{"id":"W4415339601","doi":"10.1016/j.jeca.2025.e00439","title":"Green transitions and asymmetric volatility spillovers: A time-varying GAS copula analysis of clean and fossil energy markets","year":2025,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Copula (linguistics); Downside risk; Volatility (finance); Tail risk; Portfolio; Tail dependence; Diversification (marketing strategy); Bivariate analysis; Expected shortfall; Fossil fuel","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00227533,0.0005615007,0.001416594,0.0009224562,0.0005536568,0.002517946,0.001104727,0.001432454,0.004294349],"category_scores_gemma":[0.008517373,0.0006932182,0.001622303,0.0007015336,0.001375413,0.003831832,0.001329944,0.002262322,0.0002104831],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001024213,"about_ca_system_score_gemma":0.001027825,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009569147,"about_ca_topic_score_gemma":0.005457613,"domain_scores_codex":[0.9996266,0.0001301437,0.0000136128,0.00005819364,0.0000466008,0.0001248599],"domain_scores_gemma":[0.9965958,0.001964316,0.0006245056,0.0002068429,0.0002254008,0.0003830642],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002147152,0.0002164751,0.007990082,0.00007453487,0.0003507441,0.0007188465,0.0003163941,0.6338531,0.002186494,0.3443682,0.002671273,0.007038997],"study_design_scores_gemma":[0.00001472043,0.00001686948,0.002394537,0.000007377908,0.00003063145,0.00003551007,0.00005911804,0.9619163,0.0001154713,0.03515219,0.0002373225,0.00001999595],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8692458,0.001199638,0.1187148,0.001995679,0.0001002925,0.00004855641,0.0002260001,0.0001476498,0.008321498],"genre_scores_gemma":[0.9964769,0.0002585731,0.001090327,0.00005296328,0.0000552194,0.000008041746,0.00005864301,0.00003022319,0.001969012],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009569147,"threshold_uncertainty_score":0.01902688,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01152424184957248,"score_gpt":0.2203087103435721,"score_spread":0.2087844684939996,"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."}}