This paper examines thirty-five commodities, grouped into three market sectors (energy, metals, agriculture & livestock) in terms of the occurrence of price bubbles. The study was based on monthly data for each commodity separately and, in a panel approach, for selected sectors and for all commodities combined. The GSADF test and its version for panel data – panel GSADF – were used to identify bubbles. The beginning and end of...

The article is divided into two parts. In the first one, it highlights the role of commodities in real economy and it observes the coincidence of their price increase after 2003 and their importance as a research topic particularly in the framework of global history. In the second one, it propose a comparative analysis of two recent books on cotton, considering similarities and differences of their approaches, and the difficult...

This paper used the GSADF test to determine the periods defined in this paper as price bubbles in the three markets studied, i.e. the investment wine market, precious metal market and national stock market indices of G-7 countries. The results obtained enabled the calculation of the values of the phi correlation coefficients, which served the research objective of assessing the co-occurrence of price bubbles in the markets analysed....

Single bubble sizing is usually performed by measuring the resonant bubble response using the Dual Frequency Ultrasound Method. However, in practice, the use of millisecond-duration chirp-like waves yields nonlinear distortions of the bubble oscillations. In comparison with the resonant curve obtained under harmonic excitation, it was observed that the bubble dynamic response shifted by up to 20 percent of the resonant frequency...