{"id":"W4317907965","doi":"10.3390/jrfm16020067","title":"Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Volatility (finance); Econometrics; Financial economics; Stochastic volatility; Stock market; Forward volatility; Implied volatility; Brent Crude; Monetary economics","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":[0.001967857,0.000296431,0.0006282904,0.0007858509,0.0003438841,0.001183334,0.0004567334,0.0006424185,0.002756336],"category_scores_gemma":[0.00839281,0.0002162028,0.001105699,0.0004177144,0.001173156,0.001667484,0.000704867,0.001130273,0.0001276312],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006548245,"about_ca_system_score_gemma":0.0004491882,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003569959,"about_ca_topic_score_gemma":0.002734633,"domain_scores_codex":[0.9996352,0.000120666,0.00001753445,0.00008422235,0.00005292516,0.00008945574],"domain_scores_gemma":[0.9949508,0.002918371,0.001483057,0.0002658218,0.0001732164,0.0002087624],"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":[0.0005627013,0.000288189,0.1403097,0.0002208568,0.0005782486,0.001149047,0.001056465,0.3333637,0.01352651,0.4740787,0.001856007,0.03300988],"study_design_scores_gemma":[0.00002893258,0.000115325,0.02838372,0.00002840614,0.00004434259,0.0001619453,0.0001551943,0.8679847,0.0007940875,0.101531,0.0007255135,0.00004694247],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8891596,0.0007179058,0.1049742,0.0007377822,0.00003552216,0.00004721425,0.0001934223,0.00008097818,0.004053271],"genre_scores_gemma":[0.9973776,0.000240505,0.001497035,0.00003993211,0.0000293194,0.00001547619,0.00006726105,0.000006283039,0.0007264616],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003569959,"threshold_uncertainty_score":0.01040715,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01139742252289332,"score_gpt":0.2034122903254395,"score_spread":0.1920148678025462,"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."}}