VaR as a mitigating risk tool in the maritime sector : an empirical approach on freight rates
Basdekis Charalampos, Katsampoxakis Ioannis, Gkolfinopoulos Alexandros
| Year of publication: |
2022
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|---|---|
| Authors: | Charalampos, Basdekis ; Ioannis, Katsampoxakis ; Alexandros, Gkolfinopoulos |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 2, p. 158-176
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| Subject: | Value at Risk | GARCH | tanker shipping market | parametric models | non-parametric models | Risikomaß | Risk measure | Frachtrate | Freight rate | Frachtschifffahrt | Cargo shipping | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Schifffahrt | Shipping | Tankschifffahrt | Tanker shipping | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2022007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013498885