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An Empirical Analysis of Freight Rate and Vessel Price Volatility Transmission in Global Dry Bulk Shipping Market by Alex Gogunsky is a document available to read on EtoBox.
What is An Empirical Analysis of Freight Rate and Vessel Price Volatility Transmission in Global Dry Bulk Shipping Market about?
The document presents an empirical analysis of the volatility transmission between freight rates and vessel prices in the global dry bulk shipping market using a multi-variate GARCH model. The findings indicate significant volatility spillover effects among different vessel types and highlight the varying market dynamics. This research aims to provide insights for investors to optimize their portfolio allocations in the shipping industry.
- Author
- Alex Gogunsky
- Language
- EN