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Ditemukan 2 dari pencarian Anda melalui kata kunci: author=Byoung-Wook KO

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Dynamics of Dry Bulk Freight Market: Through the Lens of a Common Stochastic …

This paper shows the possibility that, as a simple average, BDI occasionally over- or under-states the status of global dry bulk freight market. In order to overcome this shortcoming, this paper suggests an alternative method of calculating new index by using a common stochastic trend model. This econometric approach to understanding the dynamics of dry bulk freight markets not only provides ne…

Edisi: Volume 27 Number 3 December 2011 pp. 387-404
ISBN/ISSN: -
Deskripsi Fisik: 18 p.
Judul Seri: The Asian Ournal of Shipping and Logistic
No. Panggil: ATC LO WOO d

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Unduh MARC Sitasi

A mixed-regime model for dry bulk freight market

Komentar Penanda Bagikan

Byoung-Wook KO

This paper constructs a mixed-regime model for dry bulk freight market. Then it performs maximum likelihood estimation and provides the results. Inter alia, the hypothesis that there is bimodality in the supply curve of shipping freight markets is strongly supported by analyzing the effect of the term structure of time-charter rates on the time-varying volatility. Furthermore, the adjustment sp…

Edisi: Volume 26 Number 2 December 2010 pp. 185-204
ISBN/ISSN: -
Deskripsi Fisik: 20 p.
Judul Seri: The Asian Journal of Shipping and Logistics
No. Panggil: ATC LO WOO a

Ketersediaan1

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Unduh MARC Sitasi