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Record W4308462585 · doi:10.54691/bcpbm.v31i.2648

The Impact of Crude Oil Price Changes in The Yield and Fluctuation of Manufacturing and Transportation Industries

2022· article· en· W4308462585 on OpenAlexaff
Zhenhai Lyu

Bibliographic record

VenueBCP Business & Management · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsUniversity of VictoriaUniversity of Toronto
Fundersnot available
KeywordsVolatility (finance)EconomicsAutoregressive conditional heteroskedasticityShock (circulatory)Crude oilYield (engineering)Autoregressive integrated moving averageLagOil priceEconometricsUkrainianManufacturingMonetary economicsTime seriesBusinessEngineeringMathematicsStatistics

Abstract

fetched live from OpenAlex

Given that Russia was one of the largest oil exporters, has left the oil market unstable as the war between Russia and Ukraine intensifies. This report, studies the effect of the oil shock on returns and volatility of manufacturing and transportation industries of the US, to understand the relationship, lag, and intensity between these industries in conjunction with the Crude oil price in the international market. By using Time-Series data collected from NYME and constructing a VAR model, an ARIMA-GARCH model has been formulated using likelihood ratio lag of 12. The report finds out no significant relationship between the oil shock triggered by Russian-Ukrainian war on the US transportation and manufacturing industry. The Yield and Volatility of these two industries have not been driven due to exogenous factors, crude oil price. There is a possibility that the impact is lagged and hasn’t occurred yet or is too statistically small that it is hard to be captured by the model. The impact of exogenous shocks may be lagged much higher until it destabilizes these sectors. Government must set countermeasures based on lag effect as the impact is indirect.

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)0.001
metaresearch head score (Gemma)0.000
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 score0.801
Threshold uncertainty score0.184

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
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 head0.025
GPT teacher head0.220
Teacher spread0.195 · 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 designObservational
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

Citations0
Published2022
Admission routes1
Has abstractyes

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