{"id":"W3016075062","doi":"10.3390/jrfm13040069","title":"Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Autoregressive conditional heteroskedasticity; Stock (firearms); Economics; Stock market; Financial economics; Financial crisis; Monetary economics; Stock market index; Stock market volatility; Econometrics; Geography; Macroeconomics","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001071709,0.0001547357,0.0004691941,0.0001049049,0.0001190555,0.0001058236,0.0001389136,0.00008654579,0.00003720684],"category_scores_gemma":[0.0002113781,0.0001576766,0.00008281194,0.0001834384,0.00006096583,0.0002874449,0.000104025,0.0002590298,0.000004049491],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001362653,"about_ca_system_score_gemma":0.00003341237,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00009880016,"about_ca_topic_score_gemma":0.00009048663,"domain_scores_codex":[0.9986678,0.00002662378,0.0007429208,0.0002747063,0.0001136629,0.0001743152],"domain_scores_gemma":[0.9989402,0.00004998837,0.0006549635,0.0001210649,0.00008660244,0.0001472115],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002151962,0.00006323468,0.7546477,0.0002164254,0.00008528978,0.00001337243,0.001171982,0.0000524423,0.000001759297,0.009990575,0.0006929446,0.232849],"study_design_scores_gemma":[0.001389447,0.0002841273,0.7871751,0.0000345531,0.00007296035,0.000002260344,0.0001111553,0.02657094,5.475301e-7,0.008448006,0.1756559,0.0002549672],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9565251,0.002562164,0.03523122,0.0006113716,0.0002504071,0.00009969328,0.0002377502,0.000009595558,0.004472645],"genre_scores_gemma":[0.9910163,0.007492212,0.0009594398,0.0002097204,0.0001210686,0.000001959849,0.000005427017,0.00001015588,0.0001836841],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2325941,"threshold_uncertainty_score":0.6429865,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01951793254999552,"score_gpt":0.2023981938555642,"score_spread":0.1828802613055686,"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."}}