Dynamic interdependence and volatility spillovers across bunker fuel markets and shipping freight markets
Year of publication: |
2023
|
---|---|
Authors: | Li, Xiao-Xia ; Yip, Tsz Leung |
Published in: |
Maritime policy & management. - London : Taylor & Francis, ISSN 1464-5254, ZDB-ID 2021932-5. - Vol. 50.2023, 3, p. 351-374
|
Subject: | Bunker fuel markets | DCC-GARCH | dynamic volatility spillovers | shipping freight and bunker futures markets | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Frachtschifffahrt | Cargo shipping | Frachtrate | Freight rate | ARCH-Modell | ARCH model | Schifffahrt | Shipping |
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