Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect
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DOI: 10.1016/j.ribaf.2017.07.026
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- Lin, Yu & Xiao, Yang & Li, Fuxing, 2020. "Forecasting crude oil price volatility via a HM-EGARCH model," Energy Economics, Elsevier, vol. 87(C).
- Lin, Boqiang & Bai, Rui, 2021. "Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective," Research in International Business and Finance, Elsevier, vol. 56(C).
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Keywords
Financialisation; Spot and future oil prices; Commodity bubble; Generalized Hurst exponent; Multifractality;All these keywords.
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