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Date stamping historical oil price bubbles: 1876 - 2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - Department of Economics, Fakulteit Ekonomiese en … - 2014
This paper sets out to date-stamp periods of historic oil price explosivity (or bubbles) using the Generalized sup ADF (GSADF) test procedure suggested by Phillips et al. (2013). The date-stamping strategy used in this paper is effective at identifying periodically collapsing bubbles; a feature...
Persistent link: https://www.econbiz.de/10010934317
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Date stamping historical oil price bubbles : 1876 - 2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - 2014
Persistent link: https://www.econbiz.de/10010432200
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Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - In: Energy economics 70 (2018), pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
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Date Stamping Historical Oil Price Bubbles: 1876-2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014
This paper sets out to date-stamp periods of historic oil price explosivity (or bubbles) using the Generalized sup ADF (GSADF) test procedure suggested by Phillips et al. (2013). The date-stamping strategy used in this paper is effective at identifying periodically collapsing bubbles; a feature...
Persistent link: https://www.econbiz.de/10010938767
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Date stamping historical oil price bubbles: 1876 - 2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - Institut de Préparation à l'Administration et à la … - 2014
This paper sets out to date-stamp periods of historic oil price explosivity (or bubbles) us- ing the Generalized sup ADF (GSADF) test procedure suggested by Phillips et al. (2013). The date-stamping strategy used in this paper is effective at identifying periodically col- lapsing bubbles; a...
Persistent link: https://www.econbiz.de/10010929424