Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators

Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators

This study leverages the Log-Periodic Power Law Singularity (LPPLS) confidence indicator to effectively identify bubbles in agricultural commodity markets. We analyze five major grain price indices reported by the International Grains Council (IGC) from January 2000 to April 2023, successfully ident...

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Bibliographic Details
Main Authors: Hai-Chuan Xu, Yu-Zhen Tan, Han-Xiao Fan, Wei-Xing Zhou
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2025-06-01
Series:Journal of Management Science and Engineering
Subjects:
Bubbles
Early warning
LPPLS
Agricultural commodities
Online Access:http://www.sciencedirect.com/science/article/pii/S2096232025000101
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