{"id":"W4385975877","doi":"10.5267/j.uscm.2023.6.017","title":"The fluctuation linkages and price volatility risk on agricultural commodity market: Evidence from Vietnamese coffee","year":2023,"lang":"en","type":"article","venue":"Uncertain Supply Chain Management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Price risk; Vietnamese; Economics; Autoregressive conditional heteroskedasticity; Market risk; Volatility risk; Mid price; Financial economics; Volatility smile; Price level; Econometrics; Monetary economics; Volatility risk premium","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":[0.003135853,0.0002680809,0.000330255,0.0001337236,0.00065876,0.0002725558,0.0004451199,0.00009760266,0.0003290576],"category_scores_gemma":[0.0005749784,0.0002113689,0.0001146706,0.000504354,0.0001209703,0.0001936952,0.0003322766,0.0002855996,0.0001003294],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002189598,"about_ca_system_score_gemma":0.000008774135,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009390999,"about_ca_topic_score_gemma":0.0002789398,"domain_scores_codex":[0.9978585,0.0002056124,0.0006160424,0.000736738,0.0001529151,0.0004302133],"domain_scores_gemma":[0.9974561,0.001258332,0.0003771278,0.0007566345,0.00004682498,0.000104946],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002043587,0.0001274187,0.9012302,0.0001760151,0.0003168972,0.00001293053,0.001961496,0.0004602342,0.000006596428,0.02142269,0.04721148,0.02686965],"study_design_scores_gemma":[0.0002431598,0.00003554079,0.6330311,0.00003882998,0.00001212582,1.205548e-7,0.0003053024,0.3194296,0.000001007146,0.0326406,0.01408623,0.0001764539],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9754288,0.001195487,0.001911093,0.005228814,0.0005976074,0.001303346,0.0007468461,0.0001598374,0.01342824],"genre_scores_gemma":[0.990241,0.004458225,0.0003280103,0.0001738601,0.0001027776,0.0001365115,0.0001456381,0.00001824325,0.004395738],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3189693,"threshold_uncertainty_score":0.8619373,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02381512419680632,"score_gpt":0.2331303226516961,"score_spread":0.2093151984548898,"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."}}