Nahid Shirinov1*, Farid Huseynov2 , Temraz Shamilov3
1,2,3. School of Economics and Management, University of Siena, Rectorate, via Banchi di Sotto 55, Siena 53100, Italy.

MLA 8
Shirinov, Nahid, et al. "DETECTING BUBBLES IN OIL MARKET USING SADF APPROACH: CASES OF WTI AND BRENT OIL FUTURES." Int. j. of Social Science and Economic Research, vol. 5, no. 6, June 2020, pp. 1400-1409, ijsser.org/more2020.php?id=96. Accessed June 2020.
APA
Shirinov, N., Huseynov, F., & Shamilov, T. (2020, June). DETECTING BUBBLES IN OIL MARKET USING SADF APPROACH: CASES OF WTI AND BRENT OIL FUTURES. Int. j. of Social Science and Economic Research, 5(6), 1400-1409. Retrieved from ijsser.org/more2020.php?id=96
Chicago
Shirinov, Nahid, Farid Huseynov, and Temraz Shamilov. "DETECTING BUBBLES IN OIL MARKET USING SADF APPROACH: CASES OF WTI AND BRENT OIL FUTURES." Int. j. of Social Science and Economic Research 5, no. 6 (June 2020), 1400-1409. Accessed June, 2020. ijsser.org/more2020.php?id=96.

References
[1]. Girdzijauskas S, Streimikiene D, Cepinskis J, Moskaliova V, Jurkonyte E, Mackevicius R. Formation of economic bubbles: causes and possible preventions. Technol Econ Dev Econ. 2009;15(2):267-280.
[2]. Diba BT, Grossman HI. Explosive rational bubbles in stock prices? Am Econ Rev. 1988;78(3):520-530.
[3]. Evans GW. Pitfalls in testing for explosive bubbles in asset prices. Am Econ Rev. 1991;81(4):922-930.
[4]. Phillips PCB, SHI S-P, Yu J. Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500... Research Collection School Of Economics. 2013.
[5]. Caspi I, Katzke N, Gupta R. Date stamping historical periods of oil price explosivity: 1876-2014. Energy Econ. 2018;70:582-587.
[6]. Su C-W, Li Z-Z, Chang H-L, Lobon? O-R. When will occur the crude oil bubbles? Energy Policy. 2017;102:1-6.
[7]. El Montasser G, Gupta R, Martins AL, Wanke P. Are there multiple bubbles in the ethanol-gasoline price ratio of Brazil? Renew Sustain Energy Rev. 2015;52:19-23.
[8]. Caspi I. Rtadf: Testing for bubbles with EViews. 2013.
[9]. Phillips PCB, Shi S, Yu J. Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500. Int Econ Rev (Philadelphia). 2015;56(4):1043-1078.
[10]. Shpak I, Firzli MNJ. Measuring and Predicting Asset-Price Bubbles: Empirical Learnings from the Oil Market [s]. WPC Institutional Invest Res. 2017;(3).
[11]. Phillips PCB, Shi S, Yu J. Testing for multiple bubbles. 2012.
[12]. Phillips PCB, Yu J. Dating the timeline of financial bubbles during the subprime crisis. Quant Econom. 2011;2(3):455-491.
[13]. Lilliefors HW. On the Kolmogorov-Smirnov test for normality with mean and variance unknown. J Am Stat Assoc. 1967;62(318):399-402.
[14]. Cramer H. On the composition of elementary errors: First paper: Mathematical deductions. Scand Actuar J. 1928;1928(1):13-74.
[15]. Anderson TW, Darling DA. A test of goodness of fit. J Am Stat Assoc. 1954;49(268):765-769.
[16]. Shapiro SS, Francia RS. An approximate analysis of variance test for normality. J Am Stat Assoc. 1972;67(337):215-216.
[17]. Shapiro SS, Wilk MB. An analysis of variance test for normality (complete samples). Biometrika. 1965;52(3/4):591-611.