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Volumn 26, Issue 3, 1999, Pages 279-293

The term structure of ocean freight rates

Author keywords

[No Author keywords available]

Indexed keywords

FREIGHT TRANSPORT; MODEL; SHIPPING;

EID: 0032826569     PISSN: 03088839     EISSN: 14645254     Source Type: Journal    
DOI: 10.1080/030888399286899     Document Type: Article
Times cited : (44)

References (23)
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  • 2
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  • 3
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    • 4th edn, Chicago, USA: The Dryden Press International Edition
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    • (1989) Microeconomic Theory
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  • 5
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    • An analysis of efficiency of the bulk shipping markets
    • For instance
    • Evans, J. J., 1994. An analysis of efficiency of the bulk shipping markets. Maritime Policy & Management, 21:311–329. For instance
    • (1994) Maritime Policy & Management , vol.21 , pp. 311-329
    • Evans, J.J.1
  • 6
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  • 7
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  • 9
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    • Oxford, UK: Pergamon Press Ltd., For instance, 143, and Shimojo, T. 1979, Economic Analysis of Shipping Freights (Kobe, Japan: Kobe University), p. 214ff
    • O'Loughlin, C., 1967. The Economics of Sea Transport, Oxford, UK:Pergamon Press Ltd. For instance, 143, and Shimojo, T. 1979, Economic Analysis of Shipping Freights (Kobe, Japan:Kobe University), p. 214ff
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  • 10
    • 85015235165 scopus 로고    scopus 로고
    • The relationship between period and spot rates in international maritime markets
    • Berg-Andreassen, J. A., 1997. The relationship between period and spot rates in international maritime markets. Maritime Policy and Management, 24(4):335–350.
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  • 14
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    • See Campbell and Shiller 1987. [2]
    • See Campbell and Shiller 1987. [2]
  • 16
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    • Distribution of the estimators for autoregressive time series with a unit root
    • See [15] for details and, for the original derivation
    • Dickey, D. A., and Fuller, W. A., 1979. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74:427–431. See [15] for details and, for the original derivation
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  • 17
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  • 18
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  • 19
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    • See for the VAR model incompanion form, [14], p. 1067. The companion formof a VAR is a very convenient notation for a VAR of higher order in a first order VAR format
    • See for the VAR model incompanion form, [14], p. 1067. The companion formof a VAR is a very convenient notation for a VAR of higher order in a first order VAR format
  • 20
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    • New York, USA: Philip Allen
    • Stewart, J., 1992. Econometrics, 131–132. New York, USA:Philip Allen.
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  • 21
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    • This name is proposed by Campbell and Shiller [14]
    • This name is proposed by Campbell and Shiller [14]
  • 23
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    • Rotterdam, The Netherlands: Erasmus University, Unpublished master's thesis
    • Veenstra, A. W., 1994. Term Structure of Ocean Freight Rates, Rotterdam, The Netherlands:Erasmus University. Unpublished master's thesis
    • (1994) Term Structure of Ocean Freight Rates
    • Veenstra, A.W.1


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