Volatility forecasting across tanker freight rates the role of oil price shocks

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Bibliographische Detailangaben
Veröffentlicht in:Transportation research / E
1. Verfasser: Gavriilidis, Konstantinos (VerfasserIn)
Weitere Verfasser: Kambouroudis, Dimos S. (VerfasserIn), Tsakou, Katerina (VerfasserIn), Tsouknidis, Dimitris A. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: October 2018
Schlagworte:
Volatility forecasts > Tanker freight rates > Oil price shocks > GARCH-X models > Aufsatz in Zeitschrift
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