{"id":"W3085077565","doi":"10.1108/jdqs-02-2010-b0002","title":"How Valuable are the Commodity Assets to Investors?","year":2010,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Portfolio; Hedge; Bond; Numéraire; Financial economics; Economics; Commodity pool; Commodity; Commodity swap; Monetary economics; Business; Market liquidity; Finance; Futures contract; Passive management; Fund of funds","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":[0.001123905,0.0003318239,0.0003720601,0.0008298659,0.0004502922,0.0034649,0.0003081788,0.0009993884,0.004180399],"category_scores_gemma":[0.008253613,0.0001528912,0.0001564064,0.0008348926,0.001212697,0.004674806,0.0007880165,0.0006913079,0.0004466972],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008035076,"about_ca_system_score_gemma":0.0004239302,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00104299,"about_ca_topic_score_gemma":0.001668209,"domain_scores_codex":[0.9995856,0.0001623151,0.00002142099,0.00003816345,0.0001164457,0.00007610872],"domain_scores_gemma":[0.9944531,0.001964725,0.00254709,0.0001555855,0.0004022506,0.0004771399],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001038202,0.0004643199,0.5877802,0.0005937807,0.0005691099,0.002168956,0.001615595,0.005451709,0.005218311,0.1063404,0.007921381,0.2808381],"study_design_scores_gemma":[0.0001602948,0.001114187,0.5482857,0.0006831853,0.0006408054,0.003155074,0.01401664,0.01184601,0.006581969,0.3430377,0.07027846,0.000200038],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.918356,0.01185823,0.004337695,0.009296868,0.0001418599,0.00002972638,0.0002713175,0.00002497461,0.0556834],"genre_scores_gemma":[0.994603,0.003116311,0.0003206725,0.0002396429,0.00009434076,0.000003484025,0.00004673815,0.000004056939,0.001571749],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004180399,"threshold_uncertainty_score":0.01398486,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1055101017455902,"score_gpt":0.3158184150052883,"score_spread":0.2103083132596981,"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."}}