Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods
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DOI: 10.1016/j.frl.2023.103905
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- Ikhlaas Gurrib & Olga Starkova & Dalia Hamdan, 2024. "Trading Momentum in the U.S. Crude Oil Futures Market," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 593-604, September.
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Keywords
Price volatility; Bubble; Langevin equation; Intrinsic temporal scale characteristics; Intrinsic spatial scale characteristics;All these keywords.
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