The logic of identifying the stationary features of energy series lays in the policy potentials
contained within unit root-related information. By providing an overview of unit root testing …

The author examines the relationship between stock market bubbles and investor sentiment,
as proxied by consumer confidence indices. The results indicate that investor sentiment …

This paper examines the impacts of extreme events, economic uncertainty and speculation
on price bubbles in crude oil futures. For better forecast and estimate the positive/negative …

This paper investigates the presence of financial bubbles in the environmentally friendly
investments captured by the ESG markets. By using the log-periodic power law singularity …

This study employs six price series from international and Chinese crude oil markets and
Chinese stock market to test for bubbles. Based on the efficient market hypothesis and the …

This paper investigates the existence of speculative bubbles in the US national and 21
regional housing markets over three decades (1978–2015). A new method for real-time …

Based on the historical data of crude oil, diesel and gasoline markets during November
2001–December 2015, this paper employs the state-space model and log-periodic power …

The opportunity cost of producing efficient energy from renewable energy sources especially
from agricultural products amid increasing threat of food insecurity has remained …

We explore the impact of economic policy uncertainty exposure (hereafter, EPU exposure)
on stock price bubbles. We find that there exists a significantly positive relationship between …

This paper examines the existence of explosiveness in the Chinese stock market from a
sectoral perspective. To that end, the method recently developed by Phillips and Shi (2019) …