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Record W4385805298 · doi:10.3390/risks11080150

Overview of Some Recent Results of Energy Market Modeling and Clean Energy Vision in Canada

2023· article· en· W4385805298 on OpenAlexaffabout
Anatoliy Swishchuk

Bibliographic record

VenueRisks · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Calgary
Fundersnot available
KeywordsMean reversionFutures contractVolatility (finance)Financial economicsWest Texas IntermediateEconomicsValuation of optionsBlack–Scholes modelEnergy marketRenewable energyEconometricsEngineering

Abstract

fetched live from OpenAlex

This paper overviews our recent results of energy market modeling, including The option pricing formula for a mean-reversion asset, variance and volatility swaps on energy markets, applications of weather derivatives on energy markets, pricing crude oil options using the Lévy processes, energy contracts modeling with delayed and jumped volatilities, applications of mean-reverting processes on Alberta energy markets, and alternatives to the Black-76 model for options valuation of futures contracts. We will also consider the clean renewable energy prospective in Canada, and, in particular, in Alberta and Calgary.

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 machine prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.005
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.048
Threshold uncertainty score0.347

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.005
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0050.015
Science and technology studies0.0020.002
Scholarly communication0.0050.003
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0120.002

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 head0.070
GPT teacher head0.265
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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations1
Published2023
Admission routes2
Has abstractyes

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