{"id":"https://openalex.org/W4214922478","doi":"https://doi.org/10.1007/978-3-030-98018-4_26","title":"Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with\u00a0GARCH-Type Models","display_name":"Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with\u00a0GARCH-Type Models","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4214922478","doi":"https://doi.org/10.1007/978-3-030-98018-4_26"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-98018-4_26","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-98018-4_26","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","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/A5018461930","display_name":"Pichayakone Rakpho","orcid":"https://orcid.org/0000-0001-8493-879X"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Pichayakone Rakpho","raw_affiliation_strings":["Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, 50200, Thailand","Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020022323","display_name":"Woraphon Yamaka","orcid":"https://orcid.org/0000-0002-0787-1437"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Woraphon Yamaka","raw_affiliation_strings":["Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, 50200, Thailand","Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5032984395","display_name":"Rungrapee Phadkantha","orcid":null},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Rungrapee Phadkantha","raw_affiliation_strings":["Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, 50200, Thailand","Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5020022323"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":6.5573,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.95447988,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"317","last_page":"328"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9998000264167786,"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":0.9998000264167786,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9865999817848206,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10438","display_name":"Energy, Environment, Economic Growth","score":0.974399983882904,"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/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.8629039525985718},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.7104097604751587},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6936122179031372},{"id":"https://openalex.org/keywords/gompertz-function","display_name":"Gompertz function","score":0.6216243505477905},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5880276560783386},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5300946831703186},{"id":"https://openalex.org/keywords/oil-price","display_name":"Oil price","score":0.4900254011154175},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.4716315269470215},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3308509588241577},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.22804704308509827},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2131606936454773},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15905967354774475}],"concepts":[{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.8629039525985718},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.7104097604751587},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6936122179031372},{"id":"https://openalex.org/C134463574","wikidata":"https://www.wikidata.org/wiki/Q1011785","display_name":"Gompertz function","level":2,"score":0.6216243505477905},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5880276560783386},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5300946831703186},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.4900254011154175},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.4716315269470215},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3308509588241577},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.22804704308509827},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2131606936454773},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15905967354774475},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","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":1,"locations":[{"id":"doi:10.1007/978-3-030-98018-4_26","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-98018-4_26","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.7699999809265137,"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W307184769","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2010732706","https://openalex.org/W2035942174","https://openalex.org/W2061160212","https://openalex.org/W2095311885","https://openalex.org/W2164410397","https://openalex.org/W2501875148","https://openalex.org/W2778000226","https://openalex.org/W3014761495","https://openalex.org/W3098184859","https://openalex.org/W3099489841","https://openalex.org/W3157889387","https://openalex.org/W6732629455"],"related_works":["https://openalex.org/W1987826597","https://openalex.org/W4386802740","https://openalex.org/W1986811129","https://openalex.org/W2992798731","https://openalex.org/W2019797777","https://openalex.org/W1938576502","https://openalex.org/W3118205460","https://openalex.org/W3123827767","https://openalex.org/W3043965874","https://openalex.org/W2153489002"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
