FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2561393417> ?p ?o ?g. }

• W2561393417 endingPage "104" @default.
• W2561393417 startingPage "82" @default.
• W2561393417 abstract "Economic return and volatility spillovers of derivatives markets on a number of assets have been extensively examined in the general economics literature. However, there are only a limited number of studies that investigate such interactions between freight rates and the freight futures, and no studies that also consider potential linkages with freight options. This study fills this gap by investigating the economic spillovers between time-charter rates, freight futures and freight options prices in the dry-bulk sector of the international shipping industry. Empirical results indicate the existence of significant information transmission in both returns and volatilities between the three related markets, which we attribute to varying trading activity and market liquidity. The results also point out that, consistent with theory, the freight futures market informationally leads the freight rate market, though surprisingly, freight options lag behind both futures and physical freight rates. The documented three-way economic interactions between the related markets can be used to enhance budget planning and risk management strategies, potentially attract more investors, and thus, improve the liquidity of the freight derivatives market." @default.
• W2561393417 created "2017-01-06" @default.
• W2561393417 creator A5036652689 @default.
• W2561393417 creator A5056580955 @default.
• W2561393417 creator A5056651585 @default.
• W2561393417 date "2017-02-01" @default.
• W2561393417 modified "2023-10-03" @default.
• W2561393417 title "Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives" @default.
• W2561393417 cites W1588163064 @default.
• W2561393417 cites W1969412063 @default.
• W2561393417 cites W1970804135 @default.
• W2561393417 cites W1971916884 @default.
• W2561393417 cites W1972956294 @default.
• W2561393417 cites W1977480757 @default.
• W2561393417 cites W1979575715 @default.
• W2561393417 cites W1989102338 @default.
• W2561393417 cites W1999642410 @default.
• W2561393417 cites W2003268269 @default.
• W2561393417 cites W2003989783 @default.
• W2561393417 cites W2004237003 @default.
• W2561393417 cites W2017297397 @default.
• W2561393417 cites W2020115551 @default.
• W2561393417 cites W2020550357 @default.
• W2561393417 cites W2026296027 @default.
• W2561393417 cites W2032207494 @default.
• W2561393417 cites W2036605231 @default.
• W2561393417 cites W2040956991 @default.
• W2561393417 cites W2044366694 @default.
• W2561393417 cites W2045289069 @default.
• W2561393417 cites W2049750897 @default.
• W2561393417 cites W2050067494 @default.
• W2561393417 cites W2061677737 @default.
• W2561393417 cites W2061724927 @default.
• W2561393417 cites W2065732073 @default.
• W2561393417 cites W2066580768 @default.
• W2561393417 cites W2079615115 @default.
• W2561393417 cites W2082811146 @default.
• W2561393417 cites W2086729180 @default.
• W2561393417 cites W2087509509 @default.
• W2561393417 cites W2091612202 @default.
• W2561393417 cites W2093230975 @default.
• W2561393417 cites W2095364399 @default.
• W2561393417 cites W2097580026 @default.
• W2561393417 cites W2104064248 @default.
• W2561393417 cites W2104725087 @default.
• W2561393417 cites W2110752212 @default.
• W2561393417 cites W2111266113 @default.
• W2561393417 cites W2113778701 @default.
• W2561393417 cites W2116388354 @default.
• W2561393417 cites W2125788014 @default.
• W2561393417 cites W2128141453 @default.
• W2561393417 cites W2153146814 @default.
• W2561393417 cites W2153562738 @default.
• W2561393417 cites W2155794029 @default.
• W2561393417 cites W2156804252 @default.
• W2561393417 cites W2157495061 @default.
• W2561393417 cites W2602224136 @default.
• W2561393417 cites W3022253700 @default.
• W2561393417 cites W3121401171 @default.
• W2561393417 cites W3122172324 @default.
• W2561393417 cites W3123016320 @default.
• W2561393417 cites W3123118666 @default.
• W2561393417 cites W3123148453 @default.
• W2561393417 cites W3123299477 @default.
• W2561393417 cites W3123852583 @default.
• W2561393417 cites W3123881902 @default.
• W2561393417 cites W3125986434 @default.
• W2561393417 cites W808982975 @default.
• W2561393417 doi "https://doi.org/10.1016/j.tre.2016.12.007" @default.
• W2561393417 hasPublicationYear "2017" @default.
• W2561393417 type Work @default.
• W2561393417 sameAs 2561393417 @default.
• W2561393417 citedByCount "31" @default.
• W2561393417 countsByYear W25613934172017 @default.
• W2561393417 countsByYear W25613934172018 @default.
• W2561393417 countsByYear W25613934172019 @default.
• W2561393417 countsByYear W25613934172020 @default.
• W2561393417 countsByYear W25613934172021 @default.
• W2561393417 countsByYear W25613934172022 @default.
• W2561393417 countsByYear W25613934172023 @default.
• W2561393417 crossrefType "journal-article" @default.
• W2561393417 hasAuthorship W2561393417A5036652689 @default.
• W2561393417 hasAuthorship W2561393417A5056580955 @default.
• W2561393417 hasAuthorship W2561393417A5056651585 @default.
• W2561393417 hasBestOaLocation W25613934172 @default.
• W2561393417 hasConcept C10138342 @default.
• W2561393417 hasConcept C144133560 @default.
• W2561393417 hasConcept C183582576 @default.
• W2561393417 hasConcept C40700 @default.
• W2561393417 hasConcept C54750564 @default.
• W2561393417 hasConceptScore W2561393417C10138342 @default.
• W2561393417 hasConceptScore W2561393417C144133560 @default.
• W2561393417 hasConceptScore W2561393417C183582576 @default.
• W2561393417 hasConceptScore W2561393417C40700 @default.
• W2561393417 hasConceptScore W2561393417C54750564 @default.
• W2561393417 hasLocation W25613934171 @default.
• W2561393417 hasLocation W25613934172 @default.
• W2561393417 hasOpenAccess W2561393417 @default.

• next