{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.004661009,0.000260133,0.0008460878,0.0007152508,0.0002915259,0.00004786821,0.0003741689,0.000115054,0.0009203742],"category_scores_gemma":[0.0003452104,0.0002510556,0.0001890802,0.0005793734,0.00009640292,0.0002052597,0.00093459,0.0005652938,1.905299e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002530471,"about_ca_system_score_gemma":0.00004000706,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002769955,"about_ca_topic_score_gemma":0.001367607,"domain_scores_codex":[0.9970936,0.0002691706,0.001587385,0.0004557272,0.0002262899,0.0003678149],"domain_scores_gemma":[0.9970769,0.0001811563,0.002184193,0.0003446157,0.0000571635,0.0001559741],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002099198,0.0002330579,0.9587519,0.0001044524,0.0001169267,0.0001200371,0.0004737618,0.00002915806,5.108025e-7,0.001885959,0.004710759,0.03147427],"study_design_scores_gemma":[0.001754647,0.0004268092,0.8790718,0.00003846512,0.0000979813,0.00002378257,0.0002134563,0.01540459,9.585598e-7,0.02305197,0.0796442,0.0002713148],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9823777,0.003427233,0.002862538,0.00006266874,0.0005941598,0.0002772523,0.0008857808,0.000009658054,0.009503007],"genre_scores_gemma":[0.9723012,0.02510271,0.0004943561,0.00006067537,0.0001239638,0.00002166021,0.000007807987,0.0000245975,0.001863039],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.07968009,"threshold_uncertainty_score":0.9999942,"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."}}