Bubbles in Agricultural Commodity Markets of China

We employ the generalized supremum augmented Dickey–Fuller test to examine whether there are multiple bubbles in Chinese agricultural commodities. The proposed approach is suitable for time series data and identifies the origination and termination of multiple bubbles. The results indicate the exist...

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Bibliographic Details
Main Authors: Xi-Xi Zhang, Lu Liu, Chi-Wei Su, Ran Tao, Oana-Ramona Lobonţ, Nicoleta-Claudia Moldovan
Format: Article
Language:English
Published: Hindawi-Wiley 2019-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2019/2896479