COVID-19 effects on the S&P 500 index
H Yilmazkuday - Applied Economics Letters, 2023 - Taylor & Francis
This paper investigates the effects of the coronavirus disease 2019 (COVID-19) cases in the
US on the S&P 500 Index using daily data covering the period between 21st January, 2020 …
US on the S&P 500 Index using daily data covering the period between 21st January, 2020 …
Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach
Y Chen, J Xu, J Miao - Resources Policy, 2023 - Elsevier
The international dry bulk shipping market is closely related to the commodity and crude oil
markets. At the same time, the Baltic Dry Index (BDI) is usually considered as the main …
markets. At the same time, the Baltic Dry Index (BDI) is usually considered as the main …
How do geopolitical risks affect oil prices and freight rates?
The study unveils the association between oil prices (OP) and the Baltic Dry Index (BDI) in
the presence of geopolitical risk (GPR) in time and frequency domains. The co-movement …
the presence of geopolitical risk (GPR) in time and frequency domains. The co-movement …
Measuring the impact of an exogenous factor: An exponential smoothing model of the response of shipping to COVID-19
Following the outbreak of the COVID-19 pandemic, various lockdown strategies restrained
global economic growth bringing a significant decline in maritime transportation. However …
global economic growth bringing a significant decline in maritime transportation. However …
[HTML][HTML] Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?
AJ Lin, HY Chang, JL Hsiao - Transportation Research Part E: Logistics and …, 2019 - Elsevier
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 …
futures, currency, and stock markets by using a tri-variate VAR-BEKK-GARCH-X model on a …
Coronavirus disease 2019 and the global economy
H Yilmazkuday - Transport Policy, 2022 - Elsevier
Using daily data on the coronavirus disease 2019 (COVID-19) cases from China and the
rest of the world, this paper investigates the corresponding effects on the global economic …
rest of the world, this paper investigates the corresponding effects on the global economic …
Macroeconomic forecasting through news, emotions and narrative
S Tilly, M Ebner, G Livan - Expert Systems with Applications, 2021 - Elsevier
This study proposes a new method of incorporating emotions from newspaper articles into
macroeconomic forecasts, attempting to forecast industrial production and consumer prices …
macroeconomic forecasts, attempting to forecast industrial production and consumer prices …
The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test
A Bandyopadhyay, P Rajib - Mineral Economics, 2023 - Springer
Abstract The Baltic Dry Index (BDI) is a unique gauge for measuring the marine
transportation of major dry bulk shipments. Increased sea freight is a precursor to the …
transportation of major dry bulk shipments. Increased sea freight is a precursor to the …
How often do oil prices and tanker freight rates depend on global uncertainty?
The wavelet analysis is used to explore global economic policy uncertainty (GEPU) role in
the correlation between oil prices (OP) and the Baltic Dirty Tanker Index (BDTI). It explores …
the correlation between oil prices (OP) and the Baltic Dirty Tanker Index (BDTI). It explores …
[HTML][HTML] The impacts of demand and supply shocks in the dry bulk shipping market
S Park, H Kim, J Kwon - The Asian Journal of shipping and logistics, 2023 - Elsevier
The freight rate is a representative variable in the shipping market and is characterized by a
cyclical relationship. Even though downturns in the shipping market, such as the shipping …
cyclical relationship. Even though downturns in the shipping market, such as the shipping …