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Record W2345445934 · doi:10.15173/esr.v21i2.2772

DEEP DIVE INTO COMMODITY MARKETS: EXPLORING THE COMMODITY–INDUSTRIAL PRODUCTION NEXUS

2015· article· en· W2345445934 on OpenAlexvenueaboutno aff
Julien Chevallier, Florian Ielpo

Bibliographic record

VenueEnergy Studies Review · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsCointegrationNexus (standard)CommodityIndustrial productionProduction (economics)EconomicsCommodity marketEconometricsEconometric modelChinaMacroeconomicsMarket economyComputer scienceFinanceGeography

Abstract

fetched live from OpenAlex

This article explores the commodity–industrial production nexus. More precisely, we assess the cointegration relationships between commodity markets and industrial production during 1993-2011, with an overview for several countries: the USA, the EU, Australia, China, Brazil, Canada, Germany. First, we explore the descriptive statistics and unit root tests of the dataset. Second, we develop two kinds of cointegration analyses (e.g. with/without structural break) between commodities on the one hand, and industrial production indices on the other hand. Third, we conclude on the main results achieved by this econometric procedure. The key contribution of our paper is to revisit the link between industrial production and commodity prices, by using an econometric methodology incorporating structural breaks, and by using a very recently updated dataset. By carrying out a systematic comparison between our results and papers previously published in this literature, we gain a wealth of insights.

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: none
Teacher disagreement score0.633
Threshold uncertainty score0.752

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.231
GPT teacher head0.291
Teacher spread0.059 · 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 teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreReview

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

Citations0
Published2015
Admission routes2
Has abstractyes

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