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

 
This item is provided by the institution :

Repository :
Ktisis
see the original item page
in the repository's web site and access all digital files if the item*
share



Semantic enrichment by EKT
Journal part (EN)
Scientific article (EN)
2018 (EN)
Volatility forecasting across tanker freight rates: the role of oil price shocks
Tsouknidis, Dimitris
Kambouroudis, Dimos S.
Tsakou, Katerina
Gavriilidis, Konstantinos
Article
GARCH-X models
Volatility forecasts
Oil price shocks
Tanker freight rates
Cyprus University of Technology
Ktisis
Cyprus University of Technology Repository
Άρθρα/Articles
English
2018-10
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
2019-04-04T19:13:46Z
© Elsevier



*Institutions are responsible for keeping their URLs functional (digital file, item page in repository site)