Measuring and predicting asset-price bubbles

by  Iuliia Shpak, PhD  |  15 Nov 2017

Ten years on from the financial crisis, Iuliia Shpak, Quantitative Strategies Specialist, and M Nicolas J Firzli, Director-General of the World Pensions Council, examine the price dynamics of energy commodities, looking for clues as to when asset-price bubbles are formed and whether it’s possible to predict their occurrence.

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