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Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices
16 references·4 citing·34 second hop
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References

  • 1959Dividends, Earnings, and Stock Prices1,317 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,127 cited
  • 1983The World Economic Outlook613 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 1992Integration Versus Trend Stationary in Time Series504 cited
  • 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles479 cited
  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
  • 2005Limit theory for moderate deviations from a unit root454 cited
  • 1998Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates247 cited
  • 2010The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?220 cited
  • 2010Modelling and measuring price discovery in commodity markets201 cited
  • 2010Speculative Influences on Commodity Futures Prices 2006-08182 cited
  • 1991The present value model of rational commodity pricing176 cited
  • 2015Tests for explosive financial bubbles in the presence of non-stationary volatility

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175 cited
  • 2013Bubbles in food commodity markets: Four decades of evidence167 cited
  • Cited by

    • 2016The shine of precious metals around the global financial crisis54 cited
    • 2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior52 cited
    • 2019Mild explosivity in recent crude oil prices49 cited
    • 2019Behavioural heterogeneity in wine investments17 cited