메뉴 건너뛰기




Volumn 12, Issue , 2004, Pages 19-64

2. A SURVEY OF THE MODELLING OF DRY BULK AND TANKER MARKETS

(2)  Glen, D R a   Martin, B T a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 36148960082     PISSN: 07398859     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0739-8859(04)12002-7     Document Type: Review
Times cited : (28)

References (41)
  • 2
    • 0000631632 scopus 로고
    • An econometric model of the world market for dry cargo freight and shipping
    • M. Beenstock A. Vergottis An econometric model of the world market for dry cargo freight and shipping Applied Economics 21 1989 339 356
    • (1989) Applied Economics , vol.21 , pp. 339-356
    • Beenstock, M.1    Vergottis, A.2
  • 5
    • 85120211620 scopus 로고    scopus 로고
    • Beenstock, M., & Vergottis, A. (1993b). Econometric modelling of world shipping . London: Chapman & Hall.
  • 6
    • 85015235165 scopus 로고    scopus 로고
    • The relationship between period and spot rates in international maritime markets
    • J.A. Berg-Andreassen The relationship between period and spot rates in international maritime markets Maritime Policy and Management 24 1997 335 350
    • (1997) Maritime Policy and Management , vol.24 , pp. 335-350
    • Berg-Andreassen, J.A.1
  • 7
    • 42449156579 scopus 로고
    • Generalised autoregressive conditional heteroskedasticity
    • T. Bollerslev Generalised autoregressive conditional heteroskedasticity Journal of Econometrics 31 1986 307 327
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 9
    • 84977717068 scopus 로고
    • Stock prices, earnings and expected dividends
    • J.Y. Campbell R.J. Shiller Stock prices, earnings and expected dividends Journal of Finance 43 3 1988 661 676
    • (1988) Journal of Finance , vol.43 , Issue.3 , pp. 661-676
    • Campbell, J.Y.1    Shiller, R.J.2
  • 10
  • 11
    • 0000013567 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of inflation of UK inflation
    • R.F. Engle Autoregressive conditional heteroskedasticity with estimates of the variance of inflation of UK inflation Econometrica 50 1982 987 1007
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 12
    • 0000013567 scopus 로고
    • Cointegration and error-correction: Representation, estimation, and testing
    • R.F. Engle C.W. Granger Cointegration and error-correction: Representation, estimation, and testing Econometrica 55 1987 251 276
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.2
  • 13
    • 0025627640 scopus 로고
    • The emergence of differentiation in the oil tanker market 1970–1978
    • D. Glen The emergence of differentiation in the oil tanker market 1970–1978 Maritime Policy and Management 17 1990 289 312
    • (1990) Maritime Policy and Management , vol.17 , pp. 289-312
    • Glen, D.1
  • 14
    • 0031817253 scopus 로고    scopus 로고
    • Conditional modelling of tanker market risk using route specific freight rates
    • D. Glen B. Martin Conditional modelling of tanker market risk using route specific freight rates Maritime Policy and Management 25 1998 117 128
    • (1998) Maritime Policy and Management , vol.25 , pp. 117-128
    • Glen, D.1    Martin, B.2
  • 15
    • 85120238562 scopus 로고    scopus 로고
    • Glen, D., & Martin, B. (2002). Do tanker pools influence market rates? The case of tankers. International Paper presented at IAME Annual Conference, Panama City, Panama, November 15.
  • 16
    • 85120205622 scopus 로고    scopus 로고
    • Glen, D., Owen, M., & van der Meer, R. (1981). Spot and time charter rates for tankers 1970–1977. Journal of Transport Economics and Policy , 45–58.
  • 17
    • 85120238781 scopus 로고    scopus 로고
    • Greene, W. (2003). Econometric analysis . London: Prentice-Hall.
  • 18
    • 84929068031 scopus 로고
    • Spot and period rates in the dry bulk market: Some tests for the period 1980–1986
    • C. Hale A. Vanags Spot and period rates in the dry bulk market: Some tests for the period 1980–1986 Journal of Transport Economics & Policy 23 3 1989 281 291
    • (1989) Journal of Transport Economics & Policy , vol.23 , Issue.3 , pp. 281-291
    • Hale, C.1    Vanags, A.2
  • 19
    • 84891905421 scopus 로고
    • Tanker rates in the short and long run
    • D. Hawdon Tanker rates in the short and long run Applied Economics 10 1978 203 217
    • (1978) Applied Economics , vol.10 , pp. 203-217
    • Hawdon, D.1
  • 22
    • 0009904950 scopus 로고    scopus 로고
    • Price risk modelling of different size vessels in the tanker industry
    • M. Kavussanos Price risk modelling of different size vessels in the tanker industry Logistics and Transportation Review 32 1996 161 176
    • (1996) Logistics and Transportation Review , vol.32 , pp. 161-176
    • Kavussanos, M.1
  • 23
    • 0005048682 scopus 로고    scopus 로고
    • Highly disaggregate models of seaborne trade: An empirical model for bilateral dry-cargo trade flows
    • M. Kavussanos Highly disaggregate models of seaborne trade: An empirical model for bilateral dry-cargo trade flows Maritime Policy and Management 23 1996 27 43
    • (1996) Maritime Policy and Management , vol.23 , pp. 27-43
    • Kavussanos, M.1
  • 24
    • 0000401690 scopus 로고    scopus 로고
    • The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
    • M. Kavussanos The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector Applied Economics 29 1997 433 443
    • (1997) Applied Economics , vol.29 , pp. 433-443
    • Kavussanos, M.1
  • 25
    • 85120222954 scopus 로고    scopus 로고
    • Kavussanos, M., & Alizadeh, A. (2001). Efficient pricing of ships in the dry bulk sector. In: Conference Proceedings, IAME Annual Conference 2001 (pp. 1005–1040). Hong Kong: Hong Kong Polytechnic University.
  • 26
    • 85120205021 scopus 로고    scopus 로고
    • Koopmans, T. C. (1939). Tanker freight rates and tankship building: An analysis of cyclical fluctuations . F. De Erven, N. V. Bohn (Eds). Netherlands Economic Institute Report No. 27. Haarlem.
  • 27
    • 85120234189 scopus 로고    scopus 로고
    • Mackinnon, J. (1991). Critical values for cointegration tests. In: R. F. Engle & C. W. Granger (Eds), Long Run Relationship: Readings in Cointegration (Chap. 13). Oxford: Oxford University Press.
  • 28
    • 21444437806 scopus 로고    scopus 로고
    • Numerical distribution functions for unit root and cointegration tests
    • J. Mackinnon Numerical distribution functions for unit root and cointegration tests Journal of Applied Econometrics 11 1996 601 618
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 601-618
    • Mackinnon, J.1
  • 29
    • 85120187171 scopus 로고    scopus 로고
    • Mirmiran, R. (2002). The impact of the EU’s common agricultural policy on the structure of demand for shipping transport of grain . Unpublished Ph.D. Thesis, London Guildhall University, London.
  • 30
    • 85120237293 scopus 로고    scopus 로고
    • Norman, V., & Wergeland, T. (1981). Nortank: A simulation model of the freight market for large tankers. Report No. 4, Norwegian School of Economics and Business Administration, Bergen, Norway.
  • 31
    • 85120208748 scopus 로고    scopus 로고
    • Quantitative Micro Software (2002). Eviews 4.0 . Irvine, CA, USA: Quantitative Micro Software.
  • 32
    • 85120222928 scopus 로고    scopus 로고
    • Strandenes, S. R. (1984). Price determination in the time charter and second hand markets . Discussion Paper 0584, Norwegian School of Economics and Business Administration, Bergen, Norway.
  • 33
    • 85120228823 scopus 로고    scopus 로고
    • Strandenes, S. R. (1986). NORSHIP – A simulation model for bulk shipping markets . Norwegian School of Economics and Business Administration, Centre for Applied Research, World Market Prospects Report No. 6, Bergen, Norway.
  • 35
    • 85120194865 scopus 로고    scopus 로고
    • Tinbergen, J. (1934). Scheepsruimte en vrachten. De Nederlandsche Conjunctuur (March), 23–35.
  • 36
    • 85120233760 scopus 로고    scopus 로고
    • Tsolakis, S. D., Cridland, C., & Haralambides, H. (2002). Econometric Modelling of Second-hand Ship Prices, 34. Paper presented at the Annual Conference of IAME, Panama City, Panama, November 15.
  • 37
    • 0142126282 scopus 로고    scopus 로고
    • A new perspective on price dynamics of the dry bulk market
    • J. Tvedt A new perspective on price dynamics of the dry bulk market Maritime Policy & Management 30 3 2003 221 230
    • (2003) Maritime Policy & Management , vol.30 , Issue.3 , pp. 221-230
    • Tvedt, J.1
  • 38
    • 85120232138 scopus 로고    scopus 로고
    • Veenstra, A. (1999). Quantitative analysis of shipping markets . Delft: Delft University Press.
  • 39
    • 0033397665 scopus 로고    scopus 로고
    • Long run freight rate relationships and market integration in the wet bulk carrier shipping sector
    • G. Wright Long run freight rate relationships and market integration in the wet bulk carrier shipping sector International Journal of Transport Economics 26 3 1999 439 446
    • (1999) International Journal of Transport Economics , vol.26 , Issue.3 , pp. 439-446
    • Wright, G.1
  • 40
    • 0036815380 scopus 로고    scopus 로고
    • Rational expectations in the wet bulk shipping market
    • G. Wright Rational expectations in the wet bulk shipping market International Journal of Transport Economics 29 3 2003 309 318
    • (2003) International Journal of Transport Economics , vol.29 , Issue.3 , pp. 309-318
    • Wright, G.1
  • 41
    • 85120215931 scopus 로고    scopus 로고
    • Zannetos, Z. (1966). The theory of oil tank shipping rates . Cambridge: MIT Press.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.