{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.002926642,0.0002325142,0.0006497991,0.0006471654,0.0001728824,0.00009338274,0.0003374142,0.0002128403,0.003028516],"category_scores_gemma":[0.0003091456,0.0002627471,0.0004292635,0.001242755,0.00005741195,0.0003225306,0.0001081742,0.0002466899,0.0002596581],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001424366,"about_ca_system_score_gemma":0.00002211492,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002158906,"about_ca_topic_score_gemma":0.001758962,"domain_scores_codex":[0.9974753,0.00001975618,0.00115518,0.0006948303,0.00008685684,0.0005680928],"domain_scores_gemma":[0.9986207,0.0001385134,0.0002837876,0.0007184346,0.00006660078,0.0001719205],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00008787129,0.0001379456,0.8680298,0.00003204186,0.0002897706,0.000007887498,0.0004016678,0.0001446265,0.00002722352,0.1212687,0.002871091,0.006701377],"study_design_scores_gemma":[0.0004950613,0.00004390845,0.5339502,0.00001047296,0.0001027825,0.000001406831,0.0001147612,0.3726161,0.000092367,0.0497921,0.04218507,0.0005958476],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5223932,0.001747266,0.1802581,0.0002738451,0.0003113494,0.0000784647,0.00007299893,0.0001121908,0.2947527],"genre_scores_gemma":[0.9759744,0.0002127777,0.008360127,0.000321891,0.0001601715,0.000004177203,0.00002613592,0.00002444126,0.01491588],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4535812,"threshold_uncertainty_score":0.9999825,"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."}}