{"id":"W4282043824","doi":"10.1108/sef-05-2021-0186","title":"Asymmetric effects of economic policy uncertainty on Bitcoin’s hedging power","year":2022,"lang":"en","type":"article","venue":"Studies in Economics and Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of the Fraser Valley","funders":"","keywords":"Economics; Diversification (marketing strategy); Volatility (finance); Portfolio; Equity (law); Financial economics; Monetary economics; Autoregressive conditional heteroskedasticity; Econometrics; Business","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":[0.002245696,0.0003158004,0.0004410839,0.0008192019,0.0002968945,0.002871355,0.0003328945,0.0007801266,0.002535157],"category_scores_gemma":[0.01655559,0.000151497,0.0003185053,0.0009146773,0.0008515408,0.001795177,0.0009206575,0.001168678,0.0002278197],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009327466,"about_ca_system_score_gemma":0.0003450245,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002418662,"about_ca_topic_score_gemma":0.001527874,"domain_scores_codex":[0.9992006,0.0001970375,0.0000734777,0.0001601641,0.0002441812,0.0001245348],"domain_scores_gemma":[0.9845926,0.008239266,0.005427566,0.0005616526,0.0007803224,0.0003985784],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001371729,0.0002084885,0.7550329,0.0003067431,0.0004443651,0.002470929,0.000988504,0.122288,0.00769246,0.04142562,0.002183563,0.06558674],"study_design_scores_gemma":[0.0000273706,0.0002532681,0.7852268,0.0001703178,0.0001886591,0.0005245266,0.001755268,0.1684293,0.004611529,0.03493194,0.003751927,0.0001291707],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9857803,0.0009928397,0.004118139,0.0008312338,0.00003049276,0.00001725095,0.0002448108,0.0000278754,0.007957088],"genre_scores_gemma":[0.999424,0.0001525412,0.00009819858,0.00002478749,0.00001487678,0.000002462152,0.00004703974,0.000003682041,0.0002323949],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002871355,"threshold_uncertainty_score":0.01187652,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01686179902947062,"score_gpt":0.2532674803962153,"score_spread":0.2364056813667446,"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."}}