Bubbles in food commodity markets: Four decades of evidence ☆

158 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Testing for Multiple Bubbles: Limit Theory of Real Time Detectors (2015, background): “4 For example, a Financial Times article (Meyer, 2013) reports the work of Etienne et al. (2013), which employs the PSY dating algorithm to identify agricultural commodity bubbles.”
Tests for explosive financial bubbles in the presence of non-stationary volatility☆ (2016, methodology): “…differences of the data, in order to replicate in the bootstrap data the pattern of non-stationary volatility present in the original innovations.1 Etienne et al. (2014, 2015) apply a similar wild bootstrap approach to the Phillips et al. (2014) extension of the PWY procedure in their analysis of…”
Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices (2015, background): “36: 763–782 (2015) DOI: 10.1111/jtsa.12121 little policy interest – see, for example Etienne et al. (2014, 2015) who, analyzing agricultural futures daily data, reported only very short bubbles.”