An Empirical Research on Volatility Spillover Effects between Canadian and Chinese Rapeseed Oil Futures Market
Bibliographic record
Abstract
Through Error Correction Model, BEKK-GARCH Model and Granger Causality Test, this paper makes empirical research on the information transmission, price volatility spillover and price guiding relationships between Canadian and Chinese rapeseed oil futures markets. The empirical results reveal that there is a certain information transmission relationship between these two markets. Further, there is significant volatility spillover effect from Canadian rapeseed oil futures market to Chinese rapeseed oil futures market, while the volatility spillover effect from Chinese rapeseed oil futures market to Canadian rapeseed oil futures market is not significant. In the short term, the price leading relationship is stronger from Canadian rapeseed oil futures market to Chinese rapeseed oil futures market, which is consistent with the fact that Canada is the pricing center of global rapeseed oil futures market, and the competitiveness of Chinese rapeseed oil futures market should be further improved.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.006 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.001 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.001 |
| Insufficient payload (model declined to judge) | 0.004 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".