SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Dynamics and interdependencies among different shipping freight markets
16 references·1 citing·37 second hop
Dynamics and interdependencies among different shipping freight markets (2018)Dynamics and interdependencies among diff…Forecasting container shipping freight rates for the Far East – Northern Europe trade lane (2016)Forecasting container shippin…Dynamic Volatility Spillovers Across Shipping Freight Markets (2016)Dynamic Volatility Spillovers…Quantile dependence of oil price movements and stock returns (2015)Quantile dependence of oil pr…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Optimal dynamic hedging via copula-threshold-GARCH models (2008)Optimal dynamic hedging via c…An analysis of freight rate volatility in dry bulk shipping markets (2008)An analysis of freight rate v…MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)MODELLING ASYMMETRIC EXCHANGE…Forecasting spot and forward prices in the international freight market (2006)Forecasting spot and forward …Price Discovery, Causality and Forecasting in the Freight Futures Market (2003)Price Discovery, Causality an…Over-the-counter forward contracts and spot price volatility in shipping (2003)Over-the-counter forward cont…Market interactions in returns and volatilities between spot and forward shipping freight markets (2003)Market interactions in return…Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula (2001)Modelling Time-Varying Exchan…The forward pricing function of the shipping freight futures market (1999)The forward pricing function …An Introduction to Copulas (1999)An Introduction to CopulasGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Portfolio Selection (1952)Portfolio SelectionCommodity and transportation economic market interactions revisited: New evidence from a dynamic factor model (2020)Commodity and transportation …Time Series Analysis: Forecasting and Control (1977)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Dynamics of time-varying volatility in the dry bulk and tanker freight markets (2012)A survey of shipping finance research: Setting the future research agenda (2018)Volatility forecasting across tanker freight rates: The role of oil price shocks (2018)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Multivariate Simultaneous Generalized ARCH (1995)Copula Modeling: An Introduction for Practitioners (2007)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)SRISK: A conditional capital shortfall measure of systemic risk (2017)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach (2017)Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover (2020)Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management (2021)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets? (2019)Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach (2020)Shipping markets in turmoil: An analysis of the Covid-19 outbreak and its implications (2020)Price discovery and investor structure in stock index futures (2010)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)Multivariate GARCH Models: A Survey (2003)A comparative analysis of macro stress-testing methodologies with application to Finland (2005)Measurement of aggregate risk with copulas (2005)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1999An Introduction to Copulas7,743 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1952Portfolio Selection4,609 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 2001Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula180 cited
  • 2015Quantile dependence of oil price movements and stock returns179 cited
  • 2006Forecasting spot and forward prices in the international freight market164 cited
  • 2003Market interactions in returns and volatilities between spot and forward shipping freight markets161 cited
  • 2016Dynamic Volatility Spillovers Across Shipping Freight Markets122 cited
  • 2003Price Discovery, Causality and Forecasting in the Freight Futures Market101 cited
  • 1999The forward pricing function of the shipping freight futures market89 cited
  • 2003Over-the-counter forward contracts and spot price volatility in shipping84 cited
  • 2008An analysis of freight rate volatility in dry bulk shipping markets80 cited
  • 2016Forecasting container shipping freight rates for the Far East – Northern Europe trade lane

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

76 cited
  • 2008Optimal dynamic hedging via copula-threshold-GARCH models61 cited
  • Cited by

    • 2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model78 cited