Speculative bubbles in agricultural commodity markets

By L. Gutierrez. 2013

142 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e5f6d392b57e4f0327d060dfad510cde1f72fbc0

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In Economics and Econometrics

Citations in the corpus

Testing for Multiple Bubbles: Limit Theory of Real Time Detectors (2015, background): “3 See Phillips and Yu (2011b), Das et al. (2011), Homm and Breitung (2012), Gutierrez (2013), Bohl et al. (2013), Etienne et al. (2013), Greenaway-McGrevy and Phillips (forthcoming), and Jiang et al. (2015), among others.”
Asset Price Bubbles and Systemic Risk (2019, unknown): “6Applications can be found, e. g., in Gutierrez (2013); Bohl, Kaufmann, and Stephan (2013); Etienne, Irwin, and Garcia (2014); Jiang, Phillips, and Yu (2015).”
Bubbles in food commodity markets: Four decades of evidence ☆ (2014, background): “…earlier, explosive periods identified by previous work that relies on cash prices (Phillips and Yu 2011) or rolling nearby futures prices (Gilbert 2010; Gutierrez, 2012; Etienne, Garcia, Irwin 2012), may be driven by fundamental demand and supply factors rather than an explosive bubble component.”
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 (2015, unknown): “Simulations in Homm and Breitung (2012) show that the PWY strategy has higher power than other procedures in detecting periodically collapsing bubbles of the Evans (1991) type, the closest rival being the CUSUM procedure.”
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (2017, background): “3See, for example, Bohl et al. (2013), Etienne et al. (2015), Chen and Funke (2013), Meyer (2013), Gutierrez (2013), and Yiu et al (2013). procedure in the detection of the bubble collapse date and by providing additional information on the market recovery date.”
Real time monitoring of asset markets: Bubbles and crises (2018, background): “For many of these diverse applications readers may usefully refer to the following papers: Bohl (2003); Etienne et al. (2014a,b); Gutierrez (2012); Pavlidis et al. (2016); Adämmer and Bohl (2015); Figuerola-Ferretti et al. (2015, 2016); Caspi et al. (2015); Caspi (2016); Shi et al. (2016);…”