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
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|---|---|
| Authors: | Basdekis, Charalampos ; Christopoulos, Apostolos G. ; Gkolfinopoulos, Alexandros ; Katsampoxakis, Ioannis |
| Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 22.2022, 4, p. 4287-4352
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| 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 |
| 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