Identifying price bubbles in copper market: Evidence from a GSADF test approach

This paper uses the test proposed by Generalized Supremum Augmented Dickey-Fuller to identify whether there are multiple bubbles in copper price. The empirical results show that base on market fundamentals, there are seven bubbles existed from January 1980 to March 2023. Through analyses, the first...

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Detalles Bibliográficos
Autores principales: Peng, Yushan, Ni, Menglin, Wang, Xiaoying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10627441/
https://www.ncbi.nlm.nih.gov/pubmed/37930974
http://dx.doi.org/10.1371/journal.pone.0290983

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10627441/
https://www.ncbi.nlm.nih.gov/pubmed/37930974
http://dx.doi.org/10.1371/journal.pone.0290983

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