



Efthymios G. Pavlidis, Ivan Paya, and David A. Peel "Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market", Journal of Money, Credit and Banking

Data for crude-oil prices, spot futures prices, and financial market expectations can be found in the Data folder. Consensus Economics data are proprietary and are not reported. 

To replicate the results, you need to run the R scripts Script_UnitR_ActualData.R and Script_IVX_ActualData.R, which are located in the folder R_functions. GSADF and BSADF critical values can be found in the folder Critical_values.

