Seasonality patterns in dry bulk shipping spot and time charter freight rates

Transportation Research Part E: Logistics and Transportation Review

Volumn 37, Issue 6, 2001, Pages 443-467

  Kavussanos, Manolis G ^a   Alizadeh M, Amir H ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Dry bulk freight markets; Market conditions; Seasonal unit roots; Seasonality; Shipping

Indexed keywords

COMMERCE; FREIGHT TRANSPORTATION; SHIPS;

DETERMINISTICS; DRY BULK FREIGHT MARKET; DRY BULK FREIGHTS; FREIGHT MARKETS; FREIGHT RATES; MARKET CONDITION; SEASONAL FLUCTUATIONS; SEASONAL UNIT ROOT; SEASONALITY; STOCHASTICS;

STOCHASTIC SYSTEMS;

BULK CARGO; FREIGHT TRANSPORT; SEASONALITY; SHIPPING; TRANSPORTATION ECONOMICS;

EID: 0034778891     PISSN: 13665545     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1366-5545(01)00004-7     Document Type: Article

References (42)

1. Deterministic seasonal models and spurious regressions
2. Fitting autoregressive models for predictions
3. Modelling the Great Lakes freeze: Forecasting and seasonality in the market for ferrous scrap
4. The seasonal cycle in US manufacturing
5. A cross-country comparison of seasonal cycles and business cycles
6. Seasonal unit roots in aggregate US data
7. An econometric model of the world market for dry cargo freight and shipping
8. Changes in seasonal patterns
9. Are seasonal patterns constant over time? A test for seasonal stability
10. Baltic freight futures: Random walk or seasonally predictable?
11. Discussion: Seasonal unit roots in aggregate US data
12. Seasonal cointegration: The Japanese consumption function
13. Spurious deterministic regression
14. Seasonality in petroleum futures spreads
15. The restricted least square estimator: A pedagogical note
16. A new approach to the economic analysis of nonstationary time series and business cycle
17. Testing for seasonal integration and cointegration: The Australian consumption-income relationship
18. Seasonal integration and cointegration
19. Seasonality in macroeconomic time series
20. Efficient test for normality, homoscedasticity and serial dependence of regression residuals
21. Comparisons of volatility in the dry-cargo ship sector: Spot vs time-charters, and smaller vs larger vessels
22. The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
23. The forward pricing function of the shipping freight futures market
24. Futures hedging when the structure of the underlying asset changes: Tthe case of the BIFFEX contract
25. Hedging in the freight futures market
26. The expectations hypothesis of term structure and risk premia in dry bulk shipping freight markets: An EGARCH-M approach
27. Seasonal patterns in tanker spot freight rate markets
28. Forecasting international quarterly tourist flows using error correction and time-series models
29. Unit roots and seasonal unit roots in macroeconomic time series; Canadian evidence
30. On a measure of lack of fit in time series models
31. Data-snooping biases in test for financial asset pricing models
32. Some time-series properties of Japanese oil imports
33. A simple positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
34. A survey of seasonality in UK macroeconomic variables
35. Estimating the dimension of a model
36. Dummy variables: Mechanics vs interpretation
37. Seasonal adjustment and relations between variables
38. A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity