{"id":"W4234296433","doi":"10.2139/ssrn.2155043","title":"Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Futures contract; Jump; Crude oil; Financial economics; Jump diffusion; Economics; Futures market; Risk premium; Econometrics; Business; Engineering; Petroleum engineering","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":[0.001453218,0.0003214169,0.0004812539,0.0009722062,0.0003402215,0.001827128,0.0007130254,0.001068477,0.004590424],"category_scores_gemma":[0.01104765,0.0004800077,0.0005266894,0.0005820525,0.0008988347,0.003318044,0.001003853,0.001829482,0.0002206348],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000658731,"about_ca_system_score_gemma":0.0003049297,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001772182,"about_ca_topic_score_gemma":0.001248061,"domain_scores_codex":[0.9998135,0.0000422867,0.00001331909,0.0000338774,0.00004804455,0.00004897383],"domain_scores_gemma":[0.9958034,0.00256016,0.0007314266,0.0001638986,0.0002240448,0.0005170691],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001631955,0.0006752292,0.09420775,0.0001482514,0.0002428441,0.002191522,0.001464202,0.1738884,0.03632345,0.647213,0.00161315,0.04040022],"study_design_scores_gemma":[0.0001146064,0.0001284559,0.05310056,0.00001992576,0.0000726493,0.0004168612,0.0003535851,0.6438878,0.002343132,0.2988687,0.0005892302,0.000104612],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9840503,0.000314382,0.012667,0.0005217198,0.00001583916,0.000008141496,0.00006592905,0.00004063534,0.002316034],"genre_scores_gemma":[0.9981774,0.0001328736,0.0005249919,0.00001355996,0.00002288875,0.0000034364,0.00004271621,0.000008753524,0.001073485],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004590424,"threshold_uncertainty_score":0.01535648,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.006830324608908482,"score_gpt":0.2051061299122824,"score_spread":0.198275805303374,"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."}}