{"id":"W3129174386","doi":"10.1093/rfs/hhab011","title":"The State Price Density Implied by Crude Oil Futures and Option Prices","year":2021,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Futures contract; Economics; Crude oil; Financial economics; Oil price; Monetary economics; Stock (firearms); Econometrics; Petroleum engineering; Geography; Geology","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":[0.001096819,0.0001883754,0.0003236191,0.001281677,0.0001171554,0.001045111,0.0002575814,0.0004698309,0.001408264],"category_scores_gemma":[0.008103647,0.0002978352,0.0003389877,0.001319622,0.0005744469,0.001463886,0.0003870171,0.0005121381,0.0001355764],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004348172,"about_ca_system_score_gemma":0.0001663954,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002466872,"about_ca_topic_score_gemma":0.001372435,"domain_scores_codex":[0.9996934,0.0001058294,0.00001894845,0.00005909868,0.00009828193,0.00002443637],"domain_scores_gemma":[0.9964229,0.002401813,0.0006082144,0.0001497992,0.0003427422,0.00007458628],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0006292024,0.0001004864,0.2781555,0.0004715477,0.0006216366,0.0007826448,0.0004851194,0.3931247,0.01534518,0.1708659,0.00192974,0.1374883],"study_design_scores_gemma":[0.00001938017,0.00007403801,0.2763662,0.00008330886,0.00006712542,0.0003942395,0.0001692055,0.5880997,0.002461325,0.1301207,0.002046536,0.00009826822],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.935114,0.002930962,0.05421251,0.0005560128,0.00002872413,0.00001385227,0.0007149187,0.00007790118,0.00635114],"genre_scores_gemma":[0.9969397,0.0009849655,0.001521883,0.00001080228,0.00002244101,0.000004342907,0.0002074418,0.000004240123,0.0003041858],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002466872,"threshold_uncertainty_score":0.005800605,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01997484034516265,"score_gpt":0.2576599763781003,"score_spread":0.2376851360329377,"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."}}