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An Application of Models of Speculative Behaviour to Oil Prices

Shi, ShuPing; Vipin, Arora

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.

CollectionsANU 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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