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Time Varying Risks Among Segments of the Tanker Freight Markets · Study

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ArticleTime Varying Risks Among Segments of the Tanker Freight Markets

Manolis G. Kavussanos2003

Article2003

Time Varying Risks Among Segments of the Tanker Freight Markets

Manolis G. Kavussanos

73 citations·0/0 files stored·Maritime Economics & Logistics

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Financial Risk and Volatility Modeling Maritime Ports and Logistics Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1952PORTFOLIO SELECTION*1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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2019Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?2004Cost of carry, causality and arbitrage between oil futures and tanker freight markets 2014An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry 2014The determinants of credit spreads changes in global shipping bonds 2006Price and volume dynamics in second-hand dry bulk and tanker shipping markets

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Details

Year2003

Typearticle

Published2003-09-01

VenueMaritime Economics & Logistics

ISSN-L1479-2931

Languageen

Citations73

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1057/palgrave.mel.9100079

openalex_workW2001979342

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity

2011Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets

2021Volatility forecasting for the shipping market indexes: an AR-SVR-GARCH approach