The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
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- Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
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- Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers 1602.08258, arXiv.org.
More about this item
Keywords
Oil; WTI; Brent; Generalized sup ADF test; LPPL; Bubble;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2016-07-02 (Energy Economics)
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