News-driven bubbles in futures markets
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Heng-Guo ; Li, Tailong |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3615, ZDB-ID 2466316-5. - Vol. 16.2023, 2, p. 55-78
|
Subject: | trade war news | news-driven expectations | bubbles | generalized supremum augmented Dickey–Fuller test | crude oil futures | Spekulationsblase | Bubbles | Theorie | Theory | Rohstoffderivat | Commodity derivative | Erwartungsbildung | Expectation formation | Ankündigungseffekt | Announcement effect | Warenbörse | Commodity exchange |
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