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Are freight futures markets efficient? : evidence from IMAREX
Goulas, Lambros; Skiadopoulos, George - In: International journal of forecasting 28 (2012) 3, pp. 644-659
Persistent link: https://www.econbiz.de/10009659883
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Are Freight Futures Markets Efficient? Evidence from IMAREX
Goulas, Lambros - 2011
The International Maritime Exchange (IMAREX) is the leading regulated marketplace for trading and clearing shipping freight derivatives. We investigate for the first time whether the IMAREX freight futures market is efficient over daily and weekly horizons. To this end, we address the question...
Persistent link: https://www.econbiz.de/10013133709
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Are Freight Futures Markets Efficient? Evidence from Imarex
Goulas, Lambros - 2011
The International Maritime Exchange (IMAREX) is the leading regulated marketplace for trading and clearing shipping freight derivatives. We investigate for the first time whether the IMAREX freight futures market is efficient over daily and weekly horizons. To this end, we address the question...
Persistent link: https://www.econbiz.de/10013118072
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Freight derivatives pricing for decoupled mean-reverting diffusion and jumps
Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, … - In: Transportation research / E : an international journal 108 (2017), pp. 80-96
Persistent link: https://www.econbiz.de/10011781992
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A novel mixed integer programming model for freight train travel time estimation
Taslimi, Bijan; Sarijaloo, Farnaz Babaie; Liu, Hongcheng; … - In: European journal of operational research : EJOR 300 (2022) 2, pp. 676-688
Persistent link: https://www.econbiz.de/10013207292
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The stock market perception of industry risk through the utilisation of a general multifactor model
Kavussanos, Manolis G.; Marcoulis, Stelios N. - In: International journal of transport economics : IJTE 27 (2000) 1, pp. 77-98
Persistent link: https://www.econbiz.de/10001488639
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The stock market perception of industry risk and macroeconomic factors : the case of the US water and other transportation stocks
Kavussanos, Manolis G.; Marcoulis, Stelios N. - In: International journal of maritime economics : IJME ; a … 2 (2000) 3, pp. 235-255
Persistent link: https://www.econbiz.de/10001489385
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The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin; Ma, Jun; Guo, Haifeng; Liu, Hailong - In: Applied economics 55 (2023) 18, pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
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The Stock Market Perception of Industry Risk and Macroeconomic Factors : The Case of the US Water Transportation Industry Versus Other Transport Industries
Markoulis, Stelios; Kavussanos, Manolis G. - 2014
This paper attempts to uncover and compare the macroeconomic determinants of the stock returns of US listed water transportation companies to those of other transport sectors over the period July 1985-June 1995; these involve air transportation, rail transportation and trucks. Other, non-transport...
Persistent link: https://www.econbiz.de/10014206231
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Airline delay propagation : estimation and modeling in daily operations
Erdem, Furkan; Bilgiç, Taner - In: Journal of air transport management : a new … 115 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015077373