Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach
C Gharib, S Mefteh-Wali, V Serret, SB Jabeur - Resources Policy, 2021 - Elsevier
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 …
November 1, 2019 to December 31, 2020. We apply Log Periodic Power-Law Singularity …
Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China
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 …
Chinese stock market to test for bubbles. Based on the efficient market hypothesis and the …
The 'COVID'crash of the 2020 US Stock market
We employed the log-periodic power law singularity (LPPLS) methodology to systematically
investigate the 2020 stock market crash in the US equities sectors with different levels of …
investigate the 2020 stock market crash in the US equities sectors with different levels of …
Detection of financial bubbles using a log‐periodic power law singularity (LPPLS) model
This article provides a systematic review of the theoretical and empirical academic literature
on the development and extension of the log‐periodic power law singularity (LPPLS) model …
on the development and extension of the log‐periodic power law singularity (LPPLS) model …
The 2020 global stock market crash: Endogenous or exogenous?
Abstract Starting on February 20, 2020, the global stock markets began to suffer the worst
decline since the Great Recession in 2008, and the COVID-19 has been widely blamed on …
decline since the Great Recession in 2008, and the COVID-19 has been widely blamed on …
The 2021 bitcoin bubbles and crashes—detection and classification
In this study, the Log-Periodic Power Law Singularity (LPPLS) model is adopted for real-time
identification and monitoring of Bitcoin bubbles and crashes using different time scale data …
identification and monitoring of Bitcoin bubbles and crashes using different time scale data …
Heterogeneous impacts of financial development on carbon emissions: evidence from China's provincial data
H Liu, G Gong - Environmental Science and Pollution Research, 2022 - Springer
The effect of financial development on carbon emissions is a hot topic. Although some
researches study the heterogeneous impacts of financial development on carbon emissions …
researches study the heterogeneous impacts of financial development on carbon emissions …
Are there digital tech bubbles in China?
This exploration employs the generalized supremum augmented Dickey-Fuller (GSADF)
approach to explore whether there are digital tech bubbles in China. The empirical results …
approach to explore whether there are digital tech bubbles in China. The empirical results …
Why topological data analysis detects financial bubbles?
We present a heuristic argument for the propensity of Topological Data Analysis (TDA) to
detect early warning signals of critical transitions in financial time series. Our argument is …
detect early warning signals of critical transitions in financial time series. Our argument is …
Positive and negative price bubbles of Chinese agricultural commodity futures
M Fang, Y Lin, CL Chang - Economic Analysis and Policy, 2023 - Elsevier
This study examines the predictability of positive and negative price bubbles of the Chinese
agricultural commodity futures with the log-periodic power law singularity (LPPLS) …
agricultural commodity futures with the log-periodic power law singularity (LPPLS) …