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Testing for multiple bubbles in the copper price: Periodically collapsing behavior

This study investigates whether multiple bubbles exist in the copper price on the basis of the Generalized Supremum Augmented Dickey-Fuller (GSADF) approach (Phillips et al., 2013). This technique delivers date-stamping strategies for the emergence as well as collapse of explosive bubble episodes an...

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Detalles Bibliográficos
Autores principales: Su, Chi-Wei, Wang, Xiao-Qing, Zhu, Haotian, Tao, Ran, Moldovan, Nicoleta-Claudia, Lobonţ, Oana-Ramona
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7147841/
https://www.ncbi.nlm.nih.gov/pubmed/34170991
http://dx.doi.org/10.1016/j.resourpol.2020.101587