Financing shipping related investment projects has always been a focal area of debate and
research within the international maritime industry since access to funding can determine …

This paper examines the existence of dynamic volatility spillovers within and between the
dry-bulk and tanker freight markets by employing the multivariate DCC-GARCH model and …

This paper investigates the nature of seasonality (deterministic and/or stochastic) in dry bulk
freight rates, and measures and compares it across freight rates of different vessel sizes …

This study examines the spillover effect of the Baltic Dry Index (BDI) on the commodities
futures, currency, and stock markets by using a tri-variate VAR-BEKK-GARCH-X model on a …

To the best of our knowledge, this is the first paper, to utilise a novel dynamic factor model to
investigate the economic relationships between 65 commodity (including oil, energy, metal …

This paper examines the dynamics of conditional volatilities in the world dry-bulk market for
second-hand ships. In particular, it models and compares volatility estimates between …

This paper provides an econometric analysis of second-hand ship prices. It starts with a
presentation of previous attempts to model second-hand ship prices and their shortcomings …

This paper examines whether the inclusion of oil price shocks of different origin as
exogenous variables in a wide set of GARCH-X models improves the accuracy of their …

A novel and innovative forecasting framework is proposed to generate newbuilding ship
price predictions for different vessel types and shipping markets, incorporating recent …

Extant literature echoes that ports with a high transhipment share (T/S), and thus a high
dependency on sea-sea transhipment or T/S flows, are vulnerable. It is less clear whether …