{"id":"W3125940047","doi":"","title":"Modeling Energy Spreads with a Generalized Novel Mean-Reverting Stochastic Process","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Mean reversion; Kurtosis; Econometrics; Linearization; Stochastic process; Skewness; West Texas Intermediate; Nonlinear system; Mathematics; Applied mathematics; Mathematical optimization; Economics; Statistics; Physics","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":[0.001246997,0.0007700836,0.0007774901,0.0009401579,0.0003229998,0.001427299,0.0014243,0.001685131,0.001620873],"category_scores_gemma":[0.003581368,0.0003693383,0.001154602,0.0007452719,0.000997667,0.001509981,0.0009427305,0.001455242,0.0002455064],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007317335,"about_ca_system_score_gemma":0.0007056069,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006176352,"about_ca_topic_score_gemma":0.002860827,"domain_scores_codex":[0.9996089,0.000127968,0.00002222928,0.00009434565,0.00009272745,0.00005373306],"domain_scores_gemma":[0.9987011,0.0007235801,0.000304825,0.00008280959,0.0001222048,0.0000655724],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003039838,0.00004194661,0.00192046,0.00002817057,0.0000347616,0.0003441156,0.000117744,0.8925548,0.002738895,0.09660712,0.0003152149,0.005266351],"study_design_scores_gemma":[0.000004388554,0.000007852514,0.0001520776,0.00000190225,0.00000471134,0.00002477159,0.000005334728,0.9929175,0.00009376551,0.006655752,0.0001264232,0.000005583096],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1736734,0.0003571615,0.8204318,0.0004390493,0.00006300854,0.00005146306,0.0001485965,0.0002309555,0.004604621],"genre_scores_gemma":[0.9664252,0.0004659586,0.02642035,0.00008955342,0.00007637822,0.000071089,0.0001322594,0.00004621577,0.006272847],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006176352,"threshold_uncertainty_score":0.01228082,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02264349597507853,"score_gpt":0.2367990477564997,"score_spread":0.2141555517814212,"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."}}