What moves shipping markets? : a variance decomposition of price-charter ratios
Hyun-Tak Lee and Heesung Yun
| Year of publication: |
2022
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|---|---|
| Authors: | Lee, Hyun-Tak ; Yun, Heesung |
| Published in: |
Maritime policy & management. - London : Taylor & Francis, ISSN 1464-5254, ZDB-ID 2021932-5. - Vol. 49.2022, 7, p. 1027-1042
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| Subject: | cointegration | investment | mean reversion | predictability | present value | Shipping market | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Schifffahrt | Shipping | Welt | World | Mean Reversion | Mean reversion | Frachtschifffahrt | Cargo shipping | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03088839.2021.1940335 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532013