{"id":"https://openalex.org/W2545814056","doi":"https://doi.org/10.1007/978-3-319-49046-5_57","title":"Volatility Hedging Model for Precious Metal Futures Returns","display_name":"Volatility Hedging Model for Precious Metal Futures Returns","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2545814056","doi":"https://doi.org/10.1007/978-3-319-49046-5_57","mag":"2545814056"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-49046-5_57","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-49046-5_57","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":"conference-paper","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/A5008811000","display_name":"Roengchai Tansuchat","orcid":"https://orcid.org/0000-0002-9379-4414"},"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":"Roengchai Tansuchat","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049362452","display_name":"Paravee Maneejuk","orcid":"https://orcid.org/0000-0002-3794-6161"},"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":"Paravee Maneejuk","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"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/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"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5008811000"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.12168577,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"675","last_page":"688"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9972000122070312,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9733999967575073,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.8941013813018799},{"id":"https://openalex.org/keywords/precious-metal","display_name":"Precious metal","score":0.8340398073196411},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6727063655853271},{"id":"https://openalex.org/keywords/spot-contract","display_name":"Spot contract","score":0.6636487245559692},{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.6435259580612183},{"id":"https://openalex.org/keywords/hedge","display_name":"Hedge","score":0.5280699729919434},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4887545108795166},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.487897127866745},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.4657234847545624},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3458086848258972},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.31042975187301636},{"id":"https://openalex.org/keywords/metal","display_name":"Metal","score":0.09431546926498413},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.08007416129112244},{"id":"https://openalex.org/keywords/materials-science","display_name":"Materials science","score":0.07795986533164978}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.8941013813018799},{"id":"https://openalex.org/C2778146478","wikidata":"https://www.wikidata.org/wiki/Q271449","display_name":"Precious metal","level":3,"score":0.8340398073196411},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6727063655853271},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.6636487245559692},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.6435259580612183},{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.5280699729919434},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4887545108795166},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.487897127866745},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4657234847545624},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3458086848258972},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.31042975187301636},{"id":"https://openalex.org/C544153396","wikidata":"https://www.wikidata.org/wiki/Q11426","display_name":"Metal","level":2,"score":0.09431546926498413},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.08007416129112244},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.07795986533164978},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-49046-5_57","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-49046-5_57","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":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1980082304","https://openalex.org/W1994616534","https://openalex.org/W2003118606","https://openalex.org/W2053928465","https://openalex.org/W2065165397","https://openalex.org/W2074812030","https://openalex.org/W2122549219","https://openalex.org/W2191748751","https://openalex.org/W2411987262","https://openalex.org/W2755419308","https://openalex.org/W3009645016","https://openalex.org/W3121149213","https://openalex.org/W3121377246","https://openalex.org/W3123048619","https://openalex.org/W3124022787"],"related_works":["https://openalex.org/W620250300","https://openalex.org/W2967555576","https://openalex.org/W2486801256","https://openalex.org/W2286844274","https://openalex.org/W2088464970","https://openalex.org/W2957653072","https://openalex.org/W3212398087","https://openalex.org/W2194087997","https://openalex.org/W3146733886","https://openalex.org/W3175555260"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-04T08:18:43.703281","created_date":"2025-10-10T00:00:00"}
