메뉴 건너뛰기




Volumn 388, Issue 8, 2009, Pages 1571-1576

The 2006-2008 oil bubble: Evidence of speculation, and prediction

Author keywords

Commodities; Econophysics; Oil bubble; Prediction; Speculation

Indexed keywords

FORECASTING; PHYSICS;

EID: 59449104598     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.01.011     Document Type: Article
Times cited : (162)

References (19)
  • 1
    • 59449093710 scopus 로고    scopus 로고
    • D. Sornette, R. Woodard, W.-X. Zhou, The 2006-2008 oil bubble and beyond, 2008. arXiv: 0806.1170
    • D. Sornette, R. Woodard, W.-X. Zhou, The 2006-2008 oil bubble and beyond, 2008. arXiv: 0806.1170
  • 2
    • 59449090652 scopus 로고    scopus 로고
    • S. Drożdż, J. Kwapień, P. Oświecimka, J. Speth, Current log-periodic view on future world market development, 2008. arXiv: 0802.4043v2
    • S. Drożdż, J. Kwapień, P. Oświecimka, J. Speth, Current log-periodic view on future world market development, 2008. arXiv: 0802.4043v2
  • 3
    • 52949117737 scopus 로고    scopus 로고
    • Criticality characteristics of current oil price dynamics
    • arXiv: 0808.3360
    • Drożdż S., Kwapień J., and Oświecimka P. Criticality characteristics of current oil price dynamics. Acta Physica Polonica A 114 (2008) 699-702 arXiv: 0808.3360
    • (2008) Acta Physica Polonica A , vol.114 , pp. 699-702
    • Drozdz, S.1    Kwapień, J.2    Oświecimka, P.3
  • 4
    • 59449088112 scopus 로고    scopus 로고
    • J. Zumbrun, Soros tells congress to pop an oil bubble, Forbes, 3 June 2008
    • J. Zumbrun, Soros tells congress to pop an oil bubble, Forbes, 3 June 2008
  • 6
    • 0032292198 scopus 로고    scopus 로고
    • A hierarchical model of financial crashes
    • Sornette D., and Johansen A. A hierarchical model of financial crashes. Physica A 261 (1998) 581-598
    • (1998) Physica A , vol.261 , pp. 581-598
    • Sornette, D.1    Johansen, A.2
  • 7
    • 0002677877 scopus 로고    scopus 로고
    • Critical crashes
    • Johansen A., and Sornette D. Critical crashes. Risk 12 1 (1999) 91-94
    • (1999) Risk , vol.12 , Issue.1 , pp. 91-94
    • Johansen, A.1    Sornette, D.2
  • 8
    • 0002044715 scopus 로고    scopus 로고
    • Predicting financial crashes using discrete scale invariance
    • Johansen A., Sornette D., and Ledoit O. Predicting financial crashes using discrete scale invariance. Journal of Risk 1 4 (1999) 5-32
    • (1999) Journal of Risk , vol.1 , Issue.4 , pp. 5-32
    • Johansen, A.1    Sornette, D.2    Ledoit, O.3
  • 10
    • 85008770620 scopus 로고    scopus 로고
    • Significance of log-periodic precursors to financial crashes
    • Sornette D., and Johansen A. Significance of log-periodic precursors to financial crashes. Quantitative Finance 1 (2001) 452-471
    • (2001) Quantitative Finance , vol.1 , pp. 452-471
    • Sornette, D.1    Johansen, A.2
  • 11
    • 0037091076 scopus 로고    scopus 로고
    • Oscillatory finite-time singularities in finance, population and rupture
    • Ide K., and Sornette D. Oscillatory finite-time singularities in finance, population and rupture. Physica A 307 1-2 (2002) 63-106
    • (2002) Physica A , vol.307 , Issue.1-2 , pp. 63-106
    • Ide, K.1    Sornette, D.2
  • 12
    • 0242522929 scopus 로고    scopus 로고
    • Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of five crashes and prediction
    • Zhou W.-X., and Sornette D. Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of five crashes and prediction. Physica A 330 (2003) 584-604
    • (2003) Physica A , vol.330 , pp. 584-604
    • Zhou, W.-X.1    Sornette, D.2
  • 13
    • 0031273052 scopus 로고    scopus 로고
    • Large financial crashes
    • Sornette D., and Johansen A. Large financial crashes. Physica A 245 (1997) 411-422
    • (1997) Physica A , vol.245 , pp. 411-422
    • Sornette, D.1    Johansen, A.2
  • 14
    • 0033422769 scopus 로고    scopus 로고
    • Financial "anti-bubbles": Log-periodicity in Gold and Nikkei collapses
    • Johansen A., and Sornette D. Financial "anti-bubbles": Log-periodicity in Gold and Nikkei collapses. International Journal of Modern Physics C 10 (1999) 563-575
    • (1999) International Journal of Modern Physics C , vol.10 , pp. 563-575
    • Johansen, A.1    Sornette, D.2
  • 15
    • 0034379830 scopus 로고    scopus 로고
    • Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999
    • Johansen A., and Sornette D. Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999. International Journal of Modern Physics C 11 2 (2000) 359-364
    • (2000) International Journal of Modern Physics C , vol.11 , Issue.2 , pp. 359-364
    • Johansen, A.1    Sornette, D.2
  • 16
    • 59449098723 scopus 로고    scopus 로고
    • Shocks, crashes and bubbles in financial markets
    • http://arXiv.org/abs/cond-mat/0210509
    • Johansen A., and Sornette D. Shocks, crashes and bubbles in financial markets. Brussels Economic Review 49 (2006) http://arXiv.org/abs/cond-mat/0210509
    • (2006) Brussels Economic Review , vol.49
    • Johansen, A.1    Sornette, D.2
  • 17
    • 0036344159 scopus 로고    scopus 로고
    • Statistical significance of periodicity and log-periodicity with heavy-tailed correlated noise
    • Zhou W.-X., and Sornette D. Statistical significance of periodicity and log-periodicity with heavy-tailed correlated noise. International Journal of Modern Physics C 13 (2002) 137-170
    • (2002) International Journal of Modern Physics C , vol.13 , pp. 137-170
    • Zhou, W.-X.1    Sornette, D.2
  • 18
    • 31744448317 scopus 로고    scopus 로고
    • Predictability of large future changes in major financial indices
    • Sornette D., and Zhou W.-X. Predictability of large future changes in major financial indices. International Journal of Forecasting 22 (2006) 153-168
    • (2006) International Journal of Forecasting , vol.22 , pp. 153-168
    • Sornette, D.1    Zhou, W.-X.2
  • 19
    • 43249101986 scopus 로고    scopus 로고
    • Reflections on energy issues in China
    • (in Chinese, but English abstract and figure captions in English)
    • Jiang Z.-m. Reflections on energy issues in China. Journal of Shanghai Jiaotong University 42 3 (2008) 345-359 (in Chinese, but English abstract and figure captions in English)
    • (2008) Journal of Shanghai Jiaotong University , vol.42 , Issue.3 , pp. 345-359
    • Jiang, Z.-m.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.