Volatility forecasting across tanker freight rates : the role of oil price shocks
Year of publication: |
October 2018
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Authors: | Gavriilidis, Konstantinos ; Kambouroudis, Dimos S. ; Tsakou, Katerina ; Tsouknidis, Dimitris A. |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 118.2018, p. 376-391
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Subject: | Volatility forecasts | Tanker freight rates | Oil price shocks | GARCH-X models | ARCH-Modell | ARCH model | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World | Frachtrate | Freight rate | Frachtschifffahrt | Cargo shipping | Tankschifffahrt | Tanker shipping |
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