Time-varying copula models in the shipping derivatives market
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More about this item
KeywordsForward freight agreement; Value-at-risk; Time-varying copula models; Hedge ratio;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- R49 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Transportation Economics - - - Other
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