Browsing Economic and Management Sciences by Author "Yetkiner, Hakan"

Browsing Economic and Management Sciences by Author "Yetkiner, Hakan"

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  • Are there really bubbles in oil prices? 
    Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Yetkiner, Hakan (Elsevier, 2014-12)
    The aim of this paper is to identify bubbles in oil prices by using the ‘‘exponential fitting’’ methodology proposed by Watanabe et al. (2007) [28,29].Weuse the daily US dollar closing crude oil prices of West Texas ...
  • LPPLS bubble indicators over two centuries of the S&P 500 index 
    Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; Gupta, Rangan; Ozdemir, Zeynel Abidin; Yetkiner, Hakan (Elsevier, 2016-09)
    The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. ...