Commodity and transportation economic market interactions revisited: new evidence from a dynamic factor model
J Angelopoulos, S Sahoo, ID Visvikis - Transportation Research Part E …, 2020 - Elsevier
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 …
investigate the economic relationships between 65 commodity (including oil, energy, metal …
Economic spillovers between related derivatives markets: The case of commodity and freight markets
MG Kavussanos, ID Visvikis… - … Research Part E …, 2014 - Elsevier
Extant literature investigates volatility spillovers between spot markets of the same asset
class or between derivatives and their underlying spot markets. This paper investigates …
class or between derivatives and their underlying spot markets. This paper investigates …
A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude …
Global liquefied petroleum gas (LPG) trade shows an increasing trend but is under-
researched. This paper focuses on the LPG market and aims to model the dependence …
researched. This paper focuses on the LPG market and aims to model the dependence …
Graphical methods, inductive causal inference, and econometrics: A literature review
DH Kwon, DA Bessler - Computational Economics, 2011 - Springer
Graphical Methods, Inductive Causal Inference, and Econometrics: A Literature Review Page 1
Comput Econ (2011) 38:85–106 DOI 10.1007/s10614-010-9236-9 Graphical Methods, Inductive …
Comput Econ (2011) 38:85–106 DOI 10.1007/s10614-010-9236-9 Graphical Methods, Inductive …
[HTML][HTML] The relationship between commodity prices and freight rates in the dry bulk shipping segment: A threshold regression approach
KD Melas, NA Michail - Maritime Transport Research, 2021 - Elsevier
We examine for the existence of threshold relationships in the commodity price–charter rate
nexus. Using the first lag of the commodity price change as the threshold variable, we find …
nexus. Using the first lag of the commodity price change as the threshold variable, we find …
Vegetable oil market and biofuel policy: an asymmetric cointegration approach
The present paper analyses the long-run relationship between vegetable oil prices and
conventional diesel prices in the EU for the period 2005–2007. We applied recent …
conventional diesel prices in the EU for the period 2005–2007. We applied recent …
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 …
Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic …
KO Olagunju, S Feng, M Patton - Resources Policy, 2021 - Elsevier
The finite supply of phosphate rock, as well as rising fertiliser prices, are key topics in the
discussion around global food system resilience. Our paper contributes to this discussion by …
discussion around global food system resilience. Our paper contributes to this discussion by …
[HTML][HTML] Market interactions between agricultural commodities and the dry bulk shipping market
NA Michail, KD Melas - The Asian Journal of Shipping and Logistics, 2021 - Elsevier
We investigate and quantify the relationship between agricultural commodities and ocean-
going freight rates, using a weekly dataset from 2010 to 2019 and a Vector Error Correction …
going freight rates, using a weekly dataset from 2010 to 2019 and a Vector Error Correction …
The dynamic relationship between freight markets and commodity prices revealed
V Tsioumas, S Papadimitriou - Maritime Economics & Logistics, 2018 - Springer
The aim of this study is to investigate empirically the relationship between the dry bulk freight
markets and the prices of 'major bulks.'The relationship has not attracted much attention in …
markets and the prices of 'major bulks.'The relationship has not attracted much attention in …