Detecting bubbles in world aluminum prices: Evidence from GSADF test

Detecting bubbles in world aluminum prices: Evidence from GSADF test

The aim of this research is to assess the existence of multiple bubbles in the global aluminum market by employing the Generalized Supremum Augmented Dickey-Fuller (GSADF) methodology. This method offers practical time series analysis tools for identifying periods of rapid price escalation, followe...

Full description

Saved in:
Bibliographic Details
Main Authors: Menglin Ni, Xiaoying Wang
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2024-12-01
Series:Journal of Business Economics and Management
Subjects:
aluminum price
generalized sup ADF test
multiple bubbles
macroeconomic factors
supply security
probit regression
Online Access:https://journals.vilniustech.lt/index.php/JBEM/article/view/22262
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items