{"id":"W3036374617","doi":"10.5539/ijef.v12n8p1","title":"Optimal Hedging Strategies for Natural Gas","year":2020,"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":"Hedge; Portfolio; Volatility (finance); Natural gas; Asset (computer security); Market neutral; Crude oil; Economics; Econometrics; Financial economics; Project portfolio management; Bond; Computer science; Finance; Petroleum engineering; Chemistry","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":[0.0009870868,0.0003864694,0.0005908892,0.0004839538,0.0001568837,0.0009268368,0.0003965498,0.0005789977,0.0009065372],"category_scores_gemma":[0.003812921,0.0002894927,0.0003395425,0.0002534875,0.000297963,0.00126065,0.0004214506,0.0003397069,0.0000625236],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005718539,"about_ca_system_score_gemma":0.0006545946,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003387207,"about_ca_topic_score_gemma":0.00227663,"domain_scores_codex":[0.9997064,0.00009075212,0.00001899904,0.00005938737,0.00008187348,0.00004262148],"domain_scores_gemma":[0.9992065,0.0005025993,0.000132933,0.00003375508,0.0000827306,0.00004148423],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002568564,0.00006997448,0.005689183,0.00008864822,0.00009246836,0.0001407351,0.00007462787,0.9268098,0.003876028,0.01945838,0.0004288369,0.04301446],"study_design_scores_gemma":[0.00001566532,0.00008348277,0.001125381,0.000009078529,0.00001980461,0.00003281983,0.00003010152,0.9900664,0.0008082943,0.007493659,0.0003055237,0.000009769925],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8006012,0.001901032,0.1908709,0.0003370609,0.00003532991,0.00005542926,0.0001056658,0.0001026738,0.005990843],"genre_scores_gemma":[0.9926682,0.0001997429,0.006560165,0.0000169578,0.000005558809,0.000008835605,0.00003284779,0.000005291006,0.0005023286],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003387207,"threshold_uncertainty_score":0.006734967,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02726414250702809,"score_gpt":0.237273248095402,"score_spread":0.2100091055883739,"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."}}