{"id":"W4392920162","doi":"10.3390/jrfm17030123","title":"Volatility Spillover from Carbon Prices to Stock Prices: Evidence from China’s Carbon Emission Trading Markets","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Department of Education of Zhejiang Province","keywords":"Economics; Volatility (finance); Stock (firearms); China; Monetary economics; Spillover effect; Financial economics; Carbon market; Greenhouse gas; Macroeconomics; Geography; Oceanography","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":[0.001498443,0.0002371064,0.0005452847,0.0003300754,0.0000907798,0.0001916968,0.0002877226,0.0001163824,0.0001078797],"category_scores_gemma":[0.0003043154,0.0002228831,0.0001701237,0.0003418049,0.00002718444,0.000308243,0.0001680312,0.0003796322,0.00000193589],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002012942,"about_ca_system_score_gemma":0.0000290888,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002909468,"about_ca_topic_score_gemma":0.000125637,"domain_scores_codex":[0.9980607,0.00003843629,0.000960438,0.0005269269,0.0001503678,0.0002631344],"domain_scores_gemma":[0.9987981,0.0001868564,0.0004985783,0.0002967757,0.00003413448,0.0001855437],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005275428,0.0001222358,0.8560394,0.0002283111,0.0001423587,0.00007890887,0.00284309,0.00001147395,0.00004037504,0.0009474144,0.0006698804,0.138349],"study_design_scores_gemma":[0.0002642744,0.00009839443,0.8166022,0.0004550259,0.00006912928,0.000001157376,0.00004260731,0.138629,0.000005870647,0.02365923,0.01994851,0.0002245685],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9641291,0.0157419,0.0143504,0.0002188425,0.001606538,0.0002767789,0.0001500724,0.00001895664,0.0035074],"genre_scores_gemma":[0.9924187,0.00462183,0.002264439,0.00003879724,0.0004764208,0.000005629233,0.000003368398,0.00001972199,0.0001510798],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1386176,"threshold_uncertainty_score":0.908891,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01599515855647238,"score_gpt":0.2245431653687121,"score_spread":0.2085480068122398,"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."}}