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An Econometric Model of the World Tanker Market
1 references·9 citing·35 second hop
An Econometric Model of the World Tanker Market (1989)An Econometric Model of the World Tanker …Econometric Implications of the Rational Expectations Hypothesis (1980)Econometric Implications of t…Hedging ship price risk using freight derivatives in the drybulk market (2019)Hedging ship price risk using…The Baltic Dry Index: cyclicalities, forecasting and hedging strategies (2016)The Baltic Dry Index: cyclica…Predicting tanker freight rates using parsimonious variables and a hybrid artificial neural network with an adaptive genetic algorithm (2016)Predicting tanker freight rat…An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry (2014)An investigation of forecast …The impact of crude oil price on the tanker market (2013)The impact of crude oil price…An equilibrium price model of spot and forward shipping freight markets (2012)An equilibrium price model of…Are Freight Futures Markets Efficient? Evidence from IMAREX (2011)Are Freight Futures Markets E…Charter market default risk: A conceptual approach (2006)Charter market default risk: …Econometric Analysis of Bulk Shipping: implications for investment strategies and financial decision-making (2005)Econometric Analysis of Bulk …Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Forecasting Using Principal Components From a Large Number of Predictors (2002)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)Market interactions in returns and volatilities between spot and forward shipping freight markets (2003)The non-linear dynamics of spot freight rates in tanker markets (2005)Oil and the Macroeconomy since World War II (1983)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price (2018)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Statistics for Experimenters (1979)Estimating Production and Warranty Cost at the Early Stage of a New Product Development Project (2021)State-space TBATS model for container freight rate forecasting with improved accuracy (2022)Rational Expectations and the Theory of Price Movements (1961)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)INNOVATION, TECHNOLOGICAL OPPORTUNITY, AND MARKET STRUCTURE (1990)Interactions-Based Models (2000)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Explaining price differences between physical and derivative freight contracts (2018)Optimization in operations research (1997)Forecasting with artificial neural networks: (1998)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Monthly ship price forecasting based on multivariate variational mode decomposition (2023)Generalized autoregressive conditional heteroskedasticity (1986)Statistical analysis of cointegration vectors (1988)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Simulating physical basis risks in the Capesize freight market (2017)
this work references cited by second hop

References

  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited

Cited by

  • 2013The impact of crude oil price on the tanker market65 cited
  • 2016The Baltic Dry Index: cyclicalities, forecasting and hedging strategies62 cited
  • 2014An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry46 cited
  • 2016Predicting tanker freight rates using parsimonious variables and a hybrid artificial neural network with an adaptive genetic algorithm34 cited
  • 2011Are Freight Futures Markets Efficient? Evidence from IMAREX31 cited
  • 2012An equilibrium price model of spot and forward shipping freight markets24 cited
  • 2006Charter market default risk: A conceptual approach23 cited
  • 2005Econometric Analysis of Bulk Shipping: implications for investment strategies and financial decision-making23 cited
  • 2019Hedging ship price risk using freight derivatives in the drybulk market18 cited

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