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摘要翻译：
我们提出了一个以美国美元和其他主要货币为单位的石油价格分析，诊断了不可持续的快于指数的行为。这支持了这样一个假设，即最近的油价上涨被泡沫扩张期间发现的投机性行为放大了。我们还试图解开隐藏在美国能源信息署(EIA)和国际能源署(IEA)两个主要机构报告的石油供需数据中的信息。我们认为，在EIA和IEA数字之间发现的越来越大的差异提供了估计误差的度量。我们将IEA和EIA之间的差异解释为不确定性的标志，而不是向供应限制制度的明确过渡，没有比不确定性更好的燃料来促进投机！
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英文标题：
《The 2006-2008 Oil Bubble and Beyond》
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作者：
D. Sornette (ETH Zurich), R. Woodard (ETH Zurich) and W.-X. Zhou
(ECUST, China)
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最新提交年份：
2008
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
We present an analysis of oil prices in US$ and in other major currencies that diagnoses unsustainable faster-than-exponential behavior. This supports the hypothesis that the recent oil price run-up has been amplified by speculative behavior of the type found during a bubble-like expansion. We also attempt to unravel the information hidden in the oil supply-demand data reported by two leading agencies, the US Energy Information Administration (EIA) and the International Energy Agency (IEA). We suggest that the found increasing discrepancy between the EIA and IEA figures provides a measure of the estimation errors. Rather than a clear transition to a supply restricted regime, we interpret the discrepancy between the IEA and EIA as a signature of uncertainty, and there is no better fuel than uncertainty to promote speculation!
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PDF链接：
https://arxiv.org/pdf/0806.1170
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