Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Metadata only
Date
2014-04Type
- Journal Article
Citations
Cited 36 times in
Web of Science
Cited null times in
Scopus
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of International Money and FinanceVolume
Pages / Article No.
Publisher
ElsevierSubject
Branching processes; Bubble; Commodities; Endogeneity; Oil; Reflexivity; Regime shift; Self-excitationOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
Notes
Available online 29 August 2013.More
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Citations
Cited 36 times in
Web of Science
Cited null times in
Scopus
ETH Bibliography
yes
Altmetrics