Evidences for a structural change in the oil market before a financial crisis : the flat horizon effect
Year of publication: |
December 2017
|
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Authors: | Chiarucci, Riccardo ; Loffredo, Maria I. ; Ruzzenenti, Franco |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 912-921
|
Subject: | Financialisation | Spot and future oil prices | Commodity bubble | Generalized Hurst exponent | Multifractality | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World | Volatilität | Volatility | Finanzkrise | Financial crisis | Rohstoffderivat | Commodity derivative | Spekulationsblase | Bubbles | Strukturwandel | Structural change | Finanzkapitalismus | Financial capitalism |
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