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An Application of Models of Speculative Behaviour to Oil Prices

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dc.contributor.authorShi, ShuPing
dc.contributor.authorVipin, Arora
dc.date.accessioned2015-12-07T22:14:09Z
dc.date.issued2012
dc.date.updated2016-02-24T11:07:54Z
dc.description.abstractWe 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.
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/1885/17305
dc.publisherElsevier
dc.sourceEconomics Letters
dc.subjectKeywords: Bubble; Estimation; Oil price; Speculative behaviour; Three-regime
dc.titleAn Application of Models of Speculative Behaviour to Oil Prices
dc.typeJournal article
local.bibliographicCitation.lastpage472
local.bibliographicCitation.startpage469
local.contributor.affiliationShi, ShuPing, College of Business and Economics, ANU
local.contributor.affiliationVipin, Arora, US Energy Information Administration
local.contributor.authoruidShi, ShuPing, u4467027
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140299 - Applied Economics not elsewhere classified
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.absseo859999 - Energy not elsewhere classified
local.identifier.absseo919999 - Economic Framework not elsewhere classified
local.identifier.ariespublicationu4467027xPUB1
local.identifier.citationvolume115
local.identifier.doi10.1016/j.econlet.2011.12.126
local.identifier.scopusID2-s2.0-84856068370
local.identifier.thomsonID000299328900005
local.type.statusPublished Version

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