This study evaluates the sector risk of the Qatar Stock Exchange (QSE), a recently upgraded
emerging stock market, using value-at-risk models for the 7 January 2007–18 October 2015 …

The past decade has experienced the historical boom and recession in the dry bulk shipping
market, which is extremely volatile and more complex than ever before. The asymmetric …

In this paper, we address the question of whether long memory, asymmetry, and fat-tails in
global real estate markets volatility matter when forecasting the two most popular measures …

World trade is growing constantly, facilitated by the fast expansion of logistics. However,
risks and uncertainty in shipping have also increased, in dire need to be addressed by the …

In addition to the traditional market price risks, origin shippers of grains and oilseeds face
risks related to the costs associated with the handling, storage, and transport of crops to their …

This paper investigates the performance of various conditional volatility models to forecast
the second moment of tanker freight rates. Justified by existing theoretical and empirical …

Shipping freight market is characterized as an extremely volatile market with strong short-
and long-run cycles. In this regard, freight market participants are exposed to a high level of …

It is extremely important to model the empirical distributions of dry bulk shipping returns
accurately in estimating risk measures. Based on several commonly used distributions and …

There would be rise in LNG shipping business with USA and Australia looking to boosts
exports with promising new tonnages from the year 2018. The shipping Charter rates have …

We surveyed quite a number of papers (~ 60), where one third of them belonged to maritime
economic dynamic systems, meaning multi variable models. The emphasis we placed was …