Price Discovery, Causality and Forecasting in the Freight Futures Market

By M. Kavussanos, Nikos Nomikos. 2003

111 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Industrial and Manufacturing Engineering

View Paper: https://www.semanticscholar.org/paper/24f5952898f2d10e7b23824c7b93c0a729426dfa

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ilias D. Visvikis
2. Roy Batchelor
3. A. Alizadeh
4. Xuguang Simon Sheng
5. K. Lahiri

In Industrial and Manufacturing Engineering

1. Ilias D. Visvikis

Citations in the corpus

• Forecasting spot and forward prices in the international freight market (2007, background): “Kavussanos and Nomikos (2003) compare joint VECM forecasts of spot freight rates and the now defunct exchange traded BIFFEX futures freight rates with forecasts from ARIMA, VAR and Random Walk models.”