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The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 2011Time Series Momentum1,470 cited
  • 2006Synchronization of cycles406 cited
  • 2006Forecasting spot and forward prices in the international freight market164 cited
  • 2005The non-linear dynamics of spot freight rates in tanker markets131 cited
  • 2012Trade, income and the Baltic Dry Index103 cited
  • 1989An Econometric Model of the World Tanker Market99 cited
  • 2006Are Spot Freight Rates Stationary?62 cited
  • 2011Are Freight Futures Markets Efficient? Evidence from IMAREX31 cited
  • 2008Detecting and forecasting business cycle turning points13 cited
  • 2014Exports, HIV incidence and the Baltic Dry Index: Further evidence from sub-Saharan Africa

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