Research Article
Booms and Busts in the Oil Market: Identifying Speculative Bubbles Using a Continuous-Time Dynamic System
Table 3
Time horizons of explosive behavior identified by SADF and GSADF methodologies.
| | SADF | GSADF |
| | Aug. 2005–Aug. 2006 | Oct. 2011–Apr. 2012 | Sep. 1990-Oct. 1990 | | Jun. 2007–Oct. 2008 | Aug. 2012-Sep. 2012 | Feb. 1991-Mar. 1991 | | Jun. 2009-Jul. 2009 | Jul. 2013-Aug. 2013 | Oct. 2004-Nov. 2004 | | Feb. 2011–Apr. 2011 | Feb. 2014-Mar. 2014 | Feb. 2005-Mar. 2005 | | Jul. 2011–Aug. 2012 | Jun. 2014-Jul. 2014 | May. 2005–Jan. 2006
Mar. 2006–Aug. 2006
Jul. 2007–Aug. 2008 |
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