Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14365/1363
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dc.contributor.authorBalcilar, Mehmet-
dc.contributor.authorOzdemir, Zeynel Abidin-
dc.contributor.authorYetkiner, Hakan-
dc.date.accessioned2023-06-16T14:11:21Z-
dc.date.available2023-06-16T14:11:21Z-
dc.date.issued2014-
dc.identifier.issn0378-4371-
dc.identifier.issn1873-2119-
dc.identifier.urihttps://doi.org/10.1016/j.physa.2014.09.020-
dc.identifier.urihttps://hdl.handle.net/20.500.14365/1363-
dc.description.abstractThe aim of this paper is to identify bubbles in oil prices by using the exponential fitting methodology proposed by Watanabe et al. (2007) [28,29]. We use the daily US dollar closing crude oil prices of West Texas Intermediate (WTI) covering the 1986:01:02-2013:07:09 and the Brent for the 1987:05:20-2013:07:09 periods. The distinguishing feature of this study from the previous studies is that this is the first study in the literature showing the existence of bubbles in crude oil prices. We found that there are four distinct periods of persistent bubbles in the crude oil prices since 1986. Two of these persistent bubbles are before 2000 and two of them are after 2000. We conclude that further research is needed to understand better how futures markets may impact the oil price formation. (C) 2014 Elsevier B.V. All rights reserved.en_US
dc.language.isoenen_US
dc.publisherElsevier Science Bven_US
dc.relation.ispartofPhysıca A-Statıstıcal Mechanıcs And Its Applıcatıonsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCrude oil priceen_US
dc.subjectExponential fittingen_US
dc.subjectBubblesen_US
dc.subjectIndex Fundsen_US
dc.subjectFuturesen_US
dc.subjectFinancializationen_US
dc.titleAre there really bubbles in oil prices?en_US
dc.typeArticleen_US
dc.identifier.doi10.1016/j.physa.2014.09.020-
dc.identifier.scopus2-s2.0-84907481733en_US
dc.departmentİzmir Ekonomi Üniversitesien_US
dc.authoridYetkiner, Hakan/0000-0002-4455-8757-
dc.authoridBALCILAR, MEHMET/0000-0001-9694-5196-
dc.authoridozdemir, zeynel abidin/0000-0001-8600-0463-
dc.authorwosidYetkiner, Hakan/D-5955-2014-
dc.authorwosidBALCILAR, MEHMET/K-7346-2019-
dc.authorscopusid55921038200-
dc.authorscopusid15770313900-
dc.authorscopusid6507809820-
dc.identifier.volume416en_US
dc.identifier.startpage631en_US
dc.identifier.endpage638en_US
dc.identifier.wosWOS:000345725300060en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
item.grantfulltextopen-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.languageiso639-1en-
item.cerifentitytypePublications-
crisitem.author.dept03.03. Economics-
Appears in Collections:Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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