VaR as a risk management framework for the spot and futures tanker markets
Charalampos Basdekis, Apostolos Christopoulos, Alexandros Gkolfinopoulos, Ioannis Katsampoxakis
| Year of publication: |
2022
|
|---|---|
| Authors: | Basdekis, Charalampos ; Christopoulos, Apostolos G. ; Gkolfinopoulos, Alexandros ; Katsampoxakis, Ioannis |
| Subject: | Clean tanker route | Dirty tanker route | GARCH | Papametric and non-parametric models | Tanker shipping market | VaR | Tankschifffahrt | Tanker shipping | Tankschiff | Tanker | Welt | World | Risikomanagement | Risk management | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Frachtrate | Freight rate | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-021-00673-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445551