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Volatility
Prognoseverfahren
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Gupta, Rangan
127
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83
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57
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50
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46
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41
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35
Lux, Thomas
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34
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32
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32
Wei, Yu
29
Salisu, Afees A.
27
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25
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24
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Gallo, Giampiero M.
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21
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Lu, Xinjie
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Dijk, Dick van
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Springer International Publishing
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Finance research letters
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Energy economics
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International journal of forecasting
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International review of financial analysis
96
International review of economics & finance : IREF
80
Applied economics
72
The North American journal of economics and finance : a journal of financial economics studies
72
Economic modelling
67
Journal of banking & finance
65
Journal of empirical finance
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Journal of econometrics
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Applied economics letters
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The journal of futures markets
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Pacific-Basin finance journal
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Research in international business and finance
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The European journal of finance
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Department of Economics working paper series
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Applied financial economics
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Journal of international financial markets, institutions & money
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NBER working paper series
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Economics letters
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Journal of risk and financial management : JRFM
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Journal of financial econometrics
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NBER Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
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Financial innovation : FIN
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economic dynamics & control
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ECONIS (ZBW)
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EconStor
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RePEc
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1
Volatility spillovers in the dry bulk shipping markets
Raju, Totakura Bangar
;
Gupta, Rishabh
;
Singh, Abhijit
- In:
International journal of logistics economics and …
9
(
2021
)
1
,
pp. 58-79
Persistent link: https://www.econbiz.de/10012599132
Saved in:
2
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
Saved in:
3
The dynamics between newbuilding ship price volatility and freight volatility in dry buld shipping market
Dai, Lei
;
Hu, Hao
;
Chen, Feier
;
Zheng, Jianing
- In:
International journal of shipping and transport …
7
(
2015
)
4
,
pp. 393-406
Persistent link: https://www.econbiz.de/10011405642
Saved in:
4
Dynamics of time-varying volatility in the dry bulk and tanker freight markets
Drobetz, Wolfgang
;
Richter, Tim
;
Wambach, Martin
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1367-1384
Persistent link: https://www.econbiz.de/10009626151
Saved in:
5
Long memory and asymmetric time varying spillover effects in dry bulk freight markets
Chung, Sang-kuck
;
Weon, Jong-ha
- In:
Maritime economics & logistics : a quarterly scientific …
15
(
2013
)
4
,
pp. 494-522
Persistent link: https://www.econbiz.de/10010198720
Saved in:
6
Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
Chang, Chao-chi
;
Chou, Heng-chih
;
Wu, Chun-chou
- In:
Maritime economics & logistics : a quarterly scientific …
16
(
2014
)
3
,
pp. 298-320
Persistent link: https://www.econbiz.de/10010414973
Saved in:
7
Measuring bulk shipping prices risk
Población García, Javier
;
Serna, Gregorio
- In:
Maritime economics & logistics
23
(
2021
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012547984
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
Freight rate volatility and flag-switching decisions
Chondrokouki, Maria I.
;
Tsekrekos, Andrianos E.
- In:
Maritime economics & logistics
24
(
2022
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10013389051
Saved in:
10
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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