Recent work on econometric detection mechanisms has shown the effectiveness of
recursive procedures in identifying and dating financial bubbles in real time. These …

Most of the limited evidence on the exponential price spikes (ie price explosivity) in the
cryptocurrency market mainly considers the case of Bitcoin, although other cryptocurrencies …

We detect episodes of price explosivity and collapse in Bitcoin and its contender Dogecoin
using four-hourly data. The results show multiple bubble episodes in both cryptocurrencies …

This article provides the limit theory of real‐time dating algorithms for bubble detection that
were suggested in Phillips, Wu, and Yu (PWY; International Economic Review 52 [2011] …

In this paper, we examine extreme spillovers among the realized volatility of various energy,
metals, and agricultural commodities over the period from September 23, 2008, to June 1 …

This paper investigates volatility dependence between global crude oil and China's
agriculture futures by employing a quantile-on-quantile approach. The time-varying …

Recent developments on the right‐tailed unit root tests of Phillips et al., which are used to
date stamp the origination and collapse dates of asset price bubbles, have generated …

While each financial crisis has its own characteristics there is now widespread recognition
that crises arising from sources such as financial speculation and excessive credit creation …

Industrial and strategic significance of platinum group elements (PGEs)—Os, Ir, Ru, Rh, Pd,
Pt—makes them irreplaceable; furthermore, some PGEs are used by investors as “safe …

Expansion and collapse are two key features of a financial asset bubble. Bubble expansion
may be modeled using a mildly explosive process. Bubble implosion may take several …