Gil-Alana, Luis A.; Gupta, Rangan; Olubusoye, Olusanya E.; Yaya, OlaOluwa S.
(Elsevier, 2016-08)
This paper deals with the analysis of crude oil prices in the context of fractional integration and
using bull and bear phases over monthly periods between September, 1859 to July, 2015. We
examine both the log prices ...