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Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?

Citations

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Cited by:

  1. Arthur J. Lin & Hai-Yen Chang, 2020. "Volatility Transmission from Equity, Bulk Shipping, and Commodity Markets to Oil ETF and Energy Fund—A GARCH-MIDAS Model," Mathematics, MDPI, vol. 8(9), pages 1-21, September.
  2. Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024. "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 271-292, April.
  3. Zhao, Hong-Mei & He, Hong-Di & Lu, Kai-Fa & Han, Xiao-Long & Ding, Yi & Peng, Zhong-Ren, 2022. "Measuring the impact of an exogenous factor: An exponential smoothing model of the response of shipping to COVID-19," Transport Policy, Elsevier, vol. 118(C), pages 91-100.
  4. Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025. "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, vol. 67(C).
  5. Chen, Yufeng & Xu, Jing & Miao, Jiafeng, 2023. "Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach," Resources Policy, Elsevier, vol. 81(C).
  6. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024. "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  7. repec:rim:rimwps:21-09 is not listed on IDEAS
  8. Lucía Inglada-Pérez & Pablo Coto-Millán, 2021. "A Chaos Analysis of the Dry Bulk Shipping Market," Mathematics, MDPI, vol. 9(17), pages 1-35, August.
  9. Bai, Xiwen, 2021. "Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach," Energy, Elsevier, vol. 235(C).
  10. Zheng, Biao & Zhang, Yuquan W. & Qu, Fang & Geng, Yong & Yu, Haishan, 2022. "Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach," Energy, Elsevier, vol. 251(C).
  11. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Ren, Xiaohang & Wu, Anbing, 2023. "Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index," Resources Policy, Elsevier, vol. 86(PA).
  12. Melike Bildirici & Işıl Şahin Onat & Özgür Ömer Ersin, 2023. "Forecasting BDI Sea Freight Shipment Cost, VIX Investor Sentiment and MSCI Global Stock Market Indicator Indices: LSTAR-GARCH and LSTAR-APGARCH Models," Mathematics, MDPI, vol. 11(5), pages 1-27, March.
  13. Padhan, Hemachandra & Kocoglu, Mustafa, 2025. "Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals," Energy Economics, Elsevier, vol. 147(C).
  14. Zheng, Shiyuan & Wang, Kun & Dong, Kangyin & Wan, Yulai & Fu, Xiaowen, 2024. "Does the shipping alliance aggravate or alleviate container shipping market volatility," Transportation Research Part A: Policy and Practice, Elsevier, vol. 189(C).
  15. Melas Konstantinos D. & Michail Nektarios A. & Louca Kyriaki G., 2025. "Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs," German Economic Review, De Gruyter, vol. 26(1), pages 15-33.
  16. Meng, Bin & Wei, Bangguo & Yang, Mo & Kuang, Haibo, 2023. "Measuring the time-frequency spillover effect among carbon markets and shipping energy markets: A global perspective," Energy Economics, Elsevier, vol. 128(C).
  17. Gong, Yuting & Li, Kevin X. & Chen, Shu-Ling & Shi, Wenming, 2020. "Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 136(C).
  18. Inglesi-Lotz, R. & Dogan, Eyup & Nel, J. & Tzeremes, Panayiotis, 2023. "Connectedness and spillovers in the innovation network of green transportation," Energy Policy, Elsevier, vol. 180(C).
  19. Adewuyi, Adeolu O. & Adeleke, Musefiu A. & Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel, 2023. "Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method," Resources Policy, Elsevier, vol. 83(C).
  20. Nicola Comincioli & Mattia Guerini & Sergio Vergalli, 2024. "Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(12), pages 3131-3161, December.
  21. Md. Bokhtiar Hasan & Masnun Mahi & Tapan Sarker & Md. Ruhul Amin, 2021. "Spillovers of the COVID-19 Pandemic: Impact on Global Economic Activity, the Stock Market, and the Energy Sector," JRFM, MDPI, vol. 14(5), pages 1-18, May.
  22. Miao Su & Keun Sik Park & Sung Hoon Bae, 2024. "A new exploration in Baltic Dry Index forecasting learning: application of a deep ensemble model," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 26(1), pages 21-43, March.
  23. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  24. Arunava Bandyopadhyay & Prabina Rajib, 2023. "The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 217-237, June.
  25. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2024. "Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index," Research in International Business and Finance, Elsevier, vol. 72(PA).
  26. Gu, Bingmei & Liu, Jiaguo, 2022. "Determinants of dry bulk shipping freight rates: Considering Chinese manufacturing industry and economic policy uncertainty," Transport Policy, Elsevier, vol. 129(C), pages 66-77.
  27. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Trabelsi, Nader & Wohar, Mark, 2024. "Do shipping freight markets impact commodity markets?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 986-1014.
  28. Su, Miao & Nie, Yufei & Li, Jiankun & Yang, Lin & Kim, Woohyoung, 2024. "Futures markets and the baltic dry index: A prediction study based on deep learning," Research in International Business and Finance, Elsevier, vol. 71(C).
  29. Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025. "Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods," Papers 2501.15173, arXiv.org.
  30. Hao Chen & Zhixin Liu & Yinpeng Zhang & You Wu, 2020. "The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase," Sustainability, MDPI, vol. 12(6), pages 1-18, March.
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