Dynamic volatility spillovers across shipping freight markets
Year of publication: |
July 2016
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Authors: | Tsouknidis, Dimitris A. |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 91.2016, p. 90-111
|
Subject: | Dynamic volatility spillovers | VAR models | Shipping freight markets | ARCH-Modell | ARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Frachtschifffahrt | Cargo shipping | Frachtrate | Freight rate | VAR-Modell | VAR model |
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