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Application of autoregressive models for forecasting the Baltic Exchange Dry Index

Author

Listed:
  • Batrinca Ghiorghe

    (Constanta Maritime University Romania)

  • Cojanu Gianina

    (Constanta Maritime University Romania)

  • Surugiu Ioana

    (Constanta Maritime University Romania)

Abstract

The shipping industry has been growing rapidly from year to year and until not too long ago, shipping was both the greatest beneficiary and hammering pulse of globalization. But now the global economic and financial crisis has multiplied the problems of shipping industry, generating a high volatility of prices. In this context, it becomes imperious to analyze and estimate the dynamics of various indices that could be useful to capture market volatility in real time. In this respect, the Baltic Dry Index is considered to be a leading indicator of economic activity reflecting global demand for raw materials, representing a reliable and independent source of information

Suggested Citation

  • Batrinca Ghiorghe & Cojanu Gianina & Surugiu Ioana, 2013. "Application of autoregressive models for forecasting the Baltic Exchange Dry Index," Constanta Maritime University Annals, Constanta Maritime University, vol. 20(2), pages 205-208.
  • Handle: RePEc:cmc:annals:v:20:y:2013:i:2:p:205-208
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    File URL: http://cmu-edu.eu/RePEc/cmc/annals/205-v20.pdf
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    References listed on IDEAS

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    1. Nicholas Apergis & James E. Payne, 2013. "New Evidence on the Information and Predictive Content of the Baltic Dry Index," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 1(3), pages 1-19, July.
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    Cited by:

    1. Aurelia Patrascu & Radu-Serban Zaharia, 2016. "Analysis On The Evolution Of Insurance Systems In Romania - The Past Five Years," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 208-213, August.

    More about this item

    JEL classification:

    • R0 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General
    • R4 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Transportation Economics

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