{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00193311,0.0001361318,0.0003485539,0.0003853418,0.0001185468,0.00007867118,0.0002619432,0.00007268271,0.00005544729],"category_scores_gemma":[0.0002039666,0.0001117117,0.0001314406,0.0004866177,0.00004929148,0.0001398052,0.0001446366,0.0003001876,0.00001747539],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001066316,"about_ca_system_score_gemma":0.00001274265,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000105991,"about_ca_topic_score_gemma":0.0002424511,"domain_scores_codex":[0.9987424,0.00003269545,0.0006979111,0.0001966511,0.00007494954,0.0002553819],"domain_scores_gemma":[0.9990957,0.0001153444,0.0004942518,0.0002108897,0.00002622621,0.00005757017],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001725308,0.00007798384,0.5958149,0.00009447087,0.00004012687,0.00005382879,0.000468038,0.00002388621,2.936916e-7,0.03570912,0.001325258,0.3662196],"study_design_scores_gemma":[0.0005988012,0.00003693052,0.8617842,0.00003568841,0.00001087087,0.000003454802,0.0002103935,0.01989993,1.620717e-7,0.04534279,0.07194049,0.000136329],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9845958,0.001154223,0.003326217,0.001123517,0.0007206138,0.0001118671,0.0001370044,0.00001274144,0.008817955],"genre_scores_gemma":[0.9826157,0.01537537,0.0002800219,0.00008626181,0.0001102873,0.000005452422,0.000003283624,0.00001414353,0.00150949],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3660833,"threshold_uncertainty_score":0.4555471,"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."}}