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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...

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Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Hai-Chuan Xu, Yu-Zhen Tan, Han-Xiao Fan, Wei-Xing Zhou
Formáid: Artigo
Teanga:Inglês
Foilsithe / Cruthaithe: KeAi Communications Co., Ltd. 2025-06-01
Sraith:Journal of Management Science and Engineering
Ábhair:
Rochtain ar líne:http://www.sciencedirect.com/science/article/pii/S2096232025000101
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