Booms and Busts in Commodity Markets: Bubbles or Fundamentals?-Reference-Cited by-同舟云学术

Booms and Busts in Commodity Markets: Bubbles or Fundamentals?

Published:2015-03-23 Issue:10 Volume:35 Page:916-938
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:

Author:

Brooks Chris¹,Prokopczuk Marcel²,Wu Yingying³

Affiliation:

1. Chris Brooks is at the ICMA Centre; University of Reading; Reading UK

2. Marcel Prokopczuk is at Leibniz University Hannover; Hannover Germany

3. Yingying Wu is at the International Business School Suzhou (IBSS) at Xi'an Jiaotong-Liverpool University; Suzhou Industrial Park, Jiangsu Province PR China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference47 articles.

1. On the comovement of commodity prices;Ai;American Journal of Agricultural Economics,2006

2. Rational speculative bubbles in the gold futures market: An application of dynamic factor analysis;Bertus;Journal of Futures Markets,2001

3. Bialkowski , J. Bohl , M. Stephan , P. Wisniewski , T. 2011

4. Blanchard , O. J. Watson , M. W. 1983 Bubbles, rational expectations and financial markets

5. The theory of storage;Brennan;American Economic Review,1958

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