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A conditional value-at-risk based methodology to intermediate-term planning of crude oil tanker fleet

  • Published:2017-11 Issue: Volume:113 Page:405-418
  • ISSN:0360-8352
  • Container-title:Computers & Industrial Engineering
  • language:en
  • Short-container-title:Computers & Industrial Engineering

Author:

Siddiqui Atiq W.,Verma ManishORCID

Publisher

Elsevier BV

Subject

General Engineering,General Computer Science

Reference51 articles.

1. The non-linear dynamics of spot freight rates in tanker markets;Adland;Transportation Research Part E: Logistics and Transportation Review,2006

2. A discrete-time stochastic partial equilibrium model of the spot freight market;Adland;Journal of Transport Economics and Policy,2007

3. ADNATCO (2015). About us: ADNATCO. In ADNATCO (Vol. 2015). Abu-Dhabi: ADNATCO.

4. Testing for jumps in a discreetly observed data;Ait-Sahalia;Annals of Statistics,2009

5. Cost of carry, causality and arbitrage between oil futures and tanker freight markets;Alizadeh;Transportation Research Part E: Logistics and Transportation Review,2004

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