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
Supply-Demand Interaction in the Formation of Freight Rates
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DOI: 10.31217/p.33.1.5
Abstract: Freight revenues are a fundamental objective of the maritime industry, and provide a baseline for stakeholders to plan their current strategies and future investments. Reduction of uncertainty-induced risk is therefore essential for predicting market prospects… read more here.
Keywords: formation freight; freight; freight rates; supply demand ... See more keywords