{"id":"W3199930073","doi":"10.1016/j.jebo.2021.09.003","title":"Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?","year":2021,"lang":"en","type":"article","venue":"Journal of Economic Behavior & Organization","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":39,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Volatility (finance); Safe haven; Monetary economics; Economics; Gold as an investment; Financial economics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005852593,0.0002344929,0.0005453824,0.000646252,0.001621778,0.006520522,0.0007610799,0.00398493,0.008194116],"category_scores_gemma":[0.04260021,0.0001721837,0.0002689179,0.0003730267,0.004652811,0.00599837,0.002317608,0.004994712,0.001092771],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001951563,"about_ca_system_score_gemma":0.002687057,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009106702,"about_ca_topic_score_gemma":0.01650965,"domain_scores_codex":[0.9981987,0.0005130531,0.00007120697,0.0001862239,0.00047026,0.0005606388],"domain_scores_gemma":[0.9909422,0.0023492,0.002097775,0.0006467788,0.001598938,0.002365196],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00292994,0.0004079575,0.2342872,0.0002647018,0.0003576301,0.001161254,0.01052283,0.000665111,0.003299071,0.3359238,0.1517643,0.2584161],"study_design_scores_gemma":[0.0003542058,0.0009745803,0.2838936,0.001227986,0.0002800361,0.0006411417,0.03631061,0.001915273,0.005865422,0.2731743,0.3950859,0.0002769061],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5001299,0.005120992,0.0008809021,0.3822277,0.004208282,0.00002935724,0.0002986621,0.00009735267,0.1070068],"genre_scores_gemma":[0.9682125,0.0009145627,0.000219001,0.02279038,0.0008370438,0.000005772389,0.0000544619,0.00005394497,0.006912415],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009106702,"threshold_uncertainty_score":0.03095186,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03137934881298362,"score_gpt":0.2658497769224001,"score_spread":0.2344704281094165,"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."}}