Volatility spillovers in the dry bulk shipping markets
Year of publication: |
2021
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Authors: | Raju, Totakura Bangar ; Gupta, Rishabh ; Singh, Abhijit |
Published in: |
International journal of logistics economics and globalisation : IJLEG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1741-5381, ZDB-ID 2447935-4. - Vol. 9.2021, 1, p. 58-79
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Subject: | spillovers | Baltic Dry Index | BDI | volatility | shipping | GARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Massengutschifffahrt | Dry bulk shipping | ARCH-Modell | ARCH model | Welt | World | Schifffahrt | Shipping | Frachtrate | Freight rate | Aktienindex | Stock index | Frachtschifffahrt | Cargo shipping |
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