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The soft commodity is a high-frequency trading market. We use the right-tailed unit root tests of Phillips et al. to investigate asset bubbles within and to detect explosive episodes on… Click to show full abstract
The soft commodity is a high-frequency trading market. We use the right-tailed unit root tests of Phillips et al. to investigate asset bubbles within and to detect explosive episodes on each soft c...
Keywords:
bubbles tests;
soft commodities;
evidence new;
tests evidence;
multiple bubbles;
commodities multiple
Journal Title: Applied Economics Letters
Year Published: 2020
Link to full text (if available)
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Journal Title: Applied Economics Letters
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!