News-driven bubbles in futures markets
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Heng-Guo ; Li, Tailong |
Subject: | trade war news | news-driven expectations | bubbles | generalized supremum augmented Dickey–Fuller test | crude oil futures | Spekulationsblase | Bubbles | Erwartungsbildung | Expectation formation | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Erdöl | Petroleum | Ankündigungseffekt | Announcement effect | Ölmarkt | Oil market | Theorie | Theory | Derivat | Derivative |
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