Since the economic reform in 1978, the Chinese economy has grown at a remarkable pace
in the past few decades. Among a plethora of factors contributing to the growth of China, this …

Abstract We employ a Bayesian Vector Autoregressive methodology, to counter the issue of
data availability, and explore the relationship between seaborne commodity trade and …

This paper employs the tri-variate Markov regime-switching (MRS) copula model to
investigate the dynamic dependence between the shipping freight and stock markets …

Given the importance of the relationship between oil and liner shipping markets, this paper
examines the volatility spillover and connectedness between oil and liner shipping markets …

This study presents a novel approach to forecast freight rates in container shipping by
integrating soft facts in the form of measures originating from surveys among practitioners …

As the dry bulk shipping market seems to have been stuck in a trough period for a long time,
investors need to pay more attention to their investment strategies to survive during this …

Tanker shipping is a crucial sector carrying energy products across regions worldwide. This
paper examines freight rate return dependencies across six major clean product tanker …

The shipping index has the characteristics of violent fluctuation, so its volatility is difficult to
predict. To better predict the volatility of the shipping market, this paper proposes an AR …

Frequent and dramatic container shipping market turbulence has caused concerns among
shipping stakeholders and governments around the world. While exogenous shocks such as …

This paper examines the dynamic spillover effects among derivative markets in tanker
shipping. Results indicate that dynamic cross-market interactions have significant impact on …