Modelling the volatility of the tanker freight market based on improved empirical mode decomposition
Jiao Zhang and Qingcheng Zeng
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Zhang, Jiao ; Zeng, Qingcheng |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 17, p. 1655-1667
|
| Subject: | Baltic Dirty Tanker Index | empirical mode decomposition | volatility spillover effect | tanker freight market | ARCH-Modell | ARCH model | Volatilität | Volatility | Frachtrate | Freight rate | Frachtschifffahrt | Cargo shipping | Tankschifffahrt | Tanker shipping |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1223823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813513