Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Marc Lammerding; Patrick Stephan; Mark Trede; Bernd Wifling
| Year of publication: |
2013
|
|---|---|
| Authors: | Lammerding, Marc ; Stephan, Patrick ; Trede, Mark ; Wifling, Bernd |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 491-502
|
| Subject: | Speculative bubbles | Oil price | Markov-switching model | State-space model | Bayesian econometrics | Spekulationsblase | Bubbles | Ölpreis | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Spekulation | Speculation | Zustandsraummodell | State space model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724652