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State-space TBATS model for container freight rate forecasting with improved accuracy
16 references·1 citing·37 second hop
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References

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  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
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  • 1983The Combination of Forecasts385 cited
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  • 2005The non-linear dynamics of spot freight rates in tanker markets131 cited
  • 1997A co-integration approach to forecasting freight rates in the dry bulk shipping sector

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113 cited
  • 2018Volatility forecasting across tanker freight rates: The role of oil price shocks105 cited
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    • 2022Forecasting Shanghai Container Freight Index: A Deep-Learning-Based Model Experiment35 cited