Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Xinzhou Qi & Wenjing Zhang & Ling Sun & Zijiang Hu & Zhong Ning, 2024. "Navigating the tides of uncertainty: exploring the complex relationship between global economic policy and crude oil transportation," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 26(4), pages 612-629, December.
- Chen, Yanhui & Zhou, Xiaoyu & Chen, Shun & Mi, Jackson Jinhong, 2024. "LNG freight rate and LNG price, carbon price, geopolitical risk: A dynamic connectedness analysis," Energy, Elsevier, vol. 302(C).
- Kaimin Chen & Yi Ding & Benqing Zou & Hua Jin & Yang Yang, 2024. "An empirical study of the impact of COVID‐19 on container freight rates: Evidence from the panel data of China," Transportation Journal, John Wiley & Sons, vol. 63(3), pages 171-187, July.
- Sel, Burakhan & Minner, Stefan, 2022. "A hedging policy for seaborne forward freight markets based on probabilistic forecasts," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 166(C).
- Andrikopoulos, Andreas & Merika, Anna & Stoupos, Nikolaos, 2025. "The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators," Journal of Commodity Markets, Elsevier, vol. 38(C).
- Kostika, Eleftheria & Siameti, Panagiota & Dotsis, George, 2025. "Monetary policy effects on freight rates of dry bulk vessels," International Economics, Elsevier, vol. 182(C).
- Konstantinos D. Melas & Nektarios A. Michail, 2024. "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, vol. 9(1), pages 1-14, December.
- Khan, Khalid & Su, Chi Wei & Koseoglu, Sinem Derindere, 2022. "Who are the influencers in the commodity markets during COVID-19?," Resources Policy, Elsevier, vol. 78(C).
- Michail Nektarios A. & Melas Konstantinos D., 2022. "Geopolitical Risk and the LNG-LPG Trade," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 28(3), pages 243-265, September.
- Nilu, Tanzila Yeasmin & Wang, Chuanxu & Ahmed, Shek, 2025. "Dynamic spillovers connectedness among carbon trading, shipping freight, bunker oil and crude oil market: Evidence from quantile-frequency analysis," Research in Transportation Economics, Elsevier, vol. 111(C).
- Yang, Dong & Zhang, Lingge & Luo, Meifeng & Li, Feng, 2020. "Does shipping market affect international iron ore trade?– An equilibrium analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 144(C).
- Magdalena Klopott & Marzenna Popek & Ilona Urbanyi-Popiołek, 2023. "Seaports’ Role in Ensuring the Availability of Alternative Marine Fuels—A Multi-Faceted Analysis," Energies, MDPI, vol. 16(7), pages 1-30, March.
- Sel, Burakhan & Minner, Stefan, 2025. "Probabilistic forecast-based procurement in seaborne forward freight markets under demand and price uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 193(C).
- 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).
- Ki-Hong Choi & Seong-Min Yoon, 2020. "Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach," Sustainability, MDPI, vol. 12(24), pages 1-16, December.
- Shi, Wenming & Gong, Yuting & Yin, Jingbo & Nguyen, Son & Liu, Qian, 2022. "Determinants of dynamic dependence between the crude oil and tanker freight markets: A mixed-frequency data sampling copula model," Energy, Elsevier, vol. 254(PB).
- Yang, Jialin & Ge, Ying-En & Li, Kevin X., 2022. "Measuring volatility spillover effects in dry bulk shipping market," Transport Policy, Elsevier, vol. 125(C), pages 37-47.
- Ioannis Karaoulanis & Theodore Pelagidis, 2021.
"Panamax markets behaviour: explaining volatility and expectations,"
Journal of Shipping and Trade, Springer, vol. 6(1), pages 1-24, December.
- Karaoulanis, Ioannis & Pelagidis, Theodore, 2021. "Panamax markets behaviour: explaining volatility and expectations," MPRA Paper 110749, University Library of Munich, Germany.
- Gong, Yuting & Peng, Yongyuan & Xu, Luxuan & Chen, Kecai & Shi, Wenming, 2025. "Shipping news sentiment as a predictor of iron ore freight rates: Hybrid evidence from lexicon-based analysis and threshold autoregression modelling," Transport Policy, Elsevier, vol. 169(C), pages 178-190.
- 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).
- Yimiao Gu & Zhenxi Chen & Qingyang Gu, 2022. "Determinants and international influences of the Chinese freight market," Empirical Economics, Springer, vol. 62(5), pages 2601-2618, May.
- 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).
- Sahoo, Satya & Cariou, Pierre, 2024. "Unveiling the influence of bargaining power in shipping: An empirical study on iron ore freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 192(C).
- Jingjian, Si & Xiangyun, Gao & Jinsheng, Zhou & Anjian, Wang & Xiaotian, Sun & Yiran, Zhao & Hongyu, Wei, 2023. "The impact of oil price shocks on energy stocks from the perspective of investor attention," Energy, Elsevier, vol. 278(PB).
- 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.
- Bai, Xiwen & Lam, Jasmine Siu Lee & Jakher, Astha, 2021. "Shipping sentiment and the dry bulk shipping freight market: New evidence from newspaper coverage," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 155(C).
- Meng, Bin & Zhang, Xinru & Li, Jinyang & Lv, Liang, 2025. "The risk spillover between the crude oil market and the tanker market under the influence of the carbon market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 204(C).
- Sun, Ling & Wang, Yuqing & Yang, Yanbin & Xiong, Yuxuan, 2025. "The volatility in shipping market: Relationship between container freight rates and inflation," Research in Transportation Economics, Elsevier, vol. 114(C).
Printed from https://ideas.repec.org/r/eee/transe/v133y2020ics1366554519311081.html