Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates

Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates

<p>This study examined the existence of rational bubbles in oil prices by employing a frequency domain econophysics technique that have capacity to identify both explosive behaviour and bubbles in oil prices for the three largest oil future markets – WTI, Brent and OPEC basket. Our results sho...

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Bibliographic Details
Main Authors: Adedoyin Isola Lawal, Adeniyi Olayanju, Afeez Adebare Salisu, Abiola John Asaleye, Olatunde Dahunsi, Oluwasogo Dada, Oluwasola Emmanel Omoju, Olabisi Rasheedat Popoola
Format: Article
Language:English
Published: EconJournals 2019-02-01
Series:International Journal of Energy Economics and Policy
Online Access:https://www.econjournals.com/index.php/ijeep/article/view/7463

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https://www.econjournals.com/index.php/ijeep/article/view/7463

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