{"id":"W7100878582","doi":"","title":"Crude oil, daily returns, market volatility, extreme value analysis","year":2007,"lang":"en","type":"article","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Extreme value theory; Crude oil; Quantile; Value at risk; Stability (learning theory); Range (aeronautics); Risk management; Value (mathematics)","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":[0.0007337763,0.0002885374,0.0002789228,0.001747606,0.000250302,0.001350787,0.000543125,0.0005926492,0.004167827],"category_scores_gemma":[0.008482708,0.00007429923,0.0001326159,0.003919105,0.0008835634,0.0007550263,0.0003043523,0.0004355741,0.0005741445],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001897576,"about_ca_system_score_gemma":0.0008407964,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.08830328,"about_ca_topic_score_gemma":0.05410525,"domain_scores_codex":[0.9995747,0.00006524061,0.00002241983,0.00005475091,0.0002482647,0.0000347214],"domain_scores_gemma":[0.9977139,0.001246557,0.0004493299,0.0001085987,0.0004054608,0.0000761424],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002685237,0.0001074234,0.2982163,0.000547273,0.0001643117,0.001000336,0.0004175545,0.2459385,0.002771317,0.09213317,0.0175585,0.3408768],"study_design_scores_gemma":[0.00002967061,0.00007649585,0.5295032,0.0001534522,0.00005123708,0.000829259,0.0009896784,0.2523063,0.0009938077,0.1970576,0.01791302,0.00009643073],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8557962,0.01430548,0.08612521,0.003982346,0.0001534464,0.00007958546,0.003251788,0.0005302553,0.03577571],"genre_scores_gemma":[0.9901513,0.002254046,0.003591845,0.00006107997,0.00005378658,0.00001155191,0.0006059601,0.00001926523,0.003251079],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08830328,"threshold_uncertainty_score":0.1755786,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04816690634469885,"score_gpt":0.2424483621630708,"score_spread":0.194281455818372,"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."}}