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An empirical analysis of structural breaks in world dry bulk shipping market

Dai, Lei; Jing, Danyue; Hu, Hao; Shi, Yifan; Lee, Seungwon - In: International journal of shipping and transport … 16 (2023) 1/2, pp. 141-153

Persistent link: https://www.econbiz.de/10013550365

Exploring risk-return relations in dry bulk shipping

Kuo, Chih-Chen; Chou, Heng-chih; Chang, Chih-Ching - In: International journal of shipping and transport … 8 (2016) 4, pp. 488-506

Persistent link: https://www.econbiz.de/10011617804

The Expectations Hypothesis of the Term Structure and Risk Premia in Dry Bulk Shipping Freight Markets; An Egarch-M Approach

Alizadeh, Amir H.; Kavussanos, Manolis G. - 2014

The availability of shipping freight contracts with different duration offers shipowners, operators, and charterers the choice to trade risk and return according to the characteristics that each of these contracts offers on the utility frontier. The aim of this paper is to investigate the...

Persistent link: https://www.econbiz.de/10014206218

An empirical model of the bulk shipping market

Lun, Y. H. Venus; Quaddus, Mohammed A. - In: International journal of shipping and transport … 1 (2009) 1, pp. 37-54

Persistent link: https://www.econbiz.de/10003972031

Long memory and asymmetric time varying spillover effects in dry bulk freight markets

Chung, Sang-kuck; Weon, Jong-ha - In: Maritime economics & logistics : a quarterly scientific … 15 (2013) 4, pp. 494-522

Persistent link: https://www.econbiz.de/10010198720

Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates

Chang, Chao-chi; Chou, Heng-chih; Wu, Chun-chou - In: Maritime economics & logistics : a quarterly scientific … 16 (2014) 3, pp. 298-320

Persistent link: https://www.econbiz.de/10010414973

Excess returns in the spot market for bulk carriers

Tsioumas, Vangelis; Papadimitriou, Stratos - In: Maritime economics & logistics : a quarterly scientific … 17 (2015) 4, pp. 399-415

Persistent link: https://www.econbiz.de/10011445818

A common long-term trend for bulk shipping prices

Población, Javier; Serna, Gregorio - In: Maritime economics & logistics : a quarterly scientific … 20 (2018) 3, pp. 421-432

Persistent link: https://www.econbiz.de/10011919643

Testing a speculative bubble in the dry bulk shipping market : a multi-factor approach

Cocconcelli, Luca; Medda, Francesca - In: International journal of decision sciences, risk and … 6 (2015/2016) 3, pp. 281-296

Persistent link: https://www.econbiz.de/10011663938

The nonlinear dynamic process of macroeconomic development by modelling dry bulk shipping market

Chang, Ching-chih; Lai, Tin-chia - In: Applied economics letters 18 (2011) 16/18, pp. 1655-1663

Persistent link: https://www.econbiz.de/10009383396