The stochastic seasonal behavior of freight rate dynamics
Year of publication: |
2015
|
---|---|
Authors: | Poblacion, Javier |
Published in: |
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business. - Basingstoke : Palgrave Macmillan, ISSN 1479-2931, ZDB-ID 2108520-1. - Vol. 17.2015, 2, p. 142-162
|
Subject: | seasonality | time charter equivalent | world scale | freight rate | stochastic calculus | kalman filter | Theorie | Theory | Stochastischer Prozess | Stochastic process | Frachtrate | Freight rate | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Frachtschifffahrt | Cargo shipping | Saisonkomponente | Seasonal component | Zustandsraummodell | State space model |
-
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés, (2013)
-
A common long-term trend for bulk shipping prices
Población, Javier, (2018)
-
Seasonality with trend and cycle interactions in unobserved components models
Koopman, Siem Jan, (2008)
- More ...
-
Hedging voyage charter rates on illiquid routes
García Mirantes, Andrés, (2020)
- More ...