The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Xiaolin Sun, Jun Ma, Haifeng Guo, Hailong Liu
| Year of publication: |
2023
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| Authors: | Sun, Xiaolin ; Ma, Jun ; Guo, Haifeng ; Liu, Hailong |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 18, p. 1991-2004
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| Subject: | Dynamic skewness risk | forward freight agreements | risk and return relationship | skewed generalized T distribution | spillover effects | Risiko | Risk | Frachtrate | Freight rate | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Statistische Verteilung | Statistical distribution | Welt | World | Volatilität | Volatility | Massengutschifffahrt | Dry bulk shipping |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2100873 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014294827