{"id":"W4414355014","doi":"10.3390/jrfm18090527","title":"Information Transmission Performance of the GIFT Nifty Futures: Evidence from High-Frequency Data","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Futures contract; Price discovery; Granger causality; Cointegration; Information transmission; Autoregressive conditional heteroskedasticity","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":[0.0006277022,0.00008689971,0.0003139978,0.0001969633,0.0001606731,0.00004872348,0.0004968191,0.00004284204,0.00005730343],"category_scores_gemma":[0.00008092036,0.00006466305,0.0000957461,0.0003345351,0.00003461852,0.0007091776,0.0001734445,0.0001306694,0.000004385351],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002844471,"about_ca_system_score_gemma":0.00002194999,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001283055,"about_ca_topic_score_gemma":0.0000555832,"domain_scores_codex":[0.9988658,0.00001852797,0.0008414272,0.0001058429,0.00007446371,0.00009389473],"domain_scores_gemma":[0.9986536,0.00003782796,0.0008351703,0.0003947116,0.00005306177,0.00002562705],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.0002475811,0.00008785216,0.3014067,0.0004863711,0.0002388987,0.000002482738,0.002003306,0.0005141432,0.00001358141,0.08120191,0.003164356,0.6106328],"study_design_scores_gemma":[0.000491247,0.00005826625,0.8690119,0.0003807225,0.0001067347,8.306153e-7,0.0002381579,0.001637746,0.00001777889,0.01121054,0.1167496,0.00009645294],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9111828,0.009895705,0.07628126,0.0004475624,0.0007433011,0.0001674191,0.0001525504,0.000003843084,0.001125539],"genre_scores_gemma":[0.9863744,0.01170828,0.001680862,0.00005748242,0.00007399939,0.000001284347,0.000005035295,0.000002481436,0.00009611955],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6105363,"threshold_uncertainty_score":0.2636883,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01418646121307903,"score_gpt":0.2006336585613597,"score_spread":0.1864471973482807,"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."}}