[HTML][HTML] Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries: the role of oil price uncertainty
R Van Eyden, R Gupta, X Sheng, J Nielsen - Economies, 2025 - mdpi.com
While there is a large body of literature on oil uncertainty-equity prices and/or returns nexus,
an associated important question of how oil market uncertainty affects stock market bubbles …
an associated important question of how oil market uncertainty affects stock market bubbles …
Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty
R Koekemoer Van Eyden, R Gupta, J Nielsen - … Bubbles in a Panel of G7 … - papers.ssrn.com
In this paper, as a first step, we use the Multi-Scale Log-Periodic Power Law Singularity
Confidence Indicator (MS-LPPLS-CI) approach to detect both positive and negative bubbles …
Confidence Indicator (MS-LPPLS-CI) approach to detect both positive and negative bubbles …