Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Yetkiner, Hakan - In: Physica A: Statistical Mechanics and its Applications 416 (2014) C, pp. 631-638
The aim of this paper is to identify bubbles in oil prices by using the “exponential fitting” methodology proposed by … from the previous studies is that this is the first study in the literature showing the existence of bubbles in crude oil … prices. We found that there are four distinct periods of persistent bubbles in the crude oil prices since 1986. Two of these …