W2145352979","https://openalex.org/W2146842127","https://openalex.org/W2163969674","https://openalex.org/W2169439765","https://openalex.org/W2907233437","https://openalex.org/W2949973840","https://openalex.org/W3021709961","https://openalex.org/W3123851926","https://openalex.org/W3123974798","https://openalex.org/W3125402114","https://openalex.org/W4229900088"],"related_works":["https://openalex.org/W2992482826","https://openalex.org/W3100140917","https://openalex.org/W1998289244","https://openalex.org/W2345637360","https://openalex.org/W1469697387","https://openalex.org/W2555262014","https://openalex.org/W1968914532","https://openalex.org/W1867603846","https://openalex.org/W22149912","https://openalex.org/W2663960413"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":10},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":3}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
