Cargando…
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...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
|
| Materias: | |
| 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 |