Regime Switching Mechanism during Energy Futures' Price Bubbles
In the last twenty years, many huge ups and downs have been seen in not only oil prices but also in other spot and derivative' energy prices too. This study has two main purposes. The main purpose of the study is to detect bubbles and their beginning and ending dates in energy derivatives futur...
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| Format: | Article |
| Language: | English |
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EconJournals
2022-01-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | https://econjournals.com/index.php/ijeep/article/view/12549 |