Spot and Freight Rate Futures in the Tanker Shipping Market: Short-Term Forecasting with Linear and Non-Linear Methods

被引:3
|
作者
von Spreckelsen, Christian [1 ]
von Mettenheim, Hans-Joerg [1 ]
Breitner, Michael H. [1 ]
机构
[1] Leibniz Univ Hannover, Inst Wirtschaftsinformat, D-30167 Hannover, Germany
关键词
D O I
10.1007/978-3-319-00795-3_36
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:247 / 252
页数:6
相关论文
共 50 条
  • [1] The non-linear dynamics of spot freight rates in tanker markets
    Adland, R
    Cullinane, K
    [J]. TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2006, 42 (03) : 211 - 224
  • [2] Short-term forecasting of halibut CPUE:: Linear and non-linear univariate approaches
    Czerwinski, Ivone Alejandra
    Gutierez-Estrada, Juan Carlos
    Hernando-Casal, Jose Antonio
    [J]. FISHERIES RESEARCH, 2007, 86 (2-3) : 120 - 128
  • [3] Linear and non-linear autoregressive models for short-term wind speed forecasting
    Lydia, M.
    Kumar, S. Suresh
    Selvakumar, A. Immanuel
    Kumar, G. Edwin Prem
    [J]. ENERGY CONVERSION AND MANAGEMENT, 2016, 112 : 115 - 124
  • [4] Short-term system imbalance forecast using linear and non-linear methods
    Balazs, Istvan
    Fodor, Attila
    Magyar, Attila
    [J]. ENERGY SYSTEMS-OPTIMIZATION MODELING SIMULATION AND ECONOMIC ASPECTS, 2024,
  • [5] Short-Term Trading Performance of Spot Freight Rates and Derivatives in the Tanker Shipping Market: Do Neural Networks Provide Suitable Results?
    von Spreckelsen, Christian
    von Mettenheim, Hans-Joerg
    Breitner, Michael H.
    [J]. ENGINEERING APPLICATIONS OF NEURAL NETWORKS, 2012, 311 : 443 - 452
  • [6] Short-term wind speed forecasting: Application of linear and non-linear time series models
    Sharma, Sunil Kumar
    Ghosh, Sajal
    [J]. INTERNATIONAL JOURNAL OF GREEN ENERGY, 2016, 13 (14) : 1490 - 1500
  • [7] A non-linear ARMAX for short term load forecasting
    Chang, Chen-Sung
    [J]. JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 2009, 12 (04): : 749 - 758
  • [8] Analysis methods of short-term non-linear heart rate variability and their application in clinical medicine
    Chi, Xianglin
    Zhou, Jianhua
    Shi, Ping
    Liu, Chengyu
    [J]. Shengwu Yixue Gongchengxue Zazhi/Journal of Biomedical Engineering, 2016, 33 (01): : 193 - 200
  • [9] Comparison of methods for editing of ectopic beats in measurements of short-term non-linear heart rate dynamics
    Tarkiainen, Tuula H.
    Kuusela, Tom A.
    Tahvanainen, Kari U. O.
    Hartikainen, Juha E. K.
    Tiittanen, Pekka
    Timonen, Kirsi L.
    Vanninen, Esko J.
    [J]. CLINICAL PHYSIOLOGY AND FUNCTIONAL IMAGING, 2007, 27 (02) : 126 - 133
  • [10] Short-Term Load Foresting Using Combination of Linear and Non-Linear Models
    Rani, Neelam
    Aggarwal, Sanjeev Kumar
    Kumar, Sanjeev
    [J]. IEEE ACCESS, 2024, 12 : 58993 - 59006