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Volatility forecasting across tanker freight rates: the role of oil price shocks
This item is provided by the institution :
Cyprus University of Technology
Repository :
Ktisis
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ΕΚΤ item type
Journal part
(EN)
Scientific article
(EN)
EKT year
2018
(EN)
EKT historical period
Title
Volatility forecasting across tanker freight rates: the role of oil price shocks
Creator
Tsouknidis, Dimitris
Kambouroudis, Dimos S.
Tsakou, Katerina
Gavriilidis, Konstantinos
Type
Article
Subject
GARCH-X models
Volatility forecasts
Oil price shocks
Tanker freight rates
Provider
Cyprus University of Technology
Repository / collection
Ktisis
Subcollections
Cyprus University of Technology Repository
Άρθρα/Articles
Language
English
Issued
2018-10
Identifier
1366-5545
376
Transportation Research Part E: Logistics and Transportation Review, 2018, vol. 118, pp. 376-391
https://api.elsevier.com/content/abstract/scopus_id/85052908589
391
10.1016/j.tre.2018.08.012
2-s2.0-85052908589
Created
2019-04-04T19:13:46Z
Rights
© Elsevier
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