Detecting bubbles in world aluminum prices: Evidence from GSADF test
The aim of this research is to assess the existence of multiple bubbles in the global aluminum market by employing the Generalized Supremum Augmented Dickey-Fuller (GSADF) methodology. This method offers practical time series analysis tools for identifying periods of rapid price escalation, followe...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Vilnius Gediminas Technical University
2024-12-01
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| Serier: | Journal of Business Economics and Management |
| Fag: | |
| Online adgang: | https://journals.vilniustech.lt/index.php/JBEM/article/view/22262 |
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