{"id":"https://openalex.org/W76064228","doi":"https://doi.org/10.1007/978-3-319-03395-2_33","title":"Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach","display_name":"Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach","publication_year":2013,"publication_date":"2013-11-16","ids":{"openalex":"https://openalex.org/W76064228","doi":"https://doi.org/10.1007/978-3-319-03395-2_33","mag":"76064228"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-03395-2_33","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-03395-2_33","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/A5047114223","display_name":"Xue Gong","orcid":"https://orcid.org/0000-0002-0599-4740"},"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":"Gong Xue","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","Chiang Mai University"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Chiang Mai University","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5058887761","display_name":"Songsak Sriboonchitta","orcid":"https://orcid.org/0000-0002-3511-5452"},"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":"Songsak Sriboonchitta","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","Chiang Mai University"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Chiang Mai University","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5047114223"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":null,"apc_paid":null,"fwci":6.5567,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.96118228,"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":"505","last_page":"519"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9998999834060669,"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":0.9998999834060669,"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":0.9818999767303467,"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/T10438","display_name":"Energy, Environment, Economic Growth","score":0.9776999950408936,"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/copula","display_name":"Copula (linguistics)","score":0.785903811454773},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.7658340930938721},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.7126016616821289},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.7048045992851257},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6787554621696472},{"id":"https://openalex.org/keywords/kurtosis","display_name":"Kurtosis","score":0.5962836742401123},{"id":"https://openalex.org/keywords/agriculture","display_name":"Agriculture","score":0.4970586597919464},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4101712703704834},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.35702353715896606},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22742897272109985},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.19661837816238403},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.10409736633300781}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.785903811454773},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7658340930938721},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7126016616821289},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7048045992851257},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6787554621696472},{"id":"https://openalex.org/C166963901","wikidata":"https://www.wikidata.org/wiki/Q287251","display_name":"Kurtosis","level":2,"score":0.5962836742401123},{"id":"https://openalex.org/C118518473","wikidata":"https://www.wikidata.org/wiki/Q11451","display_name":"Agriculture","level":2,"score":0.4970586597919464},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4101712703704834},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35702353715896606},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22742897272109985},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19661837816238403},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10409736633300781},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-03395-2_33","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-03395-2_33","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":[{"display_name":"Zero hunger","id":"https://metadata.un.org/sdg/2","score":0.550000011920929}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1558987938","https://openalex.org/W1575708981","https://openalex.org/W1827606208","https://openalex.org/W1834081490","https://openalex.org/W1970074194","https://openalex.org/W1979575715","https://openalex.org/W1999996900","https://openalex.org/W2012936212","https://openalex.org/W2034870864","https://openalex.org/W2044498584","https://openalex.org/W2058562590","https://openalex.org/W2082854060","https://openalex.org/W2093739529","https://openalex.org/W2099464800","https://openalex.org/W2108269422","https://openalex.org/W2113427226","https://openalex.org/W2122549219","https://openalex.org/W2122654608","https://openalex.org/W2123852103","https://openalex.org/W2129928568","https://openalex.org/W2137572393","https://openalex.org/W2507039649","https://openalex.org/W2798180542","https://openalex.org/W3121453214","https://openalex.org/W3121646567","https://openalex.org/W4247545505"],"related_works":["https://openalex.org/W4381516319","https://openalex.org/W2037499216","https://openalex.org/W1506384729","https://openalex.org/W4225568567","https://openalex.org/W3138603722","https://openalex.org/W1999554630","https://openalex.org/W1530463171","https://openalex.org/W4386802740","https://openalex.org/W2265067390","https://openalex.org/W1986811129"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2015,"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"}