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

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Cyprus University of Technology

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Title

Creator

Tsouknidis, Dimitris

Kambouroudis, Dimos S.

Tsakou, Katerina

Gavriilidis, Konstantinos

Type

Article

Journal part (EN)

Scientific article (EN)

Subject

GARCH-X models

Volatility forecasts

Oil price shocks

Tanker freight rates

Provider

Repository / collection

Ktisis

Subcollections

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

Year

2018 (EN)

Rights