A co-integration approach to forecasting container carriers’ time charter rates

Author:

Chen Fei-er,Zhang Ren-yi

Publisher

Springer Science and Business Media LLC

Subject

Multidisciplinary

Reference6 articles.

1. Adland R, Cullinane K. The non-linear dynamics of spot freight rates in tanker markets [J]. Transport research Part E, 2006, 42(3): 211–224.

2. Veenstra A W. A co-integration approach to forecasting freight rates in the dry bulk shipping sector [J]. Transport Research Part A, 1997, 31(6): 447–458.

3. Evans J J. An analysis of efficiency of the bulk shipping markets [J]. Maritime Policy and Management, 1994, 21(4): 311–329.

4. Dickey D A, Fuller W A. Distribution of estimators for autoregressive time series with a unit root [J]. Journal of the American Statistical Society, 1979, 74: 427–431.

5. Johansen S. Estimation and hypothesis testing of co-integration vectors in Gaussian vector autoregressive models [J]. Econometrica, 1991, 59(6): 1551–1580.

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