IDEAS home Printed from https://ideas.repec.org/r/eee/transe/v138y2020ics136655452030613x.html

Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Wu, Ruirui, 2026. "How do climate risk and geopolitical risk impact shipping markets?," Research in International Business and Finance, Elsevier, vol. 81(C).
  2. 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.
  3. Bin Meng & Shuiyang Chen & Haibo Kuang & Hercules Haralambides & Xin Zhang, 2024. "Advances in risk management: optimum investment portfolios in tanker shipping," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 26(4), pages 572-591, December.
  4. Chen, Shuiyang & Hao, Siting & Meng, Bin & Zhang, Yajing & Kuang, Haibo, 2025. "Revisiting oil and tanker shipping markets: The role of geopolitical risk in shaping spillover dynamics," Energy, Elsevier, vol. 321(C).
  5. Bin Meng & Shuiyang Chen & Hercules Haralambides & Haibo Kuang & Lidong Fan, 2023. "Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04046290, HAL.
  6. 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).
  7. 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).
  8. Alaba, Oluwayemisi O. & Ojo, Oluwadare O. & Yaya, OlaOluwa S & Abu, Nurudeen & Ajobo, Saheed A., 2021. "Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods," MPRA Paper 109825, University Library of Munich, Germany.
  9. Al-Fayoumi, Nedal & Abuzayed, Bana & Bouri, Elie, 2025. "Gold for global airline stock indices during COVID-19: Hedge or safe-haven asset?," Journal of Air Transport Management, Elsevier, vol. 127(C).
  10. Bin Meng & Shuiyang Chen & Hercules Haralambides & Haibo Kuang & Lidong Fan, 2023. "Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis," Post-Print hal-04046290, HAL.
  11. Maitra, Debasish & Rehman, Mobeen Ur & Dash, Saumya Ranjan & Kang, Sang Hoon, 2021. "Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications," Energy Economics, Elsevier, vol. 102(C).
  12. 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).
  13. 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).
  14. Palaios, Panagiotis & Triantafillou, Anna, 2025. "Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping," Transport Policy, Elsevier, vol. 170(C), pages 75-91.
  15. Zhou, Yusheng & Li, Xue & Yuen, Kum Fai, 2022. "Holistic risk assessment of container shipping service based on Bayesian Network Modelling," Reliability Engineering and System Safety, Elsevier, vol. 220(C).
  16. 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.
  17. 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).
  18. Guannan Wang & Juan Meng & Bin Mo, 2023. "Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies," Mathematics, MDPI, vol. 11(4), pages 1-25, February.
  19. 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).
  20. Hongchu Yu & Ming Zhang & Chang Cui & Lei Xu & Shi Lin & Jing Xu, 2024. "Evaluating Competitiveness of Container Shipping Operators in the Sustainability and Digitalization Era," Sustainability, MDPI, vol. 16(10), pages 1-30, May.
  21. Jain, Prachi & Maitra, Debasish & Kang, Sang Hoon, 2023. "Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk," Energy Economics, Elsevier, vol. 119(C).
  22. 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).
  23. Chen, Shuiyang & Meng, Bin & Lv, Liang, 2025. "Cross-market risk contagion and portfolio diversification: a novel dynamic connectedness framework for fossil fuel and shipping markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 204(C).
  24. 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).
  25. Cai, Yifei & Zhang, Yahua & Xu, Yuchao, 2025. "Assessing the influence of unplanned oil supply outages on airline stock connectedness," Energy Economics, Elsevier, vol. 141(C).
  26. Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2020. "An Analysis of Price Disparity: Peninsular Malaysia and Sabah," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 54(2), pages 53-66.
  27. Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2021. "Stock market volatility on shipping stock prices: GARCH models approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.