Market interactions in returns and volatilities between spot and forward shipping freight markets

By M. Kavussanos, Ilias D. Visvikis. 2004

177 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Industrial and Manufacturing Engineering

View Paper: https://www.semanticscholar.org/paper/9f51c9f90663e795610c95752e01aea2c6e421c4

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. Esther Ruiz
2. Luiz Koodi Hotta
3. D. Almeida

In Industrial and Manufacturing Engineering

1. Esther Ruiz
2. Luiz Koodi Hotta
3. D. Almeida

Citations in the corpus

• MGARCH models: Trade-off between feasibility and flexibility (2018, methodology): “…application, the number of returns in the system can vary from being rather small to extremely large; see, for example, Bollerslev et al. (1988), Kavussanos and Visvikis (2004), Kawakatsu (2006) and Beirne et al. (2013) for small systems and Cappiello et al. (2006), Diebold and Yilmaz (2009),…”