The soft commodities multiple bubbles tests: evidence from the New York Futures Markets
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DOI: 10.1080/13504851.2020.1861195
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... read more here.
Keywords: bubbles tests; soft commodities; evidence new; tests evidence ... See more keywords