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Volatility spillovers in the dry bulk shipping markets

Raju, Totakura Bangar; Gupta, Rishabh; Singh, Abhijit - In: International journal of logistics economics and … 9 (2021) 1, pp. 58-79

Persistent link: https://www.econbiz.de/10012599132

The dynamics between newbuilding ship price volatility and freight volatility in dry buld shipping market

Dai, Lei; Hu, Hao; Chen, Feier; Zheng, Jianing - In: International journal of shipping and transport … 7 (2015) 4, pp. 393-406

Persistent link: https://www.econbiz.de/10011405642

The scaling behavior of bulk freight rate volatility

Dai, Siyu; Zeng, Yadong; Chen, Feier - In: International journal of transport economics 43 (2016) 1/2, pp. 85-104

Persistent link: https://www.econbiz.de/10011559450

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

Dynamics of time-varying volatility in the dry bulk and tanker freight markets

Drobetz, Wolfgang; Richter, Tim; Wambach, Martin - In: Applied financial economics 22 (2012) 16/18, pp. 1367-1384

Persistent link: https://www.econbiz.de/10009626151

Statistical arbitrage in the freight options market

Adland, Roar; Anestad, Lars Eirik; Abrahamsen, Bjarte - In: Maritime policy & management 50 (2023) 2, pp. 141-156

Persistent link: https://www.econbiz.de/10014231507

Measuring bulk shipping prices risk

Población García, Javier; Serna, Gregorio - In: Maritime economics & logistics 23 (2021) 2, pp. 291-309

Persistent link: https://www.econbiz.de/10012547984

Freight rate volatility and flag-switching decisions

Chondrokouki, Maria I.; Tsekrekos, Andrianos E. - In: Maritime economics & logistics 24 (2022) 2, pp. 395-414

Persistent link: https://www.econbiz.de/10013389051

Dynamic Volatility Spillovers and Investor Sentiment Components Across Shipping Freight Rates

Melas, Konstantinos D.; Panayides, Photis; Tsouknidis, … - 2021

This paper investigates whether dynamic volatility spillovers across shipping freight markets can be explained by a comprehensive set of indicators capturing shipping investors’ sentiment. The results of this study reveal that an increase of the ratio of second-hand vessel price over...

Persistent link: https://www.econbiz.de/10013248216

Heterogeneous expectations in asset pricing : empirical evidence from the S&P500

Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16

Persistent link: https://www.econbiz.de/10010465070