{"id":"W2168414936","doi":"10.3386/w13249","title":"The Fundamentals of Commodity Futures Returns","year":2007,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":203,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"McGill University","keywords":"Futures contract; Commodity; Financial economics; Economics; Contango; Econometrics; Finance","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"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":[0.002162322,0.0005873411,0.0006543342,0.00189625,0.0004030124,0.003735736,0.0007531584,0.0007158336,0.006498131],"category_scores_gemma":[0.01691291,0.0007752769,0.0005330119,0.002464076,0.0009107036,0.004105336,0.0007879933,0.001936949,0.001503057],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001477047,"about_ca_system_score_gemma":0.0007333282,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007162158,"about_ca_topic_score_gemma":0.003111605,"domain_scores_codex":[0.9991056,0.0001115659,0.00007866877,0.0002697515,0.0003158808,0.0001183852],"domain_scores_gemma":[0.9966904,0.001368402,0.000932124,0.0004089857,0.0004665313,0.0001334678],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0001792338,0.0001755928,0.1046895,0.0001756101,0.0001120235,0.0006433675,0.0006190304,0.1218679,0.005477755,0.6591368,0.0119476,0.0949757],"study_design_scores_gemma":[0.00004599693,0.0001211557,0.1879137,0.0001102576,0.00004437446,0.0009487416,0.000250002,0.196199,0.003769746,0.5781239,0.03228505,0.0001881073],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6336528,0.00796801,0.2626556,0.005001523,0.0002053794,0.0003187798,0.0160875,0.0008800644,0.07323021],"genre_scores_gemma":[0.9655961,0.004283233,0.01662229,0.0001132443,0.0001910296,0.0001296237,0.004066379,0.00008887456,0.008909121],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007162158,"threshold_uncertainty_score":0.02173841,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.4203539451408598,"score_gpt":0.4997159431714309,"score_spread":0.07936199803057103,"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."}}