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Kansantaloustieteen Laitos <Tampere>
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ECONIS (ZBW)
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1
Economic information transmissions and liquidity between shipping markets : new evidence from freight derivatives
Alexandridis, George
;
Sahoo, S.
;
Visvikis, Ilias D.
- In:
Transportation research / E : an international journal
98
(
2017
),
pp. 82-104
Persistent link: https://www.econbiz.de/10011655691
Saved in:
2
Multifractal characteristics in maritime economics volatility
Chen, Feier
;
Tian, Kang
;
Ding, Xiaoxu
;
Li, Tingyi
; …
- In:
International journal of transport economics : IJTE
44
(
2017
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011737330
Saved in:
3
Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Lauenstein, Philipp
;
Walther, Thomas
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 172-199
Persistent link: https://www.econbiz.de/10011778834
Saved in:
4
A two-state Markov-switching distinctive conditional variance application for tanker freight returns
Abouarghoub, Wessam
;
Biefang-Frisancho Mariscal, Iris
; …
- In:
International journal of financial engineering and risk …
1
(
2014
)
3
,
pp. 239-263
Persistent link: https://www.econbiz.de/10010476914
Saved in:
5
Understanding the fundamentals of freight markets volatility
Lim, Kian-Guan
;
Nomikos, Nikos K.
;
Yap, Nelson
- In:
Transportation research / E : an international journal
130
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012117831
Saved in:
6
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
Saved in:
7
Volatility assessment of US trucking spot freight market
Resende, Max
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 588-593
Persistent link: https://www.econbiz.de/10014557794
Saved in:
8
Statistical arbitrage in the freight options market
Adland, Roar
;
Anestad, Lars Eirik
;
Abrahamsen, Bjarte
- In:
Maritime policy & management
50
(
2023
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10014231507
Saved in:
9
Managing volatility in logistics markets : challenges - practices - tools
Zemmrich, Laurin
;
Hofmann, Erik
-
2022
-
1st edition
Persistent link: https://www.econbiz.de/10015074548
Saved in:
10
The scaling behavior of bulk freight rate volatility
Dai, Siyu
;
Zeng, Yadong
;
Chen, Feier
- In:
International journal of transport economics : IJTE
43
(
2016
)
1/2
,
pp. 85-104
Persistent link: https://www.econbiz.de/10011559450
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