{"id":"W1974375919","doi":"10.1002/fut.10035","title":"Multiperiod hedging with futures contracts","year":2002,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":25,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"","keywords":"Futures contract; Economics; Maturity (psychological); Econometrics; Basis (linear algebra); Commodity; Ex-ante; Mathematical economics; Basis risk; Asset (computer security); Financial economics; Mathematics; Computer science; Capital asset pricing model; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019316,0.0004253506,0.0005463699,0.000378256,0.0003388457,0.001150033,0.0007402016,0.001155935,0.003030871],"category_scores_gemma":[0.004840287,0.0003818657,0.0004231187,0.0004614556,0.000513274,0.002188368,0.0008444062,0.0008517608,0.0001572979],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007272745,"about_ca_system_score_gemma":0.0004448048,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001228294,"about_ca_topic_score_gemma":0.0007262332,"domain_scores_codex":[0.9996396,0.0001517266,0.0000233217,0.00004789795,0.0001016329,0.00003576241],"domain_scores_gemma":[0.998777,0.0007577803,0.0001351101,0.0001585452,0.0001157245,0.00005583396],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001640626,0.00005404089,0.0009295343,0.00004481194,0.00002871549,0.0002328857,0.00007753626,0.8794781,0.001964094,0.0833581,0.0006984277,0.03296972],"study_design_scores_gemma":[0.00001673025,0.00003590035,0.0002021317,0.000005408421,0.000007847173,0.00004808738,0.00001225302,0.968733,0.0006160181,0.02975736,0.0005575765,0.000007603537],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3742001,0.001240017,0.61032,0.0006720029,0.0001009577,0.00006624258,0.0001105112,0.0001963982,0.01309383],"genre_scores_gemma":[0.9688517,0.000263834,0.02665867,0.00002812271,0.00002674936,0.00001978946,0.00005772095,0.00001847175,0.00407482],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003030871,"threshold_uncertainty_score":0.01021534,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01060223942186498,"score_gpt":0.1802660174694831,"score_spread":0.1696637780476181,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}