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Application of autoregressive models for forecasting the Baltic Exchange Dry Index

  • Batrinca Ghiorghe

    (Constanta Maritime University Romania)

  • Cojanu Gianina

    (Constanta Maritime University Romania)

  • Surugiu Ioana

    (Constanta Maritime University Romania)

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

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File URL: http://cmu-edu.eu/RePEc/cmc/annals/205-v20.pdf
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Article provided by Constanta Maritime University in its journal Constanta Maritime University Annals, Vol. 20, 2013.

Volume (Year): 20 (2013)
Issue (Month): 2 ()
Pages: 205-208

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Handle: RePEc:cmc:annals:v:20:y:2013:i:2:p:205-208
Contact details of provider: Web page: http://cmu-edu.eu

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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 62-80, July.
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