Bibliographic record
Abstract
The study investigates the connection between international oil indices and Southeast Asian stock markets. The outcomes of both employed models, namely EGARCH and GARCH-jump, confirm the significant oil-stock linkage in Southeast Asian region. While the oil price fluctuations have positive effect on stock returns, the impacts of the implied crude oil volatility index (OVX) are negative, implying that the increase in level of future oil prices uncertainty leads to downward movement on stock markets. Additionally, the study further reports the existence of GARCH effects in Southeast Asian stock markets. The results from EGARCH models illustrate that the previously negative shocks seem to have greater effects on the current volatility of stock returns in analyzed countries than the positive shocks. Furthermore, the jump effects are found in most markets, as evidenced by the estimates for GARCH-jump models. Generally, the volatility driven by abnormal information positively affects the volatility of return while the jump behavior has negative impact on return in Southeast Asian markets. Providing greater understandings about new markets in Southeast Asian area, the research could be utilized in improving investment decisions and gaining the advantages of international portfolio diversification.
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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 | 0.003 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.002 | 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".