Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
METADATA ONLY
Loading...
Author / Producer
Date
2014-04
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
42
Pages / Article No.
174 - 192
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Branching processes; Bubble; Commodities; Endogeneity; Oil; Reflexivity; Regime shift; Self-excitation
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
Notes
Available online 29 August 2013.