{"id":"W7105917136","doi":"10.2139/ssrn.5762535","title":"Causality Direction and Correlation Dynamics between Oil and Gold Prices in the Global Market: A VAR Model and Crisis Subperiods Approach","year":2025,"lang":"","type":"preprint","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Vector autoregression; Granger causality; Autoregressive model; Impulse response; Causality (physics); Lag; Oil price; Quarter (Canadian coin); Financial crisis","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":[0.001611229,0.0004528346,0.0008283225,0.0009294239,0.0003358582,0.001760498,0.0004976739,0.001019794,0.003600098],"category_scores_gemma":[0.004694586,0.0004766208,0.000879377,0.0009277044,0.0006330666,0.001908941,0.0008534087,0.001723682,0.0002788079],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003781237,"about_ca_system_score_gemma":0.0007911187,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005982246,"about_ca_topic_score_gemma":0.003931012,"domain_scores_codex":[0.9998013,0.000079023,0.000009800926,0.00004824957,0.00001654212,0.00004507497],"domain_scores_gemma":[0.9977157,0.001535363,0.000338525,0.0001107486,0.0001600596,0.0001395762],"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":[0.0009614584,0.0003867958,0.1566512,0.0001255067,0.0007577732,0.001485888,0.0006280651,0.5990906,0.004494098,0.2007702,0.006330593,0.02831778],"study_design_scores_gemma":[0.00002745439,0.00004886011,0.01452347,0.0000109031,0.0001040703,0.00007128099,0.00012678,0.9599796,0.0001789596,0.02457323,0.0003302271,0.00002515242],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9565395,0.0003856284,0.03793565,0.001206914,0.00005507378,0.00001919941,0.0003674091,0.000101104,0.003389657],"genre_scores_gemma":[0.9967514,0.0001996281,0.00087219,0.00002849252,0.00003080368,0.000009934917,0.0001594761,0.00001949051,0.001928745],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005982246,"threshold_uncertainty_score":0.01204348,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01376340943061937,"score_gpt":0.2358375722672811,"score_spread":0.2220741628366618,"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."}}