英文标题：
《World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar
  Positive》
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作者：
Marcin W\\k{a}torek, Stanis{\\l}aw Dro\\.zd\\.z, Pawe{\\l} O\\\'swi\\k{e}cimka
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最新提交年份：
2016
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英文摘要：
  Based on the Log-Periodic Power Law (LPPL) methodology, with the universal preferred scaling factor $\\lambda \\approx 2$, the negative bubble on the oil market in 2014-2016 has been detected. Over the same period a positive bubble on the so called commodity currencies expressed in terms of the US dollar appears to take place with the oscillation pattern which largely is mirror reflected relative to oil price oscillation pattern. This documents recent strong anti-correlation between the dynamics of the oil price and of the USD. A related forecast made at the time of FENS 2015 conference (beginning of November) turned out to be quite satisfactory. These findings provide also further indication that such a log-periodically accelerating down-trend signals termination of the corresponding decreases.
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中文摘要：
基于对数周期幂律（LPPL）方法，使用通用首选比例因子$\\λ\\约2$，已检测到2014-2016年石油市场的负泡沫。在同一时期，以美元表示的所谓商品货币出现了积极的泡沫，其振荡模式在很大程度上与油价振荡模式相对照。这证明了近期油价和美元动态之间的强烈反相关性。在FENS 2015年会议（11月初）上做出的相关预测结果相当令人满意。这些发现还进一步表明，这种周期性加速下降趋势的对数信号终止了相应的下降。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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