{"id":"W4400578548","doi":"10.46557/001c.116242","title":"The Volatility Spillover Between ESG and Stock Return in the Selected Countries of G7","year":2024,"lang":"en","type":"article","venue":"Asian Economics Letters","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Spillover effect; Stock (firearms); Volatility (finance); Economics; Financial economics; Stock market index; Corporate governance; Monetary economics; Business; Finance; Stock market; Geography; Macroeconomics","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":[],"consensus_categories":[],"category_scores_codex":[0.00137779,0.0001586355,0.0003260804,0.0001161351,0.0001166549,0.0002401812,0.0003259253,0.00008611377,0.00003013048],"category_scores_gemma":[0.00008859995,0.0001276323,0.00008335467,0.0002125715,0.0002138832,0.000211716,0.00005950441,0.0002812408,0.000008898027],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000112937,"about_ca_system_score_gemma":0.00003040046,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002221345,"about_ca_topic_score_gemma":0.0004198094,"domain_scores_codex":[0.9985846,0.00004729941,0.000691116,0.0003753846,0.00002434052,0.0002772571],"domain_scores_gemma":[0.9988892,0.0004394959,0.0001912625,0.0004281707,0.00001417747,0.00003768801],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0000184486,0.000008833272,0.9610876,0.0000505239,0.00007372462,0.00000215263,0.0009128684,0.000002734462,0.000002043158,0.03454611,0.0008923815,0.00240257],"study_design_scores_gemma":[0.0002266358,0.00002976403,0.8734608,0.00001662212,0.00001117921,0.000004232467,0.0001018849,0.05257003,0.00000486567,0.02108931,0.0522839,0.0002008147],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9801545,0.0008417662,0.0003831682,0.01414118,0.0002395349,0.0002874843,0.0002086422,0.00001588752,0.003727824],"genre_scores_gemma":[0.9989866,0.0002538604,0.00005022306,0.000503391,0.00008679817,0.00001291971,0.00001384251,0.00001820043,0.00007414837],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08762684,"threshold_uncertainty_score":0.5204692,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01285455505505272,"score_gpt":0.2062082750678369,"score_spread":0.1933537200127841,"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."}}