Price bubbles in oil & gas markets and their transfer
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DOI: 10.1016/j.resourpol.2022.103059
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- Wang, Tiantian & Wu, Fei & Dickinson, David & Zhao, Wanli, 2024. "Energy price bubbles and extreme price movements: Evidence from China's coal market," Energy Economics, Elsevier, vol. 129(C).
- Su, Chi Wei & Qin, Meng & Chang, Hsu-Ling & Țăran, Alexandra-Mădălina, 2023. "Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate," Resources Policy, Elsevier, vol. 81(C).
- Chang, Chiu-Lan, 2024. "Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures," Energy Economics, Elsevier, vol. 130(C).
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More about this item
Keywords
Autoregressive distributed lag model; Crude oil prices; Generalized sup augmented dickey-fuller test; Granger causality; Natural gas prices; Price bubbles;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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