Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
[Crude oil prices and speculative bubbles: evidence from the WTI market]
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References listed on IDEAS
- Robert J. Shiller, 1999.
"Measuring Bubble Expectations and Investor Confidence,"
NBER Working Papers
7008, National Bureau of Economic Research, Inc.
- Robert J. Shiller, 1999. "Measuring Bubble Expectations and Investor Confidence," Cowles Foundation Discussion Papers 1212, Cowles Foundation for Research in Economics, Yale University.
- Peter Kennedy, 2003. "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 026261183x, January.
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- Cavalcante, Mileno, 2010. "An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009," MPRA Paper 24263, University Library of Munich, Germany.
More about this item
KeywordsBolhas especulativas; preços do petróleo; fundamentos de mercado; non-commercials; commercials;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- Q49 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Other
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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