{"id":"W2052653869","doi":"10.3390/jrfm3010026","title":"Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets","year":2010,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Fundação para a Ciência e a Tecnologia","keywords":"Futures contract; Economics; Econometrics; Hedge; Spot contract; Electricity; Electricity market; Forward contract; Financial economics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001104817,0.0002858576,0.0003103394,0.0006850845,0.0001349906,0.0008988827,0.0002076052,0.0004329981,0.0008919521],"category_scores_gemma":[0.002963683,0.00009732548,0.000273144,0.0005532163,0.0003480631,0.0007730117,0.0003338754,0.0002023873,0.00005345105],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004195413,"about_ca_system_score_gemma":0.0001526232,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002713591,"about_ca_topic_score_gemma":0.001534917,"domain_scores_codex":[0.9998575,0.00004544431,0.0000100302,0.00002367244,0.0000311703,0.00003212913],"domain_scores_gemma":[0.9993083,0.0004300439,0.0001510049,0.00003678301,0.00003770977,0.00003601384],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001335496,0.0002882578,0.1205112,0.000222507,0.0004460081,0.002302168,0.0006504167,0.706147,0.03306223,0.06203486,0.0009557452,0.07204407],"study_design_scores_gemma":[0.00003823296,0.0002811603,0.10197,0.00001176929,0.00009272789,0.0001992661,0.0002172593,0.8837878,0.004495454,0.008498574,0.0003690825,0.00003858365],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.99792,0.0000826274,0.001479489,0.00002965336,0.000001142439,0.000002378316,0.00002589265,0.000005041962,0.0004538091],"genre_scores_gemma":[0.9995856,0.00003738891,0.0002882664,0.000002129646,0.00000113904,7.332991e-7,0.00001673484,8.837519e-7,0.00006703491],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002713591,"threshold_uncertainty_score":0.005842924,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009479126705905092,"score_gpt":0.2033957720720903,"score_spread":0.1939166453661852,"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."}}