Browsing Economic and Management Sciences by Author "Nielsen, Joshua"

Browsing Economic and Management Sciences by Author "Nielsen, Joshua"

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  • Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries 
    Van Eyden, Renee; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie (Elsevier, 2023-06)
    Firstly, we use the log-periodic power law singularity multi-scale confidence indicator (LPPLS-CI) approach to detect both positive and negative bubbles in the short-, medium- and long-term stock market indices of the G7 ...
  • Stock market bubbles and the realized volatility of oil price returns 
    Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian (Elsevier, 2024-04)
    Using monthly data for the G7 countries from 1973 to 2020, we study whether stock market bubbles help to forecast out-of-sample the realized volatility of oil price returns. We use the Multi-Scale Log-Periodic Power Law ...
  • US monetary policy and BRICS stock market bubbles 
    Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua (Elsevier, 2023-01)
    We use the multi-scale Log-Periodic Power Law Singularity (LPPLS) confidence indicator approach to detect both positive and negative bubbles at short-, medium- and long-run for the stock markets of the BRICS countries. ...