The Jump Linkage Between International Dry Bulk Forward Freight Markets Based on SVCJ-TVP-VAR Model
In order to explore the risk linkage between different forward freight markets, this paper used the SVCJ-TVP-VAR model, selected the forward freight agreement (FFA) daily data of three ship types from 2014 to 2020, and analyzed the dynamic relationship between return jump and volatility jump in the...
| Yazar: | |
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| Materyal Türü: | Makale |
| Dil: | zho |
| Baskı/Yayın Bilgisi: |
Editorial Office of Ocean Development and Management
2023-03-01
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| Seri Bilgileri: | Haiyang Kaifa yu guanli |
| Konular: | |
| Online Erişim: | http://www.haiyangkaifayuguanli.com/hykfyglen/ch/reader/view_abstract.aspx?file_no=20230311&flag=1 |