{"id":"W4213276492","doi":"10.3390/jrfm15020080","title":"Predictors of Excess Return in a Green Energy Equity Portfolio: Market Risk, Market Return, Value-at-Risk and or Expected Shortfall?","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Capital asset pricing model; Economics; Expected shortfall; Econometrics; Financial economics; Portfolio; Market risk; Market portfolio; Equity risk; Private equity; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.001123618,0.0001964638,0.0002481768,0.0006041437,0.0001167276,0.0007825613,0.0001997114,0.0004537096,0.001168979],"category_scores_gemma":[0.005554948,0.00007941374,0.0003613862,0.0006817575,0.0002594238,0.000894334,0.0004372604,0.000646106,0.0002416011],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002630609,"about_ca_system_score_gemma":0.0002084329,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002936775,"about_ca_topic_score_gemma":0.002346623,"domain_scores_codex":[0.9997457,0.00006869289,0.00002574365,0.00004721634,0.00004812566,0.00006447146],"domain_scores_gemma":[0.9946504,0.002076023,0.002325176,0.0002569104,0.000270183,0.0004211942],"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":[0.00004184991,0.00004258389,0.9945087,0.000004597135,0.00004387557,0.00006951043,0.00003942316,0.001464249,0.0002103111,0.0002105724,0.00008496696,0.003279306],"study_design_scores_gemma":[0.00000279699,0.00006791368,0.991722,0.000008273318,0.0000227409,0.00008981043,0.0001425538,0.006630504,0.0003151487,0.0006726081,0.0003180451,0.000007491619],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9991666,0.0001035664,0.0003061219,0.00008501014,0.000002927505,0.000001780972,0.00009846341,0.000002728162,0.0002327498],"genre_scores_gemma":[0.9996779,0.00002795222,0.00004891239,0.000006892134,0.000005478432,0.000001060662,0.0001181286,8.757444e-7,0.0001127167],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002936775,"threshold_uncertainty_score":0.005942345,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01168345443672644,"score_gpt":0.2136067433012735,"score_spread":0.201923288864547,"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."}}