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~accessRights:"restricted"
~subject:"ARCH model"
~subject:"Arab countries"
~subject:"Oil price"
~subject:"Risk management"
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Transportation research / E : an international journal
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International journal of shipping and transport logistics : IJSTL
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1
A quantitative model of the oil tanker market in the Arabian Gulf
Kilian, Lutz
;
Nomikos, Nikos K.
;
Zhou, Xiaoqing
- In:
The energy journal
44
(
2023
)
5
,
pp. 95-113
Persistent link: https://www.econbiz.de/10014380652
Saved in:
2
Forecasting tanker spot freight rates : the Yanbu-Rotterdam route case
Pelagidēs, Thodōrēs
;
Karaoulanis, Ioannis
- In:
International journal of transport economics : IJTE
49
(
2022
)
3/4
,
pp. 327-347
Persistent link: https://www.econbiz.de/10014374879
Saved in:
3
VaR as a risk management framework for the spot and futures tanker markets
Basdekis, Charalampos
;
Christopoulos, Apostolos G.
; …
- In:
Operational research : an international journal
22
(
2022
)
4
,
pp. 4287-4352
Persistent link: https://www.econbiz.de/10013445551
Saved in:
4
Freight rate co-movement and risk spillovers in the product tanker shipping market : a copula analysis
Bai, Xiwen
;
Lam, Jasmine Siu Lee
- In:
Transportation research / E : an international journal
149
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012520940
Saved in:
5
Best maritime transportation option for the Arctic crude oil : a profit decision model
Faury, Olivier
;
Cheaitou, Ali
;
Givry, Philippe
- In:
Transportation research / E : an international journal
136
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012233628
Saved in:
6
A quantitative model of the oil tanker market in the Arabian gulf
Kilian, Lutz
;
Nomikos, Nikos K.
;
Zhou, Xiaoqing
-
2020
Persistent link: https://www.econbiz.de/10012226257
Saved in:
7
The volatility transmission between crude oil market and tanker freight market
Dai, Lei
;
Hu, Hao
;
Tao, Yu
;
Lee, Seungwon
- In:
International journal of shipping and transport …
12
(
2020
)
6
,
pp. 619-634
Persistent link: https://www.econbiz.de/10012522841
Saved in:
8
The eye in the sky : freight rate effects of tanker supply
Regli, Frederik
;
Nomikos, Nikos K.
- In:
Transportation research / E : an international journal
125
(
2019
),
pp. 402-424
Persistent link: https://www.econbiz.de/10012022241
Saved in:
9
Dynamic spillover effects among derivative markets in tanker shipping
Sun, Xiaoling
;
Haralambides, Hercules E.
;
Liu, Hailong
- In:
Transportation research / E : an international journal
122
(
2019
),
pp. 384-409
Persistent link: https://www.econbiz.de/10011995133
Saved in:
10
Volatility forecasting across tanker freight rates : the role of oil price shocks
Gavriilidis, Konstantinos
;
Kambouroudis, Dimos S.
; …
- In:
Transportation research / E : an international journal
118
(
2018
),
pp. 376-391
Persistent link: https://www.econbiz.de/10011927576
Saved in:
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