{"id":"https://openalex.org/W4393409718","doi":"https://doi.org/10.1016/j.frl.2024.105345","title":"Time-varying causality among whisky, wine, and equity markets","display_name":"Time-varying causality among whisky, wine, and equity markets","publication_year":2024,"publication_date":"2024-04-02","ids":{"openalex":"https://openalex.org/W4393409718","doi":"https://doi.org/10.1016/j.frl.2024.105345"},"language":"en","primary_location":{"id":"doi:10.1016/j.frl.2024.105345","doi":"https://doi.org/10.1016/j.frl.2024.105345","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.frl.2024.105345","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://doi.org/10.1016/j.frl.2024.105345","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066383659","display_name":"Vincent Fromentin","orcid":"https://orcid.org/0000-0003-4103-5341","observed_orcids":["https://orcid.org/0000-0003-4103-5341"]},"institutions":[{"id":"https://openalex.org/I186903577","display_name":"University of Luxembourg","ror":"https://ror.org/036x5ad56","country_code":"LU","type":"education","lineage":["https://openalex.org/I186903577"]},{"id":"https://openalex.org/I4387155791","display_name":"Centre Europ\u00e9en de Recherche en Economie Financi\u00e8re et Gestion des Entreprises","ror":"https://ror.org/0106d5c37","country_code":"FR","type":"facility","lineage":["https://openalex.org/I4387155791","https://openalex.org/I90183372"]},{"id":"https://openalex.org/I90183372","display_name":"Universit\u00e9 de Lorraine","ror":"https://ror.org/04vfs2w97","country_code":"FR","type":"education","lineage":["https://openalex.org/I90183372"]}],"countries":["FR","LU"],"is_corresponding":true,"raw_author_name":"Vincent Fromentin","raw_affiliation_strings":["Universit\u00e9 de Lorraine, CEREFIGE / Universit\u00e9 du Luxembourg, DEM, Vincent Fromentin is an Associate Professor in Finance at the Centre Universitaire Europ\u00e9en of Nancy, where he serves as the Head of the Master's Program in Management and Strategies of European Companies and as the Deputy Head of the Finance-Accounting-Control Team at CEREFIGE","Universit\u00e9 de Lorraine, CEREFIGE, France / Universit\u00e9 du Luxembourg, DEM, Luxembourg"],"raw_orcid":"https://orcid.org/0000-0003-4103-5341","affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Lorraine, CEREFIGE / Universit\u00e9 du Luxembourg, DEM, Vincent Fromentin is an Associate Professor in Finance at the Centre Universitaire Europ\u00e9en of Nancy, where he serves as the Head of the Master's Program in Management and Strategies of European Companies and as the Deputy Head of the Finance-Accounting-Control Team at CEREFIGE","institution_ids":["https://openalex.org/I186903577","https://openalex.org/I4387155791","https://openalex.org/I90183372"]},{"raw_affiliation_string":"Universit\u00e9 de Lorraine, CEREFIGE, France / Universit\u00e9 du Luxembourg, DEM, Luxembourg","institution_ids":["https://openalex.org/I186903577","https://openalex.org/I4387155791","https://openalex.org/I90183372"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035439492","display_name":"Bruno Pecchioli","orcid":"https://orcid.org/0000-0003-2827-6458","observed_orcids":["https://orcid.org/0000-0003-2827-6458"]},"institutions":[{"id":"https://openalex.org/I4387155791","display_name":"Centre Europ\u00e9en de Recherche en Economie Financi\u00e8re et Gestion des Entreprises","ror":"https://ror.org/0106d5c37","country_code":"FR","type":"facility","lineage":["https://openalex.org/I4387155791","https://openalex.org/I90183372"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bruno Pecchioli","raw_affiliation_strings":["CEREFIGE \u2013 ICN ARTEM Business School, 86 rue du Sergent Blandan, 54003, Nancy Cedex, France"],"raw_orcid":"https://orcid.org/0000-0003-2827-6458","affiliations":[{"raw_affiliation_string":"CEREFIGE \u2013 ICN ARTEM Business School, 86 rue du Sergent Blandan, 54003, Nancy Cedex, France","institution_ids":["https://openalex.org/I4387155791"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075801761","display_name":"David Moroz","orcid":"https://orcid.org/0000-0001-9173-332X","observed_orcids":["https://orcid.org/0000-0001-9173-332X"]},"institutions":[{"id":"https://openalex.org/I4387153298","display_name":"EM Normandie Business School","ror":"https://ror.org/052xwpe12","country_code":"FR","type":"education","lineage":["https://openalex.org/I4387153298"]},{"id":"https://openalex.org/I4405260441","display_name":"M\u00e9tis-Lab","ror":"https://ror.org/03rs37749","country_code":"FR","type":"education","lineage":["https://openalex.org/I4405260441"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"David Moroz","raw_affiliation_strings":["EM Normandie Business School, M\u00e9tis Lab, 30-32 rue Henri Barbusse, 92110 Clichy, France"],"raw_orcid":"https://orcid.org/0000-0001-9173-332X","affiliations":[{"raw_affiliation_string":"EM Normandie Business School, M\u00e9tis Lab, 30-32 rue Henri Barbusse, 92110 Clichy, France","institution_ids":["https://openalex.org/I4387153298","https://openalex.org/I4405260441"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5066383659","https://openalex.org/A5075801761"],"corresponding_institution_ids":["https://openalex.org/I186903577","https://openalex.org/I4387153298","https://openalex.org/I4387155791","https://openalex.org/I4405260441","https://openalex.org/I90183372"],"apc_list":{"value":3350,"currency":"USD","value_usd":3350},"apc_paid":null,"fwci":27.8006,"has_fulltext":true,"cited_by_count":7,"citation_normalized_percentile":{"value":0.99542432,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"63","issue":null,"first_page":"105345","last_page":"105345"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13342","display_name":"Art History and Market Analysis","score":0.5752000212669373,"subfield":{"id":"https://openalex.org/subfields/1213","display_name":"Visual Arts and Performing Arts"},"field":{"id":"https://openalex.org/fields/12","display_name":"Arts and Humanities"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T13342","display_name":"Art History and Market Analysis","score":0.5752000212669373,"subfield":{"id":"https://openalex.org/subfields/1213","display_name":"Visual Arts and Performing Arts"},"field":{"id":"https://openalex.org/fields/12","display_name":"Arts and Humanities"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.1670999974012375,"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":0.16349999606609344,"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/fine-wine","display_name":"fine wine","score":0.9929999709129333},{"id":"https://openalex.org/keywords/alternative-investments","display_name":"alternative investments","score":0.7990000247955322},{"id":"https://openalex.org/keywords/time-varying-granger-causality","display_name":"time-varying Granger causality","score":0.8799999952316284},{"id":"https://openalex.org/keywords/portfolio-diversification","display_name":"portfolio diversification","score":0.824999988079071},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.6880000233650208},{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.7310000061988831},{"id":"https://openalex.org/keywords/portfolio-risk","display_name":"portfolio risk","score":0.47999998927116394}],"concepts":[{"id":"https://openalex.org/C55952523","wikidata":"https://www.wikidata.org/wiki/Q3014419","display_name":"Wine","level":2,"score":0.7303214073181152},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.569296658039093},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5592030882835388},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4895370900630951},{"id":"https://openalex.org/C134221152","wikidata":"https://www.wikidata.org/wiki/Q4736525","display_name":"Alternative investment","level":3,"score":0.4847707152366638},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.4710027277469635},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.44781965017318726},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4228706955909729},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.33257898688316345},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.13663819432258606},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.12080541253089905},{"id":"https://openalex.org/C31903555","wikidata":"https://www.wikidata.org/wiki/Q1637030","display_name":"Food science","level":1,"score":0.0729103684425354},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1016/j.frl.2024.105345","doi":"https://doi.org/10.1016/j.frl.2024.105345","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.frl.2024.105345","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-04530296v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-04530296","pdf_url":"https://hal.science/hal-04530296v1/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Finance Research Letters, 2024, pp.105345. &#x27E8;10.1016/j.frl.2024.105345&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1544612324003751","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"},{"id":"pmh:oai:RePEc:hal:journl:hal-04530296","doi":null,"is_oa":false,"landing_page_url":"https://hal.science/hal-04530296v1/document","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":"preprint"}],"best_oa_location":{"id":"doi:10.1016/j.frl.2024.105345","doi":"https://doi.org/10.1016/j.frl.2024.105345","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.frl.2024.105345","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":50,"referenced_works":["https://openalex.org/W1620754634","https://openalex.org/W1968163567","https://openalex.org/W1979998308","https://openalex.org/W1987142533","https://openalex.org/W2049239673","https://openalex.org/W2060095696","https://openalex.org/W2113072427","https://openalex.org/W2130257183","https://openalex.org/W2141318850","https://openalex.org/W2145339411","https://openalex.org/W2154090037","https://openalex.org/W2178225550","https://openalex.org/W2263474614","https://openalex.org/W2271150859","https://openalex.org/W2465579951","https://openalex.org/W2485854379","https://openalex.org/W2515196973","https://openalex.org/W2517752132","https://openalex.org/W2541055582","https://openalex.org/W2745445289","https://openalex.org/W2746070687","https://openalex.org/W2783290559","https://openalex.org/W2898215229","https://openalex.org/W2921242228","https://openalex.org/W2966744621","https://openalex.org/W2990468160","https://openalex.org/W3000616087","https://openalex.org/W3003346294","https://openalex.org/W3012316004","https://openalex.org/W3022909696","https://openalex.org/W3082998442","https://openalex.org/W3121133327","https://openalex.org/W3123292495","https://openalex.org/W3123900594","https://openalex.org/W3124934892","https://openalex.org/W3125260748","https://openalex.org/W3125349907","https://openalex.org/W3146818586","https://openalex.org/W3174557668","https://openalex.org/W3178583272","https://openalex.org/W3208504818","https://openalex.org/W4205679054","https://openalex.org/W4206693747","https://openalex.org/W4281734062","https://openalex.org/W4283025614","https://openalex.org/W4292170092","https://openalex.org/W4294597586","https://openalex.org/W4297318100","https://openalex.org/W4367183812","https://openalex.org/W4388569446"],"related_works":["https://openalex.org/W4400488372","https://openalex.org/W2143280771","https://openalex.org/W1924517644","https://openalex.org/W7095400295","https://openalex.org/W4388096943","https://openalex.org/W7099509614","https://openalex.org/W6986583270","https://openalex.org/W2810295031","https://openalex.org/W2256187063","https://openalex.org/W2779910272"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3}],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2024-04-03T00:00:00"}
