{"id":"https://openalex.org/W1985642875","doi":"https://doi.org/10.7148/2009-0433-0438","title":"Commodities Prices Modeling Using Gaussian Poisson-Exponential Stochastic Processes, A Practical Implementation In The Case Of Copper","display_name":"Commodities Prices Modeling Using Gaussian Poisson-Exponential Stochastic Processes, A Practical Implementation In The Case Of Copper","publication_year":2009,"publication_date":"2009-06-09","ids":{"openalex":"https://openalex.org/W1985642875","doi":"https://doi.org/10.7148/2009-0433-0438","mag":"1985642875"},"language":"en","primary_location":{"id":"doi:10.7148/2009-0433-0438","is_oa":false,"landing_page_url":"https://doi.org/10.7148/2009-0433-0438","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ECMS 2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera","raw_type":"proceedings-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/A5005602255","display_name":"Mariano M\u00e9ndez-Su\u00e1rez","orcid":"https://orcid.org/0000-0002-6018-6463"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mariano Mendez Suarez","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5044319638","display_name":"Prosper Lamothe Fern\u00e1ndez","orcid":"https://orcid.org/0000-0001-8939-2618"},"institutions":[{"id":"https://openalex.org/I63634437","display_name":"Universidad Aut\u00f3noma de Madrid","ror":"https://ror.org/01cby8j38","country_code":"ES","type":"education","lineage":["https://openalex.org/I63634437"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Prosper Lamothe Fernandez","raw_affiliation_strings":["Autonomous University of Madrid"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Autonomous University of Madrid","institution_ids":["https://openalex.org/I63634437"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.08002784,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T14082","display_name":"Modeling, Simulation, and Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2607","display_name":"Discrete Mathematics and Combinatorics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T14082","display_name":"Modeling, Simulation, and Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2607","display_name":"Discrete Mathematics and Combinatorics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9520999789237976,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.6549979448318481},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.6420533657073975},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.621016263961792},{"id":"https://openalex.org/keywords/exponential-distribution","display_name":"Exponential distribution","score":0.5166500210762024},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5130285024642944},{"id":"https://openalex.org/keywords/copper","display_name":"Copper","score":0.5108377933502197},{"id":"https://openalex.org/keywords/double-exponential-function","display_name":"Double exponential function","score":0.5085207223892212},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.47301533818244934},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.43787702918052673},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4151827096939087},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4147745370864868},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4015287756919861},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.36503130197525024},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.33436912298202515},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.231939435005188},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.17213177680969238},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.15553224086761475},{"id":"https://openalex.org/keywords/materials-science","display_name":"Materials science","score":0.13765785098075867},{"id":"https://openalex.org/keywords/metallurgy","display_name":"Metallurgy","score":0.07742992043495178}],"concepts":[{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.6549979448318481},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.6420533657073975},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.621016263961792},{"id":"https://openalex.org/C55350006","wikidata":"https://www.wikidata.org/wiki/Q237193","display_name":"Exponential distribution","level":2,"score":0.5166500210762024},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5130285024642944},{"id":"https://openalex.org/C544778455","wikidata":"https://www.wikidata.org/wiki/Q753","display_name":"Copper","level":2,"score":0.5108377933502197},{"id":"https://openalex.org/C49016629","wikidata":"https://www.wikidata.org/wiki/Q3075235","display_name":"Double exponential function","level":3,"score":0.5085207223892212},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.47301533818244934},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.43787702918052673},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4151827096939087},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4147745370864868},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4015287756919861},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36503130197525024},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.33436912298202515},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.231939435005188},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.17213177680969238},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.15553224086761475},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.13765785098075867},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.07742992043495178},{"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:10.7148/2009-0433-0438","is_oa":false,"landing_page_url":"https://doi.org/10.7148/2009-0433-0438","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ECMS 2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.5299999713897705}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1587738345","https://openalex.org/W1968375151","https://openalex.org/W1995503011","https://openalex.org/W2027045220","https://openalex.org/W2072118886","https://openalex.org/W2123826923","https://openalex.org/W2134437265","https://openalex.org/W2151065060","https://openalex.org/W2764917663"],"related_works":["https://openalex.org/W1488915263","https://openalex.org/W2077799587","https://openalex.org/W2081706695","https://openalex.org/W2138098899","https://openalex.org/W2003447514","https://openalex.org/W2187367931","https://openalex.org/W2340267985","https://openalex.org/W3117169107","https://openalex.org/W2991980743","https://openalex.org/W2012284326"],"abstract_inverted_index":{"The":[0],"price":[1,28],"adjustment":[2],"mechanism":[3],"is":[4],"accounted":[5],"for":[6],"by":[7,48,53],"market":[8,30],"forces,":[9],"in":[10,16,20,33,44,69],"that":[11,86],"\u2013leaving":[12],"aside":[13],"speculative":[14],"movements":[15],"financial":[17],"markets,":[18],"which":[19],"specific":[21],"cases":[22],"can":[23],"be":[24,62],"the":[25,45,55,70,82,87],"cause":[26],"of":[27,35,58],"volatilitythe":[29],"adjusts":[31],"itself":[32],"periods":[34,77],"strong":[36],"demand":[37],"and":[38,90],"rising":[39],"prices":[40,72,79,91],"through":[41],"an":[42],"increase":[43,68],"offer,":[46,71],"e.g.":[47],"opening":[49],"up":[50],"closed":[51],"mines,":[52],"extending":[54],"life":[56],"span":[57],"mines":[59],"scheduled":[60],"to":[61,74,93],"shut":[63],"down,":[64],"etc.":[65],"Following":[66],"this":[67],"tend":[73,92],"fall.":[75],"In":[76],"when":[78],"are":[80],"low,":[81],"opposite":[83],"occurs,":[84],"so":[85],"offer":[88],"decreases":[89],"go":[94],"up.":[95]},"counts_by_year":[{"year":2024,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}