{"id":"https://openalex.org/W112035297","doi":"https://doi.org/10.1007/978-3-319-03395-2_29","title":"An Analysis of Relationship between Gold Price and U.S. Dollar Index by Using Bivariate Extreme Value Copulas","display_name":"An Analysis of Relationship between Gold Price and U.S. Dollar Index by Using Bivariate Extreme Value Copulas","publication_year":2013,"publication_date":"2013-11-16","ids":{"openalex":"https://openalex.org/W112035297","doi":"https://doi.org/10.1007/978-3-319-03395-2_29","mag":"112035297"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-03395-2_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-03395-2_29","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","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/A5088812751","display_name":"Mutita Kaewkheaw","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":true,"raw_author_name":"Mutita Kaewkheaw","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065339342","display_name":"Pisit Leeahtam","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":"Pisit Leeahtam","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082058498","display_name":"Chukiat Chaiboosri","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":"Chukiat Chaiboosri","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5088812751"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":null,"apc_paid":null,"fwci":1.3588,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.84200712,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"455","last_page":"462"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9761999845504761,"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"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9761999845504761,"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":0.9528999924659729,"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":0.9416999816894531,"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/bivariate-analysis","display_name":"Bivariate analysis","score":0.877982497215271},{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.6961839199066162},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.6499277949333191},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.6327574253082275},{"id":"https://openalex.org/keywords/liberian-dollar","display_name":"Liberian dollar","score":0.620538055896759},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6198169589042664},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6185059547424316},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.4887123107910156},{"id":"https://openalex.org/keywords/independence","display_name":"Independence (probability theory)","score":0.44550856947898865},{"id":"https://openalex.org/keywords/u.s.-dollar-index","display_name":"U.S. Dollar Index","score":0.4342968165874481},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.42004913091659546},{"id":"https://openalex.org/keywords/us-dollar","display_name":"Us dollar","score":0.38672229647636414},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3221801817417145},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3097740411758423},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.16403895616531372},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.139398992061615},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.08947622776031494}],"concepts":[{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.877982497215271},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.6961839199066162},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.6499277949333191},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6327574253082275},{"id":"https://openalex.org/C109168655","wikidata":"https://www.wikidata.org/wiki/Q242988","display_name":"Liberian dollar","level":2,"score":0.620538055896759},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6198169589042664},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6185059547424316},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.4887123107910156},{"id":"https://openalex.org/C35651441","wikidata":"https://www.wikidata.org/wiki/Q625303","display_name":"Independence (probability theory)","level":2,"score":0.44550856947898865},{"id":"https://openalex.org/C138253771","wikidata":"https://www.wikidata.org/wiki/Q536652","display_name":"U.S. Dollar Index","level":4,"score":0.4342968165874481},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.42004913091659546},{"id":"https://openalex.org/C3019931467","wikidata":"https://www.wikidata.org/wiki/Q4917","display_name":"Us dollar","level":3,"score":0.38672229647636414},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3221801817417145},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3097740411758423},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.16403895616531372},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.139398992061615},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.08947622776031494},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-03395-2_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-03395-2_29","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W33934829","https://openalex.org/W42801290","https://openalex.org/W595142218","https://openalex.org/W654652841","https://openalex.org/W833718354","https://openalex.org/W1581231885","https://openalex.org/W1798937873","https://openalex.org/W1973926036","https://openalex.org/W2042577832","https://openalex.org/W2060750258","https://openalex.org/W2064726294","https://openalex.org/W2092627469","https://openalex.org/W2112009859","https://openalex.org/W2115606186","https://openalex.org/W2120995953","https://openalex.org/W2130422837","https://openalex.org/W2189382263"],"related_works":["https://openalex.org/W1491652911","https://openalex.org/W3181173319","https://openalex.org/W2077259839","https://openalex.org/W2972545149","https://openalex.org/W4244408800","https://openalex.org/W1502285182","https://openalex.org/W1538313368","https://openalex.org/W3004873546","https://openalex.org/W2010172894","https://openalex.org/W1930339377"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
