Conditional modelling of tanker market risk using route specific freight rates
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DOI: 10.1080/03088839800000023
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Cited by:
- Zheng, Shiyuan & Lan, Xiangang, 2016. "Multifractal analysis of spot rates in tanker markets and their comparisons with crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 547-559.
- Jiao Zhang & Qingcheng Zeng, 2017. "Modelling the volatility of the tanker freight market based on improved empirical mode decomposition," Applied Economics, Taylor & Francis Journals, vol. 49(17), pages 1655-1667, April.
- Theodore Syriopoulos & Michael Tsatsaronis & Ioannis Karamanos, 2021. "Support Vector Machine Algorithms: An Application to Ship Price Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 55-87, January.
- Yung-Shun Chen & Shiu-Tung Wang, 2004. "The empirical evidence of the leverage effect on volatility in international bulk shipping market," Maritime Policy & Management, Taylor & Francis Journals, vol. 31(2), pages 109-124, April.
- Haralambides, H.E. & Tsolakis, S.D. & Cridland, C., 2004. "3. Econometric Modelling Of Newbuilding And Secondhand Ship Prices," Research in Transportation Economics, Elsevier, vol. 12(1), pages 65-105, January.
- Wolfgang Drobetz & Tim Richter & Martin Wambach, 2012. "Dynamics of time-varying volatility in the dry bulk and tanker freight markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(16), pages 1367-1384, August.
- Glen, D.R. & Martin, B.T., 2004. "2. A Survey Of The Modelling Of Dry Bulk And Tanker Markets," Research in Transportation Economics, Elsevier, vol. 12(1), pages 19-64, January.
- Alizadeh, Amir H. & Talley, Wayne K., 2011. "Vessel and voyage determinants of tanker freight rates and contract times," Transport Policy, Elsevier, vol. 18(5), pages 665-675, September.
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