WF Pan - Journal of Behavioral Finance, 2020 - Taylor & Francis
The author examines the relationship between stock market bubbles and investor sentiment, as proxied by consumer confidence indices. The results indicate that investor sentiment …
This paper provides an analysis of crude oil, diesel, and gasoline prices for the period from November 1, 2019 to December 31, 2020. We apply Log Periodic Power-Law Singularity …
The opportunity cost of producing efficient energy from renewable energy sources especially from agricultural products amid increasing threat of food insecurity has remained …
Z Zhao, H Wen, K Li - Economic Modelling, 2021 - Elsevier
This study employs six price series from international and Chinese crude oil markets and Chinese stock market to test for bubbles. Based on the efficient market hypothesis and the …
This paper investigates the existence of speculative bubbles in the US national and 21 regional housing markets over three decades (1978–2015). A new method for real-time …
YJ Zhang, T Yao - Economic Modelling, 2016 - Elsevier
Based on the historical data of crude oil, diesel and gasoline markets during November 2001–December 2015, this paper employs the state-space model and log-periodic power …
This paper examines the impacts of extreme events, economic uncertainty and speculation on price bubbles in crude oil futures. For better forecast and estimate the positive/negative …
F Cheng, C Wang, X Cui, J Wu, F He - International Review of Financial …, 2021 - Elsevier
We explore the impact of economic policy uncertainty exposure (hereafter, EPU exposure) on stock price bubbles. We find that there exists a significantly positive relationship between …
Rapid house price growth and high price-to-income ratio in major Chinese cities have aroused a hot debate on whether there is an asset bubble in China's residential housing …