Are freight futures markets efficient? Evidence from IMAREX

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Are freight futures markets efficient? Evidence from IMAREX

Lambros Goulas - Nama Orang; George Skiadopoulos - Nama Orang;

a b s t r a c t
The International Maritime Exchange (IMAREX) is the leading regulated marketplace for trading and clearing shipping freight derivatives. We investigate for the first time whether the IMAREX freight futures market is efficient over the daily and weekly horizons. To this end, we address the question in both a statistical setting and an economic setting by employing an extensive dataset of freight futures prices. In the statistical setting, we form both point and interval forecasts using alternative models, and evaluate them using a number of statistical tests

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IPC Corporate University Library ATC PO LAM a

ATC160074108

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Informasi Detail

Judul Seri: Are freight futures markets efficient? Evidence from IMAREX
No. Panggil: ATC PO LAM a
Penerbit: London : Elsevier., 2011
Deskripsi Fisik: 16 halaman
Bahasa: English
ISBN/ISSN: -
Klasifikasi: ATC
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: online resource
Edisi: International Journal of Forecasting
Subjek: Warehouse Management
Supply Chain Management
Terminal Management - Container
Info Detail Spesifik: 16 halaman
Pernyataan Tanggungjawab: Lambros Goulas

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