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...
Main Author: | |
---|---|
Other Authors: | , , , |
Format: | Master's thesis |
Language: | eng |
Published: |
2025
|
Subjects: | |
Online Access: | https://jyx.jyu.fi/handle/123456789/102582 |