{"id":"W2572905617","doi":"10.2139/ssrn.3105109","title":"Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University; Balsillie School of International Affairs","funders":"","keywords":"Futures contract; Speculation; Economics; Volatility (finance); Financial economics; Autoregressive conditional heteroskedasticity; Econometrics; Granger causality; Monetary economics; Macroeconomics","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":[0.0007526618,0.0002618084,0.0002766568,0.0009805098,0.0003407622,0.001121582,0.0003951919,0.0005600749,0.00122728],"category_scores_gemma":[0.004386897,0.0002092714,0.0004072372,0.0008516561,0.0004499014,0.0009075086,0.0004776448,0.0005169506,0.0001425206],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001083402,"about_ca_system_score_gemma":0.0005488398,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00941959,"about_ca_topic_score_gemma":0.006189865,"domain_scores_codex":[0.9997783,0.00002986513,0.00001618481,0.00004470495,0.00007746499,0.00005343278],"domain_scores_gemma":[0.9976566,0.0009790297,0.000735497,0.0001082948,0.0002875036,0.0002332097],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001212562,0.0001804067,0.8900767,0.00007247749,0.0002316905,0.001963976,0.001116593,0.05817511,0.01399294,0.01581523,0.001004121,0.0161583],"study_design_scores_gemma":[0.00002968868,0.0001814509,0.780737,0.00001374571,0.000106171,0.0003195208,0.0004996468,0.2089867,0.002359346,0.005794032,0.0009088187,0.0000638293],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9991805,0.00006856304,0.0002098725,0.00007055971,0.00000419642,0.000001892814,0.00005941162,0.000003568929,0.0004014463],"genre_scores_gemma":[0.9996933,0.00003264128,0.00002350404,0.000003095925,0.00000567742,0.000001054459,0.00006690641,0.000001147603,0.0001726531],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00941959,"threshold_uncertainty_score":0.01872951,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01147597313907996,"score_gpt":0.2352718601235767,"score_spread":0.2237958869844967,"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."}}