An Application of Models of Speculative Behaviour to Oil Prices
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Description
We estimate three different models of speculative behaviour using oil price data. Our findings provide support for the claim by . Phillips and Yu (2011) and . Gilbert (2010) that a bubble in oil prices existed for a short period in 2008.
| Collections | ANU Research Publications |
|---|---|
| Date published: | 2012 |
| Type: | Journal article |
| URI: | http://hdl.handle.net/1885/17305 |
| Source: | Economics Letters |
| DOI: | 10.1016/j.econlet.2011.12.126 |
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| File | Description | Size | Format | Image |
|---|---|---|---|---|
| 01_Shi_An_Application_of_Models_of_2012.pdf | 578.82 kB | Adobe PDF | Request a copy | |
| 02_Shi_An_Application_of_Models_of_2012.pdf | 425.62 kB | Adobe PDF | Request a copy |
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