In the current study, we examine, for the first time in the literature, the impact of exogenous
effects in the shipping industry by employing data from the recent Covid-19 pandemic …

This paper examines the stock market response of Japanese shipping firms on the COVID-
19 outbreak. We adopt an event study method to investigate the announcement effect of …

Following the outbreak of the COVID-19 pandemic, various lockdown strategies restrained
global economic growth bringing a significant decline in maritime transportation. However …

The financial asset return volatility and information field have continued to compare both
hypotheses: sequential information arrival hypothesis (SIAH) and the mixture of distribution …

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 …

This study presents a new European investor sentiment index, EURsent, based on new
individual sentiment proxies such as VSTOXX, gold, and the German bond yield spread, and …

In this paper, a shipping sentiment index in the dry bulk market is constructed using
computational text analysis from shipping news archives. Our news corpus consists of …

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

Enhancing the accuracy of freight rate forecasting is crucial when agents in the shipping
industry make their business decisions and strive to avoid or reduce possible risks. Although …