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 Watanabe et al. (2007) [28,29]. We use the daily US dollar closing crude oil prices of West Texas Intermediate (WTI) covering the 1986:01:02–2013:07:09 and the Brent for...
