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Volatility
Prognoseverfahren
43,428
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42,431
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16,914
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7,646
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1,960
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1,948
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107
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Gupta, Rangan
136
Ma, Feng
81
Pierdzioch, Christian
53
McAleer, Michael
50
Bollerslev, Tim
43
Zhang, Yaojie
42
Liang, Chao
37
Diebold, Francis X.
34
Salisu, Afees A.
32
Lux, Thomas
31
Wang, Yudong
29
Andersen, Torben
27
Bouri, Elie
27
Wei, Yu
27
Christoffersen, Peter F.
26
Clements, Adam
26
Degiannakis, Stavros
26
Asai, Manabu
25
Caporin, Massimiliano
25
Bonato, Matteo
23
McMillan, David G.
23
Dijk, Dick van
22
Gallo, Giampiero M.
22
Chan, Joshua
20
Medeiros, Marcelo C.
20
Molnár, Peter
20
Wang, Jiqian
20
Demirer, Rıza
19
Nonejad, Nima
19
Clark, Todd E.
18
Engle, Robert F.
18
Patton, Andrew J.
18
Wang, Lu
18
Cepni, Oguzhan
17
Ghysels, Eric
17
Izzeldin, Marwan
16
Marcellino, Massimiliano
16
Ji, Qiang
15
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15
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Svenska Handelshögskolan <Helsinki>
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Banca nazionale del lavoro / Ufficio studi
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Eric Cuvillier <Firma>
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Federal Reserve Bank of Cleveland
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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Stanford Institute for Economic Policy Research
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1
Universität St. Gallen / Institut für Supply Chain Management
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Université de Montréal / Département de sciences économiques
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Zentrum für Europäische Wirtschaftsforschung
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Journal of forecasting
135
Energy economics
131
International journal of forecasting
122
Finance research letters
118
International review of economics & finance : IREF
73
International review of financial analysis
67
Economic modelling
64
Journal of empirical finance
60
Applied economics
56
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of econometrics
53
Journal of banking & finance
48
Department of Economics working paper series
44
Quantitative finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
The journal of futures markets
34
Working paper
34
Applied economics letters
33
Discussion paper / Tinbergen Institute
33
The European journal of finance
32
Applied financial economics
30
International journal of finance & economics : IJFE
26
Journal of international financial markets, institutions & money
26
Computational economics
24
Research in international business and finance
24
Journal of risk and financial management : JRFM
23
Journal of applied econometrics
22
Journal of financial econometrics
22
Pacific-Basin finance journal
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Economics letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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NBER working paper series
19
Risks : open access journal
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CREATES research paper
18
Finance and economics discussion series
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Financial innovation : FIN
18
Journal of economic dynamics & control
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
4,045
EconStor
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
A wavelet and neural network model for the prediction of dry bulk shipping indices
Leonov, Yordan
;
Nikolov, Ventsislav
- In:
Maritime economics & logistics : a quarterly scientific …
14
(
2012
)
3
,
pp. 319-333
Persistent link: https://www.econbiz.de/10009618765
Saved in:
7
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
Saved in:
8
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
Saved in:
9
An approach for Baltic Dry Index analysis based on empirical mode decomposition
Zeng, Qingcheng
;
Qu, Chenrui
- In:
Maritime policy and management : MPM
41
(
2014
)
3
,
pp. 224-240
Persistent link: https://www.econbiz.de/10010363656
Saved in:
10
The dynamics between freight volatility and fleet size growth in dry bulk shipping markets
Xu, Jane Jing
;
Yip, Tsz Leung
;
Marlow, Peter B.
- In:
Transportation research / E : an international journal
47
(
2011
)
6
,
pp. 983-991
Persistent link: https://www.econbiz.de/10009297497
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