{"id":"W4400722268","doi":"10.1016/j.irfa.2024.103477","title":"Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks","year":2024,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Fundamental Research Funds for the Central Universities; National University's Basic Research Foundation of China; National Natural Science Foundation of China","keywords":"Stock (firearms); Climate change; Climate risk; Business; Transition countries; Economics; Financial economics; Econometrics; Geography; International economics; Ecology","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008410881,0.0002496473,0.0003234374,0.001395833,0.0002198896,0.001194882,0.0002275069,0.0003653005,0.001956032],"category_scores_gemma":[0.003130358,0.0001386587,0.000456038,0.001446931,0.0003071516,0.001109106,0.001107238,0.0005595011,0.0002330374],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003266335,"about_ca_system_score_gemma":0.0002667654,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005003616,"about_ca_topic_score_gemma":0.005172398,"domain_scores_codex":[0.999707,0.00004996282,0.0000311019,0.00007451457,0.00008086752,0.00005637091],"domain_scores_gemma":[0.9972137,0.0007243306,0.00130948,0.0001829588,0.000385893,0.0001837619],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000118141,0.00006874122,0.9690048,0.00004484147,0.000357745,0.0004169177,0.0004738684,0.00611813,0.001464197,0.003175613,0.0007080879,0.01804904],"study_design_scores_gemma":[0.000005398048,0.00005258081,0.9890631,0.00002406974,0.0000900054,0.0001183827,0.0005273151,0.006220423,0.0005829055,0.001997794,0.001299027,0.0000189512],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9935667,0.0007259905,0.001397969,0.0002321963,0.00001260834,0.00001448326,0.0003989227,0.00001671278,0.003634552],"genre_scores_gemma":[0.9986587,0.0003094598,0.0002331539,0.0000235308,0.0000130856,0.000004677947,0.000300135,0.000002240132,0.000455057],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005003616,"threshold_uncertainty_score":0.009948969,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.00842938025413152,"score_gpt":0.2719665387300697,"score_spread":0.2635371584759382,"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."}}