TY  - JOUR
AU  - Giulio Cifarelli and Paolo Paesani
PY  - 2021///
TI  - Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing
JO  - The Energy Journal
VL  - Volume 42
DO  - 10.5547/01956574.42.5.gcif
IS  - 5
KW  - Oil pricing
KW  - Bubble
KW  - Speculation
KW  - Dynamic hedging
KW  - Logistic smooth transition
KW  - Multivariate GARCH
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3730