Modeling the determinants of dry bulk FFA trading volume from a cross-market perspective of spot and forward
Year of publication: |
2018
|
---|---|
Authors: | Zheng, Shiyuan ; Chen, Shun |
Published in: |
Maritime business review. - Bingley : Emerald Publishing, ISSN 2397-3757, ZDB-ID 2912394-X. - Vol. 3.2018, 3, p. 256-275
|
Subject: | Trading volume | DCC-GARCH model | Dry bulk | FFA | Fixture demand | Spot price |
-
Simulating physical basis risks in the Capesize freight market
Adland, Roar, (2017)
-
Dynamics and interactions between spot and forward freights in the dry bulk shipping market
Yin, Jingbo, (2017)
-
Hedging ship price risk using freight derivatives in the drybulk market
Adland, Roar, (2020)
- More ...
-
Investment decisions under uncertainty on LNG-powered vessels for environmental compliance
Chen, Shun, (2018)
-
Testing for the burst of bubbles in dry bulk shipping market using log periodic power law model
Chen, Shun, (2018)
-
Sun, Xiaoling, (2018)
- More ...