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Explosive oil prices
16 references·4 citing·48 second hop
Explosive oil prices (2016)Explosive oil pricesThe Simple Economics of Commodity Price Speculation (2016)The Simple Economics of Commo…Speculation in the Oil Market (2014)Speculation in the Oil MarketThe Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)The Role of Speculation in Oi…THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET (2012)THE ROLE OF TIME‐VARYING PRIC…Testing the Masters Hypothesis in commodity futures markets (2011)Testing the Masters Hypothesi…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Non-renewable resource prices: Deterministic or stochastic trends? (2006)Non-renewable resource prices…Conditional Jump Dynamics in Stock Market Returns (2002)Conditional Jump Dynamics in …The Long-Run Evolution of Energy Prices (1999)The Long-Run Evolution of Ene…Competitive Storage and Commodity Price Dynamics (1996)Competitive Storage and Commo…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Famous First Bubbles (1990)Famous First BubblesExplosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Trends in natural-resource commodity prices: An analysis of the time domain (1982)Trends in natural-resource co…Do booms and busts identify bubbles in energy prices? (2022)Do booms and busts identify b…Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China (2020)Identifying bubbles and the c…Time-varying persistence in real oil prices and its determinant (2019)Time-varying persistence in r…Mild explosivity in recent crude oil prices (2019)Mild explosivity in recent cr…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Natural Resource Curse: A Survey (2010)Stern Review on the Economics of Climate Change (2006) (2017)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Cointegration and Tests of Present Value Models (1987)Long memory processes and fractional integration in econometrics (1996)Monetary Theory and Policy (1999)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Understanding Consumption (1992)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Inflation-Gap Persistence in the US (2009)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Forecasting the Price of Oil (2013)History of Economic Analysis, by Joseph A. Schumpeter, Elizabeth Boody Schumpeter (1954)Manias, Panics, and Crashes: A History of Financial Crises (1979)Rational herding in financial economics (1996)Herd Behavior in Financial Markets (2000)From Efficient Markets Theory to Behavioral Finance (2003)The Quarterly Journal of Economics (2024)Index Investment and the Financialization of Commodities (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil Price Shocks: Causes and Consequences (2014)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Datestamping the Bitcoin and Ethereum Bubbles (2017)The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)Storage and Commodity Markets. (1992)Commodity Prices and Growth in Africa (1999)Equilibrium Forward Curves for Commodities (2000)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)The Economics of Exhaustible Resources (1931)Oil and the Macroeconomy since World War II (1983)Financialization of Commodity Markets (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Time Series Regression with a Unit Root (1987)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)
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References

  • 2009Causes and Consequences of the Oil Shock of 2007-081,265 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,143 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1999The Long-Run Evolution of Energy Prices657 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 2013The Role of Speculation in Oil Markets: What Have We Learned So Far?491 cited
  • 1990Famous First Bubbles484 cited
  • 2012THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET404 cited
  • 1982Trends in natural-resource commodity prices: An analysis of the time domain394 cited
  • 2002Conditional Jump Dynamics in Stock Market Returns358 cited
  • 2011Testing the Masters Hypothesis in commodity futures markets324 cited
  • 2014Speculation in the Oil Market261 cited
  • 2016The Simple Economics of Commodity Price Speculation164 cited
  • 2006

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Non-renewable resource prices: Deterministic or stochastic trends?
156 cited

Cited by

  • 2020Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China60 cited
  • 2022Do booms and busts identify bubbles in energy prices?56 cited
  • 2019Time-varying persistence in real oil prices and its determinant55 cited
  • 2019Mild explosivity in recent crude oil prices49 cited