{"id":"W3142522448","doi":"10.3386/w26323","title":"Hedging Macroeconomic and Financial Uncertainty and Volatility","year":2019,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Volatility (finance); Economics; Financial economics; Implied volatility; Econometrics","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.006136144,0.0002832781,0.0008929807,0.0007103482,0.000153118,0.0001776877,0.0004368248,0.0004887428,0.000433663],"category_scores_gemma":[0.0007944623,0.0003606412,0.0001520193,0.0000842447,0.0004338038,0.0001918333,0.001174645,0.001017108,0.00004188661],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007673851,"about_ca_system_score_gemma":0.0004921634,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002343632,"about_ca_topic_score_gemma":0.0002990863,"domain_scores_codex":[0.997036,0.00009520569,0.001153417,0.001156392,0.0001155136,0.0004434265],"domain_scores_gemma":[0.9978268,0.0007282832,0.0005452211,0.0005277336,0.0002246286,0.0001473786],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001188859,0.00005750261,0.3066262,0.0005506923,0.0000951055,6.917576e-7,0.0001871066,0.0008889902,0.000005750426,0.6888255,0.001395967,0.001247538],"study_design_scores_gemma":[0.0003626867,0.00003143751,0.02949946,0.00003493135,0.000002662956,0.000001661739,0.00001413937,0.3447241,0.000002707387,0.6234183,0.001703623,0.0002042232],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9003481,0.002555927,0.0001563121,0.0009262757,0.0006058887,0.0008911229,0.001339271,0.00001701428,0.09316011],"genre_scores_gemma":[0.9976135,0.0007217921,0.0003153595,0.00004829577,0.0002155201,0.00005383335,0.0001914937,0.0000299247,0.0008102561],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3438352,"threshold_uncertainty_score":0.9998845,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1861427001492255,"score_gpt":0.4174440032653111,"score_spread":0.2313013031160856,"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."}}