{"id":"W4412122946","doi":"10.1002/fut.22614","title":"Commodity Option Return Predictability","year":2025,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Predictability; Economics; Commodity; Financial economics; Finance; Mathematics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003147254,0.0001227958,0.0004294254,0.0002274946,0.0001102717,0.00006584686,0.0003168096,0.0001373232,0.0004033933],"category_scores_gemma":[0.0005942004,0.0001188962,0.0002452695,0.0002104231,0.00005361684,0.000226617,0.00006978863,0.0003864578,0.0000032632],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001627666,"about_ca_system_score_gemma":0.00004907412,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002115151,"about_ca_topic_score_gemma":0.00002531253,"domain_scores_codex":[0.9985219,0.00008495282,0.0009652892,0.0001869498,0.00006429448,0.0001765966],"domain_scores_gemma":[0.9986038,0.0001488355,0.0007054502,0.0003305966,0.0001301301,0.0000812042],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005426164,0.0002520182,0.9289569,0.0001286255,0.0001496349,0.000007038935,0.0001031072,0.000008955802,0.00001714268,0.0385438,0.02420411,0.007086094],"study_design_scores_gemma":[0.0005570314,0.00005000904,0.807238,0.00003832547,0.00001238745,0.000008338338,0.000032429,0.01161497,0.000009399455,0.1152556,0.06508081,0.0001026779],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9180638,0.002313886,0.00878511,0.001872083,0.002655627,0.0001471064,0.0001027674,0.00001484104,0.06604473],"genre_scores_gemma":[0.9977655,0.0002568541,0.0008284307,0.0002180563,0.0002385654,0.000001740757,0.000004311978,0.000006639006,0.0006798891],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1217188,"threshold_uncertainty_score":0.4848447,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01297707499905173,"score_gpt":0.2324690215166565,"score_spread":0.2194919465176048,"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."}}