Evidences for a structural change in the oil market before a financial crisis : the flat horizon effect
Riccardo Chiarucci, Maria I. Loffredo, Franco Ruzzenenti
| 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
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| Subject: | Financialisation | Spot and future oil prices | Commodity bubble | Generalized Hurst exponent | Multifractality | Ölmarkt | Oil market | Ölpreis | Oil price | Volatilität | Volatility | Finanzkrise | Financial crisis | Welt | World | Spekulationsblase | Bubbles | Rohstoffderivat | Commodity derivative | Strukturwandel | Structural change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011753802