Application of log-periodic power law to oil spot market

Oil price crashes and bubble regimes in oil spot markets have a substantial impact on the real economy. One model that has been proposed for detecting bubble regimes and forecasting the most probable date of the crash is the log-periodic power law. The model aims to detect log-periodic oscillations...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Virtanen, Lauri
Muut tekijät: Jyväskylän yliopiston kauppakorkeakoulu, Jyväskylä University School of Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Aineistotyyppi: Pro gradu
Kieli:eng
Julkaistu: 2025
Aiheet:
Linkit: https://jyx.jyu.fi/handle/123456789/102582