{"id":"W2891540160","doi":"10.1016/j.asieco.2017.12.003","title":"Speculative activity and returns volatility of Chinese agricultural commodity futures","year":2017,"lang":"en","type":"article","venue":"Journal of Asian Economics","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":49,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Futures contract; Speculation; Economics; Volatility (finance); Autoregressive conditional heteroskedasticity; Financial economics; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009900205,0.0001757027,0.0007609953,0.0001002758,0.0002289411,0.0001439437,0.0003992784,0.0001274126,0.0000824266],"category_scores_gemma":[0.000341889,0.0001542892,0.0002493231,0.00003257378,0.0001935157,0.000798974,0.0001376985,0.000319661,0.000001269457],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000112462,"about_ca_system_score_gemma":0.00003075581,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001255408,"about_ca_topic_score_gemma":0.0005103454,"domain_scores_codex":[0.9987276,0.00002822496,0.0008298086,0.0002151815,0.00002851368,0.0001707364],"domain_scores_gemma":[0.9963447,0.00006349212,0.00289287,0.0004721111,0.0000913398,0.0001354391],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000130823,0.00009764537,0.9907149,0.0000369005,0.0001308547,0.000001950714,0.0005904317,0.000006862197,0.00003040992,0.005857179,0.00006336356,0.002338696],"study_design_scores_gemma":[0.0005614093,0.00008825082,0.9355509,0.00001098439,0.000008657497,0.00001931534,0.00009384216,0.01200588,0.00002747516,0.05113173,0.0003573219,0.0001442049],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9823072,0.0001658095,0.0002048006,0.000933883,0.0005205876,0.0001013993,0.0002738395,0.000003067875,0.01548939],"genre_scores_gemma":[0.9987488,0.0001856461,0.0007316071,0.00001573508,0.0002277672,5.796814e-7,0.000002584972,0.000009852731,0.00007745626],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.05516396,"threshold_uncertainty_score":0.629173,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01785760985797447,"score_gpt":0.2378661392834315,"score_spread":0.220008529425457,"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."}}