SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Price Risk Modelling of Different Size Vessels in the Tanker Industry Using Autoregressive Conditional Heteroskedasticity (ARCH) Models
0 references·11 citing·46 second hop
Price Risk Modelling of Different Size Vessels in the Tanker Industry Using Autoregressive Conditional Heteroskedasticity (ARCH) Models (1996)Price Risk Modelling of Different Size Ve…Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risks from Other Shipping Segments (2020)Freight Rates in Downside and…Volatility forecasting across tanker freight rates: The role of oil price shocks (2018)Volatility forecasting across…An empirical analysis of freight rate and vessel price volatility transmission in global dry bulk shipping market (2015)An empirical analysis of frei…An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry (2014)An investigation of forecast …A wavelet and neural network model for the prediction of dry bulk shipping indices (2012)A wavelet and neural network …The dynamics between freight volatility and fleet size growth in dry bulk shipping markets (2011)The dynamics between freight …Exploring the link between oil prices and tanker rates (2009)Exploring the link between oi…Modelling the investment decision of the entrepreneur in the tanker sector: choosing between a second-hand vessel and a newly built one (2008)Modelling the investment deci…Niver Lines: A System-Dynamics Approach to Tanker Freight Modeling (2006)Niver Lines: A System-Dynamic…The empirical evidence of the leverage effect on volatility in international bulk shipping market (2004)The empirical evidence of the…Market Efficiency in the Second-hand Market for Bulk Ships (2004)Market Efficiency in the Seco…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The High‐Volume Return Premium (2001)Market entry, asset returns, and irrational exuberance: asset management anomalies in dry cargo shipping (2013)Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity (2017)Ship Acquisition of Shipping Companies by Sale & Purchase Activities for Sustainable Growth: Exploratory Fuzzy-AHP Application (2018)Generalized autoregressive conditional heteroskedasticity (1986)The variation of certain speculative prices (1997)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)A fuzzy neural network combined with technical indicators and its application to Baltic Dry Index forecasting (2018)Analysing and forecasting China containerized freight index with a hybrid decomposition–ensemble method based on EMD, grey wave and ARMA (2020)Econometric policy evaluation: A critique (1976)The Phillips curve and labor markets (1976)Lectures on macroeconomics (1990)Forecasting and Risk Analysis in Supply Chain Management: GARCH Proof of Concept (2009)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Market efficiency in the bulk freight market revisited (2006)Trading strategies in the market for tankers (2006)State-space TBATS model for container freight rate forecasting with improved accuracy (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach (2020)Handling Endogenous Regressors Using Copulas: A Generalization to Linear Panel Models with Fixed Effects and Correlated Regressors (2021)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Statistics for Experimenters (1979)Container freight rate forecasting with improved accuracy by integrating soft facts from practitioners (2021)Estimating Production and Warranty Cost at the Early Stage of a New Product Development Project (2021)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)The Cointegrated VAR Model: Methodology and Applications (2006)The dynamic relationship between freight markets and commodity prices revealed (2016)Red Sea Disturbances and Their Far‐Reaching Implications: Longer Transit Times and Sky‐High Freight Rates (2026)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Volatility and Growth (2003)Dynamics of the Term Structure and Volatility of Shipping Freight Rates (2011)Stable vessel-cargo matching in dry bulk shipping market with price game mechanism (2016)Investment incentive analysis for second-hand vessels (2021)Testing for a Unit Root in Time Series Regression (1988)Artificial neural networks in freight rate forecasting (2019)Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model (2020)Role of green technologies, climate uncertainties and energy prices on the supply chain: Policy-based analysis through the lens of sustainable development (2023)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Freight rate co-movement and risk spillovers in the product tanker shipping market: A copula analysis (2021)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2018Volatility forecasting across tanker freight rates: The role of oil price shocks105 cited
  • 2011The dynamics between freight volatility and fleet size growth in dry bulk shipping markets66 cited
  • 2009Exploring the link between oil prices and tanker rates61 cited
  • 2004The empirical evidence of the leverage effect on volatility in international bulk shipping market53 cited
  • 2004Market Efficiency in the Second-hand Market for Bulk Ships47 cited
  • 2014An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry46 cited
  • 2008Modelling the investment decision of the entrepreneur in the tanker sector: choosing between a second-hand vessel and a newly built one42 cited
  • 2020Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risks from Other Shipping Segments41 cited
  • 2006Niver Lines: A System-Dynamics Approach to Tanker Freight Modeling41 cited
  • 2012A wavelet and neural network model for the prediction of dry bulk shipping indices40 cited
  • 2015An empirical analysis of freight rate and vessel price volatility transmission in global dry bulk shipping market26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work