Measuring the Market Risk of Freight Rates: A Forecast Combination Approach
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DOI: 10.1002/for.2485
Abstract: This paper addresses the issue of freight rate risk measurement via value at risk (VaR) and forecast combination methodologies while focusing on detailed performance evaluation. We contribute to the literature in three ways: First, we… read more here.
Keywords: combination; forecast combination; risk; combination approach ... See more keywords