{"id":"https://openalex.org/W2998804881","doi":"https://doi.org/10.1007/s00500-019-04629-5","title":"Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading","display_name":"Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading","publication_year":2020,"publication_date":"2020-01-14","ids":{"openalex":"https://openalex.org/W2998804881","doi":"https://doi.org/10.1007/s00500-019-04629-5","mag":"2998804881"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-019-04629-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-019-04629-5","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"type":"article","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/A5046838899","display_name":"Oscar V. De la Torre-Torres","orcid":"https://orcid.org/0000-0001-9281-974X"},"institutions":[{"id":"https://openalex.org/I173755004","display_name":"Universidad Michoacana de San Nicol\u00e1s de Hidalgo","ror":"https://ror.org/00z0kq074","country_code":"MX","type":"education","lineage":["https://openalex.org/I173755004"]}],"countries":["MX"],"is_corresponding":false,"raw_author_name":"Oscar V. De la Torre-Torres","raw_affiliation_strings":["Faculty of Accounting and Management, Michoac\u00e1n State University of Saint Nicholas and Hidalgo (UMSNH), Morelia, Mexico"],"raw_orcid":"https://orcid.org/0000-0001-9281-974X","affiliations":[{"raw_affiliation_string":"Faculty of Accounting and Management, Michoac\u00e1n State University of Saint Nicholas and Hidalgo (UMSNH), Morelia, Mexico","institution_ids":["https://openalex.org/I173755004"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027364981","display_name":"Dora Aguilasocho Montoya","orcid":"https://orcid.org/0000-0002-3630-0238"},"institutions":[{"id":"https://openalex.org/I173755004","display_name":"Universidad Michoacana de San Nicol\u00e1s de Hidalgo","ror":"https://ror.org/00z0kq074","country_code":"MX","type":"education","lineage":["https://openalex.org/I173755004"]}],"countries":["MX"],"is_corresponding":false,"raw_author_name":"Dora Aguilasocho-Montoya","raw_affiliation_strings":["Faculty of Accounting and Management, Michoac\u00e1n State University of Saint Nicholas and Hidalgo (UMSNH), Morelia, Mexico"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Accounting and Management, Michoac\u00e1n State University of Saint Nicholas and Hidalgo (UMSNH), Morelia, Mexico","institution_ids":["https://openalex.org/I173755004"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019627865","display_name":"Jos\u00e9 \u00c1lvarez\u2010Garc\u00eda","orcid":"https://orcid.org/0000-0002-0056-5488"},"institutions":[{"id":"https://openalex.org/I80606768","display_name":"Universidad de Extremadura","ror":"https://ror.org/0174shg90","country_code":"ES","type":"education","lineage":["https://openalex.org/I80606768"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Jos\u00e9 \u00c1lvarez-Garc\u00eda","raw_affiliation_strings":["Financial Economy and Accounting Department, Faculty of Business, Finance and Tourism, University of Extremadura, 10071, C\u00e1ceres, Spain"],"raw_orcid":"https://orcid.org/0000-0002-0056-5488","affiliations":[{"raw_affiliation_string":"Financial Economy and Accounting Department, Faculty of Business, Finance and Tourism, University of Extremadura, 10071, C\u00e1ceres, Spain","institution_ids":["https://openalex.org/I80606768"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087492727","display_name":"Biagio Simonetti","orcid":"https://orcid.org/0000-0002-2540-7830"},"institutions":[{"id":"https://openalex.org/I16337185","display_name":"University of Sannio","ror":"https://ror.org/04vc81p87","country_code":"IT","type":"education","lineage":["https://openalex.org/I16337185"]},{"id":"https://openalex.org/I29078338","display_name":"Istituto Nazionale di Geofisica e Vulcanologia","ror":"https://ror.org/00qps9a02","country_code":"IT","type":"facility","lineage":["https://openalex.org/I29078338"]},{"id":"https://openalex.org/I4210102184","display_name":"WSB Merito University in Gda\u0144sk","ror":"https://ror.org/01arx1p46","country_code":"PL","type":"education","lineage":["https://openalex.org/I4210102184"]}],"countries":["IT","PL"],"is_corresponding":false,"raw_author_name":"Biagio Simonetti","raw_affiliation_strings":["National Institute of Geophysics and Volcanology (INGV), Naples, Italy","University of Sannio, Benevento, Italy","WSB University in Gdansk, Gda\u0144sk, Poland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Institute of Geophysics and Volcanology (INGV), Naples, Italy","institution_ids":["https://openalex.org/I29078338"]},{"raw_affiliation_string":"University of Sannio, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]},{"raw_affiliation_string":"WSB University in Gdansk, Gda\u0144sk, Poland","institution_ids":["https://openalex.org/I4210102184"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5019627865"],"corresponding_institution_ids":["https://openalex.org/I80606768"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":3.6669,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.94699811,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"24","issue":"18","first_page":"13823","last_page":"13836"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9987999796867371,"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":0.9987999796867371,"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":0.9958000183105469,"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":0.9732000231742859,"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/markov-chain","display_name":"Markov chain","score":0.7038024067878723},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6619512438774109},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.5947908163070679},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.5764255523681641},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5707640647888184},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"Stochastic volatility","score":0.4943349361419678},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.46362733840942383},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.45501697063446045},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.3173008859157562},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2632952034473419},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15343406796455383}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.7038024067878723},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6619512438774109},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.5947908163070679},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.5764255523681641},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5707640647888184},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.4943349361419678},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46362733840942383},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.45501697063446045},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.3173008859157562},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2632952034473419},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15343406796455383}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-019-04629-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-019-04629-5","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":81,"referenced_works":["https://openalex.org/W14613453","https://openalex.org/W1523128212","https://openalex.org/W1589602626","https://openalex.org/W1923959219","https://openalex.org/W1963607300","https://openalex.org/W1964559744","https://openalex.org/W1965310371","https://openalex.org/W1979575715","https://openalex.org/W1988920210","https://openalex.org/W1991133427","https://openalex.org/W1999996900","https://openalex.org/W2004273447","https://openalex.org/W2005432509","https://openalex.org/W2005961250","https://openalex.org/W2011770669","https://openalex.org/W2014378975","https://openalex.org/W2041770572","https://openalex.org/W2045524554","https://openalex.org/W2046053994","https://openalex.org/W2047321772","https://openalex.org/W2047870508","https://openalex.org/W2049633694","https://openalex.org/W2052441401","https://openalex.org/W2056760934","https://openalex.org/W2064416836","https://openalex.org/W2065814887","https://openalex.org/W2069294061","https://openalex.org/W2073552900","https://openalex.org/W2074812030","https://openalex.org/W2079754539","https://openalex.org/W2082648811","https://openalex.org/W2083157243","https://openalex.org/W2085863901","https://openalex.org/W2086699924","https://openalex.org/W2089309663","https://openalex.org/W2101487372","https://openalex.org/W2110001808","https://openalex.org/W2126800696","https://openalex.org/W2132422289","https://openalex.org/W2137420851","https://openalex.org/W2138309709","https://openalex.org/W2140071214","https://openalex.org/W2142635246","https://openalex.org/W2155179256","https://openalex.org/W2157895285","https://openalex.org/W2159900136","https://openalex.org/W2161808462","https://openalex.org/W2164437065","https://openalex.org/W2190851079","https://openalex.org/W2229555156","https://openalex.org/W2236642150","https://openalex.org/W2469231751","https://openalex.org/W2498616844","https://openalex.org/W2511064001","https://openalex.org/W2529466367","https://openalex.org/W2581673083","https://openalex.org/W2592022261","https://openalex.org/W2610227132","https://openalex.org/W2610239431","https://openalex.org/W2621200603","https://openalex.org/W2760999986","https://openalex.org/W2765234315","https://openalex.org/W2790563395","https://openalex.org/W2803546897","https://openalex.org/W2804539133","https://openalex.org/W2886910140","https://openalex.org/W2896067967","https://openalex.org/W2896857858","https://openalex.org/W2967719007","https://openalex.org/W3122420083","https://openalex.org/W3122701877","https://openalex.org/W3123138858","https://openalex.org/W3123245516","https://openalex.org/W3123262494","https://openalex.org/W3123851926","https://openalex.org/W3124669904","https://openalex.org/W3146166473","https://openalex.org/W4230685566","https://openalex.org/W4239247059","https://openalex.org/W4241115065","https://openalex.org/W4251515924"],"related_works":["https://openalex.org/W2151689585","https://openalex.org/W2380816257","https://openalex.org/W3087071515","https://openalex.org/W4283726152","https://openalex.org/W3093571331","https://openalex.org/W4386802740","https://openalex.org/W1986811129","https://openalex.org/W2371057259","https://openalex.org/W2286180210","https://openalex.org/W1877031344"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}
