{"id":"W4250664373","doi":"10.1142/9789812770462_0005","title":"A Cointegration Analysis of Petroleum Futures Prices","year":2007,"lang":"en","type":"book-chapter","venue":"WORLD SCIENTIFIC eBooks","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Cointegration; Futures contract; Petroleum; Economics; Econometrics; Financial economics; Petroleum engineering; Geology; Paleontology","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":[0.0005085776,0.0003277374,0.0002695393,0.001062336,0.0003652429,0.000751364,0.0002606058,0.0003386548,0.01126387],"category_scores_gemma":[0.002379896,0.0001927278,0.0004789899,0.0015601,0.0002426727,0.0008790721,0.0003318128,0.0005834773,0.0005524624],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004321756,"about_ca_system_score_gemma":0.0004620262,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007998237,"about_ca_topic_score_gemma":0.006084597,"domain_scores_codex":[0.9998053,0.00005700505,0.00001078439,0.00003062744,0.0000678479,0.00002858832],"domain_scores_gemma":[0.9994478,0.0003101335,0.00004995944,0.00005507401,0.0001181462,0.00001888416],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004413448,0.0002714559,0.0337491,0.0003353615,0.0002917221,0.00134078,0.0005278142,0.3614942,0.03466221,0.3111869,0.01172538,0.2439736],"study_design_scores_gemma":[0.00002024982,0.00008094229,0.03648189,0.00003183462,0.00006636058,0.00009978742,0.0001453736,0.9020453,0.007142161,0.04702457,0.006826194,0.00003537233],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8556156,0.002553647,0.1190712,0.0009889724,0.0001178542,0.00004082164,0.00102244,0.0003049643,0.02028459],"genre_scores_gemma":[0.9828333,0.0009473179,0.005881961,0.00002549079,0.00007475332,0.00001965106,0.0007704453,0.00004442533,0.009402672],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01126387,"threshold_uncertainty_score":0.0376814,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0421556639306537,"score_gpt":0.240559450356697,"score_spread":0.1984037864260433,"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."}}