{"id":"W2740040613","doi":"10.5539/ibr.v10n9p50","title":"Dynamic Stochastic Factors, Risk Management and the Energy Futures","year":2017,"lang":"en","type":"article","venue":"International Business Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Futures contract; Brent Crude; Crude oil; Economics; West Texas Intermediate; Risk management; Financial economics; Futures market; Oil-storage trade; Econometrics; Oil price; Monetary economics; Finance; Engineering; Petroleum engineering","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":[0.001317034,0.0007937851,0.000638938,0.0007088502,0.000484044,0.001912436,0.000587569,0.001195307,0.002233191],"category_scores_gemma":[0.005247917,0.0002837164,0.0006824131,0.0007783541,0.001543647,0.002007955,0.0007603922,0.001417987,0.0001710784],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001293893,"about_ca_system_score_gemma":0.0009703573,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007949035,"about_ca_topic_score_gemma":0.003393692,"domain_scores_codex":[0.9994735,0.000204443,0.00002331333,0.0001046132,0.0001222709,0.00007184834],"domain_scores_gemma":[0.9980068,0.001136439,0.0005108987,0.00007984486,0.0001464871,0.0001196286],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00006330485,0.00008198868,0.01056985,0.00006972007,0.000101496,0.0003837381,0.0001735396,0.4180847,0.0007406281,0.5495901,0.002142764,0.01799821],"study_design_scores_gemma":[0.0000126738,0.00005092804,0.00411589,0.00002587162,0.00003471514,0.0001195369,0.00007763896,0.6504808,0.0002170775,0.3419907,0.002831664,0.0000424913],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5552483,0.01357149,0.3942319,0.00633318,0.0003585945,0.00006002296,0.0003081673,0.0001801425,0.02970818],"genre_scores_gemma":[0.9878284,0.00237059,0.005329556,0.00007767096,0.000151148,0.00001897299,0.00008313645,0.00001758201,0.004122987],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007949035,"threshold_uncertainty_score":0.01580548,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04218756520858742,"score_gpt":0.3106171711960006,"score_spread":0.2684296059874132,"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."}}