Michail, Nektarios A.; Melas, Konstantinos D. - In: Journal of shipping and trade 4 (2019) 9, pp. 1-10
particular, we estimate a co-integrating relationship between the weekly stock market returns of a portfolio of tanker shipping … companies and the Baltic Tanker Index, exploiting the close relationship between freight rates and the stock market performance … propose a trading strategy for a portfolio of tanker shipping companies that are listed in the US stock markets. As expected …