{"id":"W3105375590","doi":"10.3390/jrfm13110275","title":"Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns","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":31,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Social connectedness; Diversification (marketing strategy); Volatility (finance); Crude oil; Financial economics; Monetary economics; Business; Economics; Engineering; Psychology; Marketing","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":[0.0006342824,0.0001577518,0.0005097163,0.0001590804,0.0001037559,0.0001007171,0.0001125799,0.0000811893,0.00002292501],"category_scores_gemma":[0.0002071314,0.0001583642,0.00006946798,0.0001498905,0.00009066083,0.0001980688,0.0001450259,0.0002475579,0.000001566369],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002796093,"about_ca_system_score_gemma":0.00000928917,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00006968745,"about_ca_topic_score_gemma":0.00005178425,"domain_scores_codex":[0.9988056,0.00002614756,0.0006681015,0.0002605119,0.00005511597,0.0001845269],"domain_scores_gemma":[0.9991011,0.00008921178,0.0004976161,0.0001075372,0.00004027293,0.0001642437],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001423819,0.00003321186,0.8553998,0.0003743568,0.00007917456,0.00002972066,0.002191551,0.000002816189,0.000001862267,0.01990805,0.0003116036,0.1215255],"study_design_scores_gemma":[0.001182424,0.0002087745,0.9008095,0.0000530061,0.0000672724,0.000007423381,0.0003899296,0.009150948,6.557576e-7,0.03739979,0.05048601,0.0002442605],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.985242,0.005279281,0.006904542,0.0006232182,0.0001756157,0.00007762795,0.0001811234,0.000009125544,0.001507473],"genre_scores_gemma":[0.9868341,0.01153716,0.001163877,0.0001610335,0.0001095317,0.000001802636,0.000003128472,0.00001233887,0.0001770017],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1212812,"threshold_uncertainty_score":0.6457903,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01375866449480245,"score_gpt":0.2001087633006257,"score_spread":0.1863500988058232,"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."}}