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Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market

2021· article· en· W3153061429 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueResources Policy · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsUniversity of Regina
Fundersnot available
KeywordsCurrencyProductivityCommodityEconomicsGeopoliticsAsset (computer security)Competition (biology)BusinessMonetary economicsFinanceMacroeconomics

Abstract

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It is important to assess Saudi Arabia's economic performance, because its role in the global oil market and how its actions are perceived by international investors have global consequences. We study Saudi Arabia's global competitiveness, accounting for geopolitical risks, productivity, and the role of oil as a commodity and financial asset. We use the net cost-of-carry to capture the oil market risk premium and the super-contango oil market, and include military funding and government expenditure to account for anticipatory and reactive military funding in dealing with likely internal and external threats. Following Clark and MacDonald (1999, 2004) and Fidora et al. (2020), we develop a vector error correction model (VECM) that accurately reflects Saudi Arabia's economy and employ a behavioral equilibrium exchange rate (BEER) to estimate currency misalignment as a measure of international competitiveness. We find that domestic productivity is Saudi Arabia's weakness. Rather than being driven by endogenous productivity, Saudi Arabia's competitiveness is largely explained by exogenous factors: global demand for oil as both a commodity and a financial asset, and geopolitical events that diminish competition in the global oil market. Favorable oil market conditions are advantageous, but super-contango episodes are detrimental to the Saudi economy. Saudi Arabia's competitiveness and recovery from the 2020 shocks hinge on the recovery of global demand, the speed of the energy transition, and investors' sentiments to invest in the oil sector. By engaging in trade wars, Saudi Arabia risks accelerating how quickly its own resources and assets become stranded. The 2020 cooperation between OPEC+ and G20 members to stabilize the oil market is commendable, because it will positively impact the global recovery in 2021–2022.

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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)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.494
Threshold uncertainty score0.493

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
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 head0.032
GPT teacher head0.274
Teacher spread0.242 · 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