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A new perspective on price dynamics of the dry bulk market
13 references·0 citing·31 second hop
A new perspective on price dynamics of the dry bulk market (2003)A new perspective on price dynamics of th…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…The forward pricing function of the shipping freight futures market (1999)The forward pricing function …Valuation of a European futures option in the BIFFEX market (1998)Valuation of a European futur…The market for second-hand ships: Further results on efficiency using cointegration analysis (1997)The market for second-hand sh…The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector (1997)The dynamics of time-varying …A co-integration approach to forecasting freight rates in the dry bulk shipping sector (1997)A co-integration approach to …Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…The market for second-hand ships: some results on efficiency using cointegration (1992)The market for second-hand sh…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Transportation research (1975)Transportation researchWeltwirtschaftliches Archiv (1927)Weltwirtschaftliches ArchivCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Location and Land Use: Toward a General Theory of Land Rent (1964)The Importance of Trivial Streets: Residential Streets and Residential Segregation (1998)Should Urban Transit Subsidies Be Reduced? (2009)Twenty Years of Rail Crowding Valuation Studies: Evidence and Lessons from British Experience (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A fuzzy integrated logical forecasting model for dry bulk shipping index forecasting: An improved fuzzy time series approach (2010)Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets? (2019)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)Price Discovery, Causality and Forecasting in the Freight Futures Market (2003)A Novel Approach to Forecasting the Bulk Freight Market (2017)Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An analysis of freight rate volatility in dry bulk shipping markets (2008)Baltic Dry Index as a Major Economic Policy Indicator: The Relationship with Economic Growth (2015)Unit root tests in panel data: asymptotic and finite-sample properties (2002)THE POWER OF COINTEGRATION TESTS (1992)Estimating long-run relationships from dynamic heterogeneous panels (1995)Testing for unit roots in heterogeneous panels (2003)Determinants of foreign direct investment: A survey (1980)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)The Difference That CEOs Make: An Assignment Model Approach (2008)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1927Weltwirtschaftliches Archiv1,344 cited
  • 1975Transportation research1,027 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.935 cited
  • 1997The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector117 cited
  • 1997A co-integration approach to forecasting freight rates in the dry bulk shipping sector113 cited
  • 1999The forward pricing function of the shipping freight futures market89 cited
  • 1997The market for second-hand ships: Further results on efficiency using cointegration analysis62 cited
  • 1992The market for second-hand ships: some results on efficiency using cointegration46 cited
  • 1998Valuation of a European futures option in the BIFFEX market31 cited

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