Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach

Author:

Bai XiwenORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Energy,Pollution,Mechanical Engineering,Building and Construction,Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Civil and Structural Engineering

Reference70 articles.

1. A regime switching approach for hedging tanker shipping freight rates;Alizadeh;Energy Econ,2015

2. Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach;Sun,2020

3. An econometric model of the world tanker market;Beenstock;J Transport Econ Pol,1989

4. An econometric model of the world market for dry cargo freight and shipping;Beenstock;Appl Econ,1989

5. Dynamic patterns of dry bulk freight spot rates through the lens of a time-varying coefficient model;Ko;Transport Res Pol Pract,2018

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