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Record W2339948975

The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach

2016· preprint· en· W2339948975 on OpenAlexaboutno aff
Jamal Bouoiyour, Refk Selmi

Bibliographic record

VenueMunich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2016
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsChinaStock (firearms)Oil priceFinancial economicsSlowdownQuantile regressionContext (archaeology)Dominance (genetics)QuantileEconomyMonetary economicsInternational economicsEconometricsGeography
DOInot available

Abstract

fetched live from OpenAlex

China’s growingly sluggish economy and collapsing oil prices sent ripples through global equities, and G7 countries (United States, United Kingdom, Germany, Canada, Japan, France, Italy) are no exception in this regard. In this article, we address how react G7 stock markets to oil price under potent uncertainty encompassing the extent of China’s slowdown. The main feature of this study is its use of an unwonted method, dubbed the quantile-on-quantile (QQ) approach. Even though this method is based on the quantile \nregression paradigm, it departs from the conventional framework as the exogenous variable may be itself a quantile. This technique is devoted to unsettled context where standard methods are malapropos. Captivating findings have been shown. First, the QQ approach views the G7 stock markets responses to oil price as highly heterogeneous among taildistributions, where consistent with the notion of asymmetry. Second, the equities of Germany, Italy, Canada and United Kingdom (in this order) are typically more responsive than France, Japan and United States towards oil price. Third, even if the fears over China’s \nworsening outlook sends G7 countries into a deeper slowdown, United Kingdom, Japan, France and United States appear better positioned to weather the storm. The oil-dependence profile, the dominance of companies belonging to cyclical industries in the stock market index, the role of monetary policy in containing speculative bubbles, and the forceful quantitative easing have been offered to spell out the convolution of the focal issue.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.007
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.012
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.200
Teacher spread0.178 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2016
Admission routes1
Has abstractyes

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