An application of models of speculative behaviour to oil prices

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 3
Pages: 469-472

Authors (2)

Shi, Shuping (Macquarie University) Arora, Vipin

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

We estimate three different models of speculative behaviour using oil price data. Our findings provide support for the claim by Phillips and Yu (2011) and Gilbert (2010) that a bubble in oil prices existed for a short period in 2008.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:3:p:469-472
Journal Field
General
Author Count
2
Added to Database
2026-01-24