Leverage effect analysis of Baltic dry index based on EGARCH model

被引:0
|
作者
Dalian Maritime University, China [1 ]
机构
[1] Yuwei, Xing
[2] Yu, Shaoqiang
[3] Fan, Yonghui
[4] Yang, Hualong
来源
Yuwei, Xing | 1600年 / Journal of Chemical and Pharmaceutical Research, 3/668 Malviya Nagar, Jaipur, Rajasthan, India卷 / 06期
关键词
Commerce;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [21] Modeling Volatility of Baltic Dry Bulk Freight Index
    Zhang, Hanyu
    Wei, Fang
    Zhang, Zhonghan
    2008 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION AND LOGISTICS, VOLS 1-6, 2008, : 1089 - +
  • [22] The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
    Fotis Papailias
    Dimitrios D. Thomakos
    Jiadong Liu
    Empirical Economics, 2017, 52 : 255 - 282
  • [23] Time series forecasting methods for the Baltic dry index
    Katris, Christos
    Kavussanos, Manolis G.
    JOURNAL OF FORECASTING, 2021, 40 (08) : 1540 - 1565
  • [24] Prediction of Baltic Capesize Freight Index Based on GARCH Model
    Fan Yonghui
    Xing Yuwei
    Yang Hualong
    MATERIALS SCIENCE, CIVIL ENGINEERING AND ARCHITECTURE SCIENCE, MECHANICAL ENGINEERING AND MANUFACTURING TECHNOLOGY, PTS 1 AND 2, 2014, 488-489 : 1494 - 1497
  • [25] DYNAMICS OF ECONOMIC ADJUSTMENT UNDER UNCERTAINTY: MS-VAR MODEL FOR BALTIC DRY INDEX
    Kornilov, Sergei
    Ridala, Svetlana
    Aasma, Ants
    SGEM 2016, BK 2: POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM CONFERENCE PROCEEDINGS, VOL V, 2016, : 189 - 196
  • [26] Pricing model of margin of stock index futures based on leverage and liquidity shock
    Shi Y.
    Liu H.
    Hu Y.
    2018, Systems Engineering Society of China (38): : 1361 - 1370
  • [27] A Baltic Dry Index Prediction using Deep Learning Models
    Bae, Sung-Hoon
    Lee, Gunwoo
    Park, Keun-Sik
    JOURNAL OF KOREA TRADE, 2021, 25 (04): : 17 - 36
  • [28] Can the Baltic Dry Index predict foreign exchange rates?
    Han Liyan
    Wan Li
    Xu Yang
    FINANCE RESEARCH LETTERS, 2020, 32
  • [29] Understanding the Baltic Dry Index (BDI): an explainable decomposition approach
    Guan, Linfei
    Zhao, Ziao
    Sun, Qinghe
    MARITIME POLICY & MANAGEMENT, 2025,
  • [30] New Evidence on the Information and Predictive Content of the Baltic Dry Index
    Apergis, Nicholas
    Payne, James E.
    INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2013, 1 (03): : 62 - 80