{"id":"W3196489482","doi":"10.1108/sef-09-2021-0352","title":"Detection of structural regimes and analyzing the impact of crude oil market on Canadian stock market: Markov regime-switching approach","year":2022,"lang":"en","type":"article","venue":"Studies in Economics and Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Stock market; Markov chain; Stock exchange; Stock market index; Econometrics; Market capitalization; Stock (firearms); Crude oil; Index (typography); Financial economics; Monetary economics; Statistics; Mathematics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.001123367,0.0003572074,0.0004756008,0.0013092,0.0004980799,0.0008829373,0.000519312,0.0004067532,0.002126964],"category_scores_gemma":[0.004714803,0.0002361703,0.0009392773,0.0006490407,0.0004662437,0.0005606932,0.0004749385,0.0006755924,0.0001181296],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001538866,"about_ca_system_score_gemma":0.00198407,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.1729332,"about_ca_topic_score_gemma":0.1360915,"domain_scores_codex":[0.999537,0.00008285186,0.00002410129,0.0001332433,0.0001191146,0.0001037704],"domain_scores_gemma":[0.9978994,0.001160701,0.0004258375,0.0001196582,0.0002704202,0.0001239693],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004862451,0.0002144953,0.6502517,0.0001821859,0.0006500833,0.0006344312,0.0005227659,0.257171,0.006726809,0.01706767,0.001677326,0.06441526],"study_design_scores_gemma":[0.00001039727,0.00005801634,0.08017381,0.00001649289,0.00006058223,0.00005331775,0.0001175005,0.9156321,0.000845663,0.002610677,0.0003986996,0.00002274919],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9614111,0.0003260786,0.03473537,0.0003196715,0.00001822336,0.0000512421,0.0004765599,0.00009130268,0.002570505],"genre_scores_gemma":[0.9970422,0.0001145482,0.001920358,0.00001761583,0.000008399183,0.00001126755,0.0003553682,0.000004741616,0.0005253576],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.8270668,"threshold_uncertainty_score":0.3438533,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02087755374279282,"score_gpt":0.240101008234724,"score_spread":0.2192234544919312,"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."}}