Bubbles in Crude Oil and Commodity Energy Index: New Evidence

Bubbles in Crude Oil and Commodity Energy Index: New Evidence

This paper considers a long dataset of both Brent and West Texas Intermediate (WTI) crude oil prices and the Commodity (fuel) energy index (CEI) to identify possible bubbles. Using the Supremum Augmented Dickey–Fuller (SADF) test, we compare results from WTI and Brent with CEI. We prove that the CEI...

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Bibliographic Details
Main Authors: Christos Floros, Georgios Galyfianakis
Format: Article
Language:English
Published: MDPI AG 2020-12-01
Series:Energies
Subjects:
bubbles
energy prices
SADF
crude oil
brent
WTI
Online Access:https://www.mdpi.com/1996-1073/13/24/6648

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