Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators
This study leverages the Log-Periodic Power Law Singularity (LPPLS) confidence indicator to effectively identify bubbles in agricultural commodity markets. We analyze five major grain price indices reported by the International Grains Council (IGC) from January 2000 to April 2023, successfully ident...
Guardat en:
| Autors principals: | , , , |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
KeAi Communications Co., Ltd.
2025-06-01
|
| Col·lecció: | Journal of Management Science and Engineering |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S2096232025000101 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|