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Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

shipping sectors on the world market portfolio excess return, volatility index, and changes in the oil price, exchange rate …We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model …, and interest rate. The sensitivities of stock returns to the risk factors differ across quantiles and shipping segments …

Persistent link: https://www.econbiz.de/10012520916

Dynamics of the co-movement between stock and maritime markets

Erdogan, Oral; Tata, Kenan; Karahasan, B. Can; Sengoz, … - In: International review of economics & finance : IREF 25 (2013), pp. 282-290

Persistent link: https://www.econbiz.de/10009693298

Study on globalization of shipping stocks pricing based on a DC-MSV model

Yu, Yiping - In: Modern economy 10 (2019) 12, pp. 2373-2386

Persistent link: https://www.econbiz.de/10012312524

Shipping and globalization in the post-war era : contexts, companies, connections

Petersson, Niels P. (ed.); Tenold, Stig (ed.); … - 2019

1. Shipping and globalization in the post-war era: Contexts, companies, connections- Niels P. Petersson, Stig Tenold … and Nicholas J. White -- Part I: Contexts -- 2. The declining role of Western Europe in shipping and shipbuilding, 1900 … Asiatic Company’s difficult experiences with containerization -- Martin Jes Iversen -- 7. Shipping as a knowledge industry …

Persistent link: https://www.econbiz.de/10012398981

Determinants of ship management revenues : the case of Cyprus

Michail, Nektarios; Melas, Konstantinos D.; Louca, … - In: Economies : open access journal 11 (2023) 7, pp. 1-12

We explore, for the first time in the literature, how the revenues of ship management companies respond to macroeconomic exogenous shocks. Using data for ship-management companies in Cyprus, we find evidence that a demand shock has the largest impact on revenues, exhibiting an almost one-for-one...

Persistent link: https://www.econbiz.de/10014321493