Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
Year of publication: |
2013
|
---|---|
Authors: | Lammerding, Marc ; Stephan, Patrick ; Trede, Mark ; Wilfling, Bernd |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 36.2013, C, p. 491-502
|
Publisher: |
Elsevier |
Subject: | Speculative bubbles | Oil price | Markov-switching model | State-space model | Bayesian econometrics |
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