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- W2573065370 abstract "In this paper we test for the existence of single and multiple bubble periods in three energy sector indexes and five energy sector spot prices using the Supremum Augmented Dickey-Fuller (SADF) and the Generalized SADF (GSADF). These techniques allow us to estimate the beginning and the end of the bubble periods. Our results provide strong statistically significant evidence of speculative bubbles in all energy sector price series tested with the exception of the natural gas price series where we observe the weak explosive episodes. Our results are valuable to energy analyst, investors, and oil importing and exporting countries." @default.
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- W2573065370 date "2017-01-01" @default.
- W2573065370 modified "2023-09-26" @default.
- W2573065370 title "Identifying Price Bubble Periods in the Energy Sector" @default.
- W2573065370 doi "https://doi.org/10.2139/ssrn.2894976" @default.
- W2573065370 hasPublicationYear "2017" @default.
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