FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2008459530> ?p ?o ?g. }

• W2008459530 endingPage "90" @default.
• W2008459530 startingPage "79" @default.
• W2008459530 abstract "Commodity futures have long been used to facilitate risk management and inventory stabilization. The study of commodity futures prices has attracted much attention in the literature because they are highly volatile and because commodities represent a large proportion of the export value in many developing countries. Previous research has found apparently contradictory findings about the presence of long memory or more generally, long-range dependence. This note investigates the nature of long-range dependence in the volatility of 14 energy and agricultural commodity futures price series using the improved Hurst coefficient (H) estimator of Abry, Teyssière and Veitch. This estimator is motivated by the ability of wavelets to detect self-similarity and also enables a test for the stability of H. The results show evidence of long-range dependence for all 14 commodities and of a non-stationary H for 9 of 14 commodities." @default.
• W2008459530 created "2016-06-24" @default.
• W2008459530 creator A5051422149 @default.
• W2008459530 creator A5076293396 @default.
• W2008459530 date "2010-01-01" @default.
• W2008459530 modified "2023-10-01" @default.
• W2008459530 title "Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence" @default.
• W2008459530 cites W1552362148 @default.
• W2008459530 cites W1965499600 @default.
• W2008459530 cites W1984307991 @default.
• W2008459530 cites W1986376816 @default.
• W2008459530 cites W2005455195 @default.
• W2008459530 cites W2014979026 @default.
• W2008459530 cites W2019124768 @default.
• W2008459530 cites W2023742418 @default.
• W2008459530 cites W2029770004 @default.
• W2008459530 cites W2031927776 @default.
• W2008459530 cites W2035064929 @default.
• W2008459530 cites W2043200264 @default.
• W2008459530 cites W2047295320 @default.
• W2008459530 cites W2048357953 @default.
• W2008459530 cites W2050719327 @default.
• W2008459530 cites W2062341532 @default.
• W2008459530 cites W2063997710 @default.
• W2008459530 cites W2064190404 @default.
• W2008459530 cites W2077310260 @default.
• W2008459530 cites W2079089437 @default.
• W2008459530 cites W2086875906 @default.
• W2008459530 cites W2087294821 @default.
• W2008459530 cites W2091388462 @default.
• W2008459530 cites W2102616700 @default.
• W2008459530 cites W2115167433 @default.
• W2008459530 cites W2149093093 @default.
• W2008459530 cites W2164214015 @default.
• W2008459530 cites W2168415552 @default.
• W2008459530 cites W2225574294 @default.
• W2008459530 cites W2341760625 @default.
• W2008459530 cites W3105766563 @default.
• W2008459530 cites W3124837614 @default.
• W2008459530 cites W3125246470 @default.
• W2008459530 doi "https://doi.org/10.1016/j.physa.2009.08.037" @default.
• W2008459530 hasPublicationYear "2010" @default.
• W2008459530 type Work @default.
• W2008459530 sameAs 2008459530 @default.
• W2008459530 citedByCount "57" @default.
• W2008459530 countsByYear W20084595302012 @default.
• W2008459530 countsByYear W20084595302013 @default.
• W2008459530 countsByYear W20084595302014 @default.
• W2008459530 countsByYear W20084595302015 @default.
• W2008459530 countsByYear W20084595302016 @default.
• W2008459530 countsByYear W20084595302017 @default.
• W2008459530 countsByYear W20084595302018 @default.
• W2008459530 countsByYear W20084595302019 @default.
• W2008459530 countsByYear W20084595302020 @default.
• W2008459530 countsByYear W20084595302021 @default.
• W2008459530 countsByYear W20084595302022 @default.
• W2008459530 countsByYear W20084595302023 @default.
• W2008459530 crossrefType "journal-article" @default.
• W2008459530 hasAuthorship W2008459530A5051422149 @default.
• W2008459530 hasAuthorship W2008459530A5076293396 @default.
• W2008459530 hasConcept C105795698 @default.
• W2008459530 hasConcept C106159729 @default.
• W2008459530 hasConcept C106306483 @default.
• W2008459530 hasConcept C149782125 @default.
• W2008459530 hasConcept C154945302 @default.
• W2008459530 hasConcept C159985019 @default.
• W2008459530 hasConcept C162324750 @default.
• W2008459530 hasConcept C185429906 @default.
• W2008459530 hasConcept C192562407 @default.
• W2008459530 hasConcept C204323151 @default.
• W2008459530 hasConcept C2779439359 @default.
• W2008459530 hasConcept C2986394398 @default.
• W2008459530 hasConcept C33923547 @default.
• W2008459530 hasConcept C34447519 @default.
• W2008459530 hasConcept C41008148 @default.
• W2008459530 hasConcept C47432892 @default.
• W2008459530 hasConcept C91602232 @default.
• W2008459530 hasConcept C96835011 @default.
• W2008459530 hasConceptScore W2008459530C105795698 @default.
• W2008459530 hasConceptScore W2008459530C106159729 @default.
• W2008459530 hasConceptScore W2008459530C106306483 @default.
• W2008459530 hasConceptScore W2008459530C149782125 @default.
• W2008459530 hasConceptScore W2008459530C154945302 @default.
• W2008459530 hasConceptScore W2008459530C159985019 @default.
• W2008459530 hasConceptScore W2008459530C162324750 @default.
• W2008459530 hasConceptScore W2008459530C185429906 @default.
• W2008459530 hasConceptScore W2008459530C192562407 @default.
• W2008459530 hasConceptScore W2008459530C204323151 @default.
• W2008459530 hasConceptScore W2008459530C2779439359 @default.
• W2008459530 hasConceptScore W2008459530C2986394398 @default.
• W2008459530 hasConceptScore W2008459530C33923547 @default.
• W2008459530 hasConceptScore W2008459530C34447519 @default.
• W2008459530 hasConceptScore W2008459530C41008148 @default.
• W2008459530 hasConceptScore W2008459530C47432892 @default.
• W2008459530 hasConceptScore W2008459530C91602232 @default.
• W2008459530 hasConceptScore W2008459530C96835011 @default.
• W2008459530 hasIssue "1" @default.
• W2008459530 hasLocation W20084595301 @default.

• next