{"id":"W4295067501","doi":"10.3390/jrfm15090397","title":"Carbon Futures and Clean Energy Stocks: Do They Hedge or Safe Haven against the Climate Policy Uncertainty?","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":31,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Futures contract; Hedge; Safe haven; Economics; Financial economics; Futures market; Autoregressive conditional heteroskedasticity; Carbon price; Econometrics; Quantile regression; Carbon market; Monetary economics; Natural resource economics; Climate change; Volatility (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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002320771,0.000326883,0.0005968272,0.000901281,0.0002813546,0.001425432,0.0005223705,0.0009464754,0.00172177],"category_scores_gemma":[0.01123258,0.0002273813,0.000703621,0.00128801,0.0006967988,0.002325883,0.0006429732,0.001090065,0.0001922259],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000595669,"about_ca_system_score_gemma":0.0003882615,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006033591,"about_ca_topic_score_gemma":0.00474618,"domain_scores_codex":[0.9995909,0.00008654359,0.00002681277,0.00008716706,0.0001240871,0.00008448199],"domain_scores_gemma":[0.9934992,0.00287585,0.002472525,0.0005499145,0.0003735506,0.0002289911],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005704361,0.000172328,0.7817679,0.0001177317,0.0008330443,0.0005869345,0.0006362874,0.1245733,0.004055203,0.04149059,0.001562648,0.04363359],"study_design_scores_gemma":[0.00004029116,0.0003566399,0.5471547,0.00006686294,0.0002539987,0.0002899,0.0007133316,0.3866532,0.0037091,0.05755553,0.003095938,0.0001105449],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9939424,0.0003855292,0.003368245,0.0004102161,0.00002003189,0.000007174075,0.0002475408,0.00002588453,0.001592911],"genre_scores_gemma":[0.9992085,0.000110543,0.0002150786,0.0000223432,0.0000140493,0.00000216897,0.000162259,0.000004324027,0.0002607149],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006033591,"threshold_uncertainty_score":0.01227355,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008610781548875315,"score_gpt":0.2049611511740805,"score_spread":0.1963503696252052,"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."}}