{"id":"W4391281999","doi":"10.1142/s0217590824500085","title":"TIME-VARYING FREQUENCY CONNECTEDNESS ANALYSIS ACROSS CRUDE OIL, GEOPOLITICAL RISK, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKETS","year":2024,"lang":"en","type":"article","venue":"The Singapore Economic Review","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Japan Society for the Promotion of Science","keywords":"Spillover effect; Social connectedness; Geopolitics; Economics; Financial market; Volatility (finance); Stock (firearms); Financial crisis; Vector autoregression; Stock market; Financial economics; International economics; Monetary economics; Macroeconomics; Finance; Geography; Political science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.004515302,0.000461645,0.001476789,0.0002922695,0.0004390194,0.0004641312,0.000585301,0.000172215,0.003059979],"category_scores_gemma":[0.0003835086,0.0004116335,0.0006620524,0.0004188799,0.0004131911,0.0003715809,0.0002665827,0.0005106096,0.0009333353],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008719467,"about_ca_system_score_gemma":0.0002010914,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004212049,"about_ca_topic_score_gemma":0.0004170648,"domain_scores_codex":[0.9962234,0.0002233592,0.001624596,0.001119281,0.00004081081,0.0007685747],"domain_scores_gemma":[0.9972886,0.000747084,0.0005763193,0.001114593,0.00002431801,0.0002490764],"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":[0.0001223841,0.0001724878,0.1366649,0.008259103,0.008453227,0.00005457913,0.001565342,0.001090619,0.000004726884,0.6957006,0.008303882,0.1396081],"study_design_scores_gemma":[0.0005179408,0.00005389178,0.02102211,0.000945424,0.0008431892,0.00006503165,0.00004935709,0.771384,0.00000138563,0.1040443,0.09979542,0.001277964],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7985143,0.1523462,0.0002202567,0.004683921,0.0007572727,0.0005789492,0.003430184,0.0001710928,0.03929786],"genre_scores_gemma":[0.9149585,0.08072747,0.0001386653,0.0008778091,0.0005315429,0.00008814358,0.0001967648,0.00008389379,0.002397227],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7702934,"threshold_uncertainty_score":0.9998446,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02157284124142325,"score_gpt":0.2888912943749017,"score_spread":0.2673184531334785,"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."}}