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~person:"Lauenstein, Philipp"
~source:"econis"
~subject:"ARCH model"
~subject:"Oil industry"
~subject:"Ölpreis"
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ARCH model
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tanker freight rates
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Lauenstein, Philipp
Kilian, Lutz
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Nomikos, Nikos K.
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Zhou, Xiaoqing
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2
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International journal of financial engineering and risk management
1
International journal of trade and global markets
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ECONIS (ZBW)
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The dynamic relationship between tanker freight rates and crude oil production : evidence from causality analysis
Lauenstein, Philipp
- In:
International journal of trade and global markets
10
(
2017
)
4
,
pp. 267-289
Persistent link: https://www.econbiz.de/10011863513
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2
Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Lauenstein, Philipp
;
Walther, Thomas
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 172-199
Persistent link: https://www.econbiz.de/10011778834
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