{"id":"W3122407544","doi":"10.1016/j.jeca.2018.e00100","title":"The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?","year":2018,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Nexus (standard); Futures contract; Economics; Causality (physics); Natural gas; Econometrics; Financial economics; Physics; Computer science","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":[0.0009103114,0.0001346449,0.0003398335,0.000621569,0.0003834729,0.001952922,0.0003890948,0.0009113059,0.007558764],"category_scores_gemma":[0.007186541,0.0002799237,0.0001725419,0.0005726304,0.000475192,0.002846386,0.0008160469,0.001186947,0.0005380453],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005019875,"about_ca_system_score_gemma":0.000483304,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01297371,"about_ca_topic_score_gemma":0.01536291,"domain_scores_codex":[0.9997993,0.00005290307,0.00001738159,0.00004874166,0.00003444885,0.00004721217],"domain_scores_gemma":[0.9963481,0.002228274,0.0007343131,0.0001275853,0.0003389042,0.0002229294],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0008250914,0.0002077331,0.889043,0.0001192143,0.0002628686,0.0009557956,0.0009639859,0.0230353,0.004020749,0.05070215,0.007862558,0.02200151],"study_design_scores_gemma":[0.00004892022,0.00004603358,0.9011074,0.00006621941,0.00008087771,0.0001417213,0.001404623,0.0670854,0.00117815,0.02535926,0.003435302,0.0000461117],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9911057,0.0002753522,0.0009406496,0.002093435,0.00003621345,0.000005520625,0.0006191501,0.00002143338,0.004902442],"genre_scores_gemma":[0.9984592,0.00009765908,0.0001506369,0.00004776311,0.00002699625,0.000002828696,0.0003157231,0.00001078447,0.0008883816],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01297371,"threshold_uncertainty_score":0.02579635,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01429533186974453,"score_gpt":0.2344818189384304,"score_spread":0.2201864870686858,"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."}}