{"id":"W2462396312","doi":"10.5539/ijef.v8n7p55","title":"Modeling and Analyzing the Mean and Volatility Relationship between Electricity Price Returns and Fuel Market Returns","year":2016,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Economics; Econometrics; Spillover effect; Financial economics; Stochastic volatility; Microeconomics","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":[0.001175082,0.0004455846,0.0004638147,0.0005572261,0.0002076521,0.001080353,0.0007942902,0.0009291109,0.0008441187],"category_scores_gemma":[0.005410188,0.0003631614,0.000642159,0.0006176817,0.0003648541,0.00128199,0.0003802429,0.0008088512,0.0001309484],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007886186,"about_ca_system_score_gemma":0.000872671,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01323811,"about_ca_topic_score_gemma":0.01229163,"domain_scores_codex":[0.9996587,0.0001302307,0.0000130593,0.00007563455,0.00006354822,0.0000587975],"domain_scores_gemma":[0.9984712,0.001138585,0.0002257535,0.00007062012,0.00006484096,0.00002897271],"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":[0.00004257373,0.00007080132,0.02036623,0.00002204899,0.00009957428,0.0001114387,0.0000425803,0.9360762,0.00115552,0.02773962,0.0003103808,0.01396306],"study_design_scores_gemma":[0.000002354455,0.000008738258,0.002546536,0.000001506393,0.000009512818,0.00001000778,0.000008496551,0.9922726,0.0001779348,0.004856789,0.0001007606,0.000004895986],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8291065,0.0004718574,0.1643948,0.0006951489,0.00004109764,0.00002352708,0.0002332727,0.0001658467,0.004867933],"genre_scores_gemma":[0.9902409,0.0002051676,0.006867006,0.00002625724,0.0000273203,0.00001202952,0.0001312485,0.00001715727,0.002472924],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01323811,"threshold_uncertainty_score":0.02632207,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0318074600997957,"score_gpt":0.2354416591116277,"score_spread":0.203634199011832,"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."}}