Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm

Since the oil crisis of 1973, the evolution of oil prices has been subject to a complicated dynamic that is marked by considerable surges and bursts. This pattern is an expression that oil prices deviate from their fundamentals, thereby forming the so-called speculative bubbles. However, this patter...

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Bibliographic Details
Published in:	Resources policy Vol. 70; p. 101956
Main Authors:	Ajmi, Ahdi Noomen, Hammoudeh, Shawkat, Mokni, Khaled
Format:	Journal Article
Language:	English
Published:	Kidlington Elsevier Ltd 01.03.2021 Elsevier Science Ltd
Subjects:	Algorithms Brent oil price Bubbles Crude oil Dubai oil price Economic activity Economic conditions Economic factors Globalization Investors Markets Novels Petroleum Policy making Political factors Price bubbles Prices Pricing Recursion WTI oil price Dubai United Arab Emirates United Arab Emirates C10 Price bubbles C12 C58 Brent oil price Dubai oil price Q40 WTI oil price
ISSN:	0301-4207, 1873-7641
Online Access:	Get full text
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