Regime switching mechanism during energy futures' price bubbles
Year of publication: |
2022
|
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Authors: | Koy, Ayben |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 1, p. 373-382
|
Subject: | Energy futures | bubble | Markov Switching | GSADF | Spekulationsblase | Bubbles | Rohstoffderivat | Commodity derivative | Markov-Kette | Markov chain | Energiemarkt | Energy market | Börsenkurs | Share price | Warenbörse | Commodity exchange |
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