Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods
Weijia Chen, Shupei Huang, Haizhong An
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Weijia ; Huang, Shupei ; An, Haizhong |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
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| Subject: | Bubble | Intrinsic spatial scale characteristics | Intrinsic temporal scale characteristics | Langevin equation | Price volatility | Spekulationsblase | Bubbles | Volatilität | Volatility | Theorie | Theory | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103905 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473286