{"id":"W4391695654","doi":"10.5267/j.ac.2023.11.001","title":"Spillover effects of volatility between the Chinese stock market and selected emerging economies in the middle east: A conditional correlation analysis with portfolio optimization perspective","year":2024,"lang":"en","type":"article","venue":"Accounting","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Middle East; Volatility (finance); Financial economics; Emerging markets; Spillover effect; Stock market; Economics; Portfolio; Stock (firearms); Monetary economics; Business; Finance; Macroeconomics; Geography","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":[0.001072543,0.0001239303,0.000279103,0.0002831538,0.000115586,0.0001296136,0.0001059871,0.00005354945,0.0001555458],"category_scores_gemma":[0.0002804452,0.000086784,0.00006996484,0.001317411,0.00006391794,0.0003752821,0.00003291981,0.0001730759,8.34148e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008165056,"about_ca_system_score_gemma":0.00002251335,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005594325,"about_ca_topic_score_gemma":0.0002005423,"domain_scores_codex":[0.9990735,0.0000475864,0.0003868669,0.0003019414,0.00005317322,0.0001369026],"domain_scores_gemma":[0.9989381,0.0005491688,0.0002501864,0.0001739303,0.00007412378,0.00001441969],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00001589577,0.00001904213,0.9916008,0.00006397616,0.0002627318,9.220225e-7,0.001458187,0.002928106,2.84899e-7,0.003567894,0.00001679219,0.00006544342],"study_design_scores_gemma":[0.0001016197,0.00001103736,0.5074987,0.00001120363,0.00005054435,7.139703e-7,0.000135685,0.4892607,1.058766e-7,0.00286704,0.00001024644,0.00005235602],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9731947,0.0006772373,0.0204619,0.000182552,0.00004760422,0.0002974733,0.00008017297,0.00001415683,0.005044203],"genre_scores_gemma":[0.9995854,0.00001618177,0.0001872988,0.00002139132,0.00005000336,0.00001924901,0.00006311227,0.000009944641,0.00004737984],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4863326,"threshold_uncertainty_score":0.3538949,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009400686734044933,"score_gpt":0.2125497833295803,"score_spread":0.2031490965955354,"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."}}