{"id":"https://openalex.org/W2962998534","doi":null,"title":"A micro-macro approach to commodity market analysis:risk, structural modelling and forecasting","display_name":"A micro-macro approach to commodity market analysis:risk, structural modelling and forecasting","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2962998534","mag":"2962998534"},"language":"en","primary_location":{"id":"mag:2962998534","doi":null,"is_oa":false,"landing_page_url":"https://iris.univr.it/handle/11562/396542","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},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"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/A5083654221","display_name":"Andrea Bonfatti","orcid":"https://orcid.org/0009-0003-2973-0007","observed_orcids":["https://orcid.org/0009-0003-2973-0007"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Andrea Bonfatti","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0009-0003-2973-0007","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5083654221"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"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":0.8417999744415283,"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":0.8417999744415283,"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/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.1136000007390976,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.0210999995470047,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/commodity-markets","display_name":"commodity markets","score":0.9860000014305115},{"id":"https://openalex.org/keywords/micro-macro-approach","display_name":"micro-macro approach","score":0.8190000057220459},{"id":"https://openalex.org/keywords/market-risk","display_name":"market risk","score":0.7910000085830688},{"id":"https://openalex.org/keywords/structural-modeling","display_name":"structural modeling","score":0.9399999976158142},{"id":"https://openalex.org/keywords/commodity-price-forecasting","display_name":"commodity price forecasting","score":0.7730000019073486}],"concepts":[{"id":"https://openalex.org/C166955791","wikidata":"https://www.wikidata.org/wiki/Q629579","display_name":"Macro","level":2,"score":0.7750047445297241},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.5477619767189026},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42480504512786865},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4184392988681793},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39779219031333923},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3318457007408142},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14603230357170105},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2962998534","doi":null,"is_oa":false,"landing_page_url":"https://iris.univr.it/handle/11562/396542","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":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W1552865559","https://openalex.org/W591800603","https://openalex.org/W373043646","https://openalex.org/W1567926246","https://openalex.org/W1707571058","https://openalex.org/W577882388","https://openalex.org/W2581087548","https://openalex.org/W7017981971","https://openalex.org/W2295153040","https://openalex.org/W6926743382"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T04:12:42.849631","created_date":"2019-07-30T00:00:00"}
