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

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

Byoung-Wook KO - Nama Orang;

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 new index, but also gives a decomposition method. That is, through this lens of common stochastic trend model, we can decompose the freight data into common (or permanent) and idiosyncratic (or transitory) components.

Ketersediaan

IPC Corporate University Library ATC LO WOO d

ATC1802984

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Informasi Detail

Judul Seri: The Asian Ournal of Shipping and Logistic
No. Panggil: ATC LO WOO d
Penerbit: Korea : ., 2011
Deskripsi Fisik: 18 p.
Bahasa: English
ISBN/ISSN: -
Klasifikasi: LO
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: online resource
Edisi: Volume 27 Number 3 December 2011 pp. 387-404
Subjek: co-integration
Dry Bulk
common stochastic trend model
index
Info Detail Spesifik: -
Pernyataan Tanggungjawab: Byoung-wook KO

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