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Shipping markets in turmoil: An analysis of the Covid-19 outbreak and its implications
14 references·9 citing·49 second hop
Shipping markets in turmoil: An analysis of the Covid-19 outbreak and its implications (2020)Shipping markets in turmoil: An analysis …Dynamic Volatility Spillovers Across Shipping Freight Markets (2016)Dynamic Volatility Spillovers…Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market (2013)Investor Sentiment for Real A…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Market Risk Analysis (2009)Market Risk AnalysisEconometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Econometrics of Event Studies…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…The Econometrics of Event Studies (2004)The Econometrics of Event Stu…GARCH and Volatility swaps (2004)GARCH and Volatility swapsThe Econometrics of Financial Markets (1998)The Econometrics of Financial…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Measuring Business Cycle Time (1987)Measuring Business Cycle TimeGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Macroeconomics and Reality (1980)Macroeconomics and RealityWill multi-industry supply chains' resilience under the impact of COVID-19 pandemic be different? A perspective from China's highway freight transport (2022)Will multi-industry supply ch…The relationship between shipping freight rates and inflation in the Euro Area (2022)The relationship between ship…Maritime resilience during the COVID-19 pandemic: impacts and solutions (2022)Maritime resilience during th…Managerial and Economical Aspects of the Just-In-Time System “Lean Management in the Time of Pandemic” (2022)Managerial and Economical Asp…Data analytics during pandemics: a transportation and location planning perspective (2022)Data analytics during pandemi…Estimating the effect of COVID-19 epidemic on shipping trade: An empirical analysis using panel data (2021)Estimating the effect of COVI…COVID–19 impact on the shipping industry: An event study approach (2021)COVID–19 impact on the shippi…COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets (2021)COVID-19 fear and volatility …Carrier-shipper risk management and coordination in the presence of spot freight market (2021)Carrier-shipper risk manageme…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Measuring Abnormal Bond Performance (2008)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)The effect of banking crisis on bank-dependent borrowers (2010)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Analysis: Forecasting and Control (1977)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)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)The monetary dynamics of hyperinflation (1956)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Dynamic Structural Model for Stock Return Volatility and Trading Volume (1995)Why do regime-switching models forecast so badly? 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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 2007Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.841 cited
  • 2004The Econometrics of Event Studies606 cited
  • 1998The Econometrics of Financial Markets239 cited
  • 1987Measuring Business Cycle Time127 cited
  • 2016Dynamic Volatility Spillovers Across Shipping Freight Markets122 cited
  • 2009Market Risk Analysis94 cited
  • 2013Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market77 cited
  • 2004GARCH and Volatility swaps77 cited

Cited by

  • 2021COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets

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123 cited
  • 2021Estimating the effect of COVID-19 epidemic on shipping trade: An empirical analysis using panel data91 cited
  • 2021COVID–19 impact on the shipping industry: An event study approach75 cited
  • 2022Will multi-industry supply chains' resilience under the impact of COVID-19 pandemic be different? A perspective from China's highway freight transport49 cited
  • 2022Maritime resilience during the COVID-19 pandemic: impacts and solutions48 cited
  • 2022The relationship between shipping freight rates and inflation in the Euro Area38 cited
  • 2022Managerial and Economical Aspects of the Just-In-Time System “Lean Management in the Time of Pandemic”28 cited
  • 2021Carrier-shipper risk management and coordination in the presence of spot freight market26 cited
  • 2022Data analytics during pandemics: a transportation and location planning perspective13 cited