{"id":"W4288456120","doi":"10.1016/j.najef.2022.101785","title":"Dynamic spillovers and linkages between gold, crude oil, S&amp;P 500, and other economic and financial variables. Evidence from the USA","year":2022,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":39,"is_retracted":false,"has_abstract":false,"ca_institutions":"Yorkville University","funders":"","keywords":"Economics; Spillover effect; Monetary economics; Treasury; Exchange rate; Gold as an investment; U.S. Dollar Index; Financial crisis; Financial market; Shock (circulatory); Vector autoregression; Financial economics; Us dollar; Finance; Macroeconomics","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001391316,0.0002374352,0.0006933734,0.00008990037,0.0004121061,0.0001652197,0.0003994511,0.00004082529,0.00004393025],"category_scores_gemma":[0.00009854492,0.0002003832,0.00008455572,0.0001115914,0.0006142332,0.0002499653,0.0003350323,0.0004583832,0.000002490947],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001171964,"about_ca_system_score_gemma":0.00007832209,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002579188,"about_ca_topic_score_gemma":0.002171654,"domain_scores_codex":[0.9983751,0.00007430578,0.0008003502,0.0004333417,0.00003123817,0.0002856861],"domain_scores_gemma":[0.9975843,0.0006662913,0.001288766,0.0003469201,0.0000180901,0.00009565672],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00007150471,0.00001323845,0.9687266,0.000008125236,0.00007274644,0.000001447124,0.0005961458,0.0005404481,9.056149e-7,0.00273586,0.00009787414,0.02713504],"study_design_scores_gemma":[0.0004980773,0.000256967,0.8950637,0.00002124435,0.00004013253,0.00004185137,0.0001137831,0.0168662,3.008211e-7,0.008503624,0.07829463,0.0002995066],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9894888,0.007226966,0.0001648596,0.001617463,0.0002306839,0.0001041069,0.001010858,0.000003077162,0.0001532136],"genre_scores_gemma":[0.9631109,0.03520251,0.0007135874,0.0006443947,0.0001384208,0.000008138501,0.00000400804,0.00002352482,0.0001545509],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.07819676,"threshold_uncertainty_score":0.8171391,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0226444871380452,"score_gpt":0.2204954450937916,"score_spread":0.1978509579557464,"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."}}