The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test
Author:
Publisher
Springer Science and Business Media LLC
Subject
Social Sciences (miscellaneous),Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s13563-021-00287-y.pdf
Reference68 articles.
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2. Angelopoulos J, Sahoo S, Visvikis ID (2020) Commodity and transportation economic market interactions revisited: new evidence from a dynamic factor model. Transport Res Part E Logist Transport Rev 133:101836. https://doi.org/10.1016/j.tre.2019.101836
3. Apergis N, Payne JE (2013) New evidence on the information and predictive content of the Baltic Dry Index. Int Financial Stud 1:62–80. https://doi.org/10.3390/ijfs1030062
4. Bakshi G, Panayotov G, Skoulakis G (2011) The Baltic Dry Index as a predictor of global stock returns, commodity returns, and global economic activity. Social Sci Res Network. https://doi.org/10.2139/ssrn.1787757
5. Balcilar M, Bekiros S, Gupta R (2016) The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. Empirical Economics 53:879–889. https://doi.org/10.1007/s00181-016-1150-0
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