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Seasonality patterns in dry bulk shipping spot and time charter freight rates

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Cited by:

  1. Georgios I. Papayiannis, 2025. "Static hedging of freight rate risk in the shipping market under model uncertainty," Operational Research, Springer, vol. 25(4), pages 1-33, December.
  2. Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte, 2025. "Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index," Journal of Shipping and Trade, Springer, vol. 10(1), pages 1-17, December.
  3. Alexandridis, George & Kavussanos, Manolis G. & Kim, Chi Y. & Tsouknidis, Dimitris A. & Visvikis, Ilias D., 2018. "A survey of shipping finance research: Setting the future research agenda," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 115(C), pages 164-212.
  4. 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).
  5. Ching-Chih Chang & Chin-Yuan Hsieh & Yung-Chih Lin, 2012. "A predictive model of the freight rate of the international market in Capesize dry bulk carriers," Applied Economics Letters, Taylor & Francis Journals, vol. 19(4), pages 313-317, March.
  6. Fotis Papailias & Dimitrios D. Thomakos & Jiadong Liu, 2017. "The Baltic Dry Index: cyclicalities, forecasting and hedging strategies," Empirical Economics, Springer, vol. 52(1), pages 255-282, February.
  7. Djurdjica Stojanović & Svetlana Nikoličić & Milica Miličić, 2011. "Transport Fleet Sizing By Using Make And Buy Decision-Making," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(190), pages 77-102, July – Se.
  8. Roar Adland & Pierre Cariou & Francois-Charles Wolff, 2017. "What makes a freight market index ?," Post-Print hal-03913228, HAL.
  9. 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.
  10. Axarloglou, Kostas & Visvikis, Ilias & Zarkos, Stefanos, 2013. "The time dimension and value of flexibility in resource allocation: The case of the maritime industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 35-48.
  11. Javier Población & Gregorio Serna, 2018. "A common long-term trend for bulk shipping prices," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 20(3), pages 421-432, September.
  12. Jason Angelopoulos, 2017. "Time–frequency analysis of the Baltic Dry Index," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(2), pages 211-233, June.
  13. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, vol. 19(5), pages 747-782, November.
  14. Adland, Roar & Cariou, Pierre & Wolff, Francois-Charles, 2017. "What makes a freight market index? An empirical analysis of vessel fixtures in the offshore market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 104(C), pages 150-164.
  15. Tsouknidis, Dimitris A., 2016. "Dynamic volatility spillovers across shipping freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 91(C), pages 90-111.
  16. Liu, Junlin & Chen, Feier, 2018. "Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 316-327.
  17. Spyros Makridakis & Andreas Merikas & Anna Merika & Mike G. Tsionas & Marwan Izzeldin, 2020. "A novel forecasting model for the Baltic dry index utilizing optimal squeezing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 56-68, January.
  18. Adland, Roar & Cariou, Pierre & Wolff, Francois-Charles, 2016. "The influence of charterers and owners on bulk shipping freight rates," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 86(C), pages 69-82.
  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. 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.
  21. 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.
  22. Giamouzi, Maria & Nomikos, Nikos K, 2021. "Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 145(C).
  23. Zaili Yang & Esin Erol Mehmed, 2019. "Artificial neural networks in freight rate forecasting," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 21(3), pages 390-414, September.
  24. Nilu, Tanzila Yeasmin & Ahmed, Shek & Wang, Chuanxu, 2025. "Structural dynamics and volatility channels in bulk shipping: A time and frequency domain connectedness analysis," Energy, Elsevier, vol. 336(C).
  25. Peng, Zixuan & Shan, Wenxuan & Guan, Feng & Yu, Bin, 2016. "Stable vessel-cargo matching in dry bulk shipping market with price game mechanism," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 95(C), pages 76-94.
  26. Roar Adland & Pierre Cariou & Francois-Charles Wolff, 2019. "Comparing Transaction-based and Expert-generated Price Indices in the Market for Offshore Support Vessels," Journal of Transport Economics and Policy, University of Bath, vol. 53(1), pages 99.
  27. 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).
  28. Konstantinos D. Melas & Photis M. Panayides & Dimitris A. Tsouknidis, 2022. "Dynamic volatility spillovers and investor sentiment components across freight-shipping markets," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 24(2), pages 368-394, June.
  29. Abouarghoub, Wessam & Nomikos, Nikos K. & Petropoulos, Fotios, 2018. "On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 113(C), pages 225-238.
  30. Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October.
  31. Adland, Roar & Benth, Fred Espen & Koekebakker, Steen, 2018. "Multivariate modeling and analysis of regional ocean freight rates," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 113(C), pages 194-221.
  32. Engelen, Steve & Norouzzadeh, Payam & Dullaert, Wout & Rahmani, Bahareh, 2011. "Multifractal features of spot rates in the Liquid Petroleum Gas shipping market," Energy Economics, Elsevier, vol. 33(1), pages 88-98, January.
  33. Kavussanos, Manolis G. & Tsouknidis, Dimitris A., 2014. "The determinants of credit spreads changes in global shipping bonds," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 70(C), pages 55-75.
  34. Polemis, Dionysios & Bentsos, Christos, 2024. "Seasonality patterns in LNG shipping spot and time charter freight rates," Journal of Commodity Markets, Elsevier, vol. 35(C).
  35. Merkert, Rico & Webber, Tony, 2018. "How to manage seasonality in service industries – The case of price and seat factor management in airlines," Journal of Air Transport Management, Elsevier, vol. 72(C), pages 39-46.
  36. Georgios I. Papayiannis, 2022. "Static Hedging of Freight Rate Risk in the Shipping Market under Model Uncertainty," Papers 2207.00862, arXiv.org, revised Apr 2025.
  37. Zhang, X. & Chen, M.Y. & Wang, M.G. & Ge, Y.E. & Stanley, H.E., 2019. "A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 499-516.
  38. 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).
  39. Dinwoodie, John & Landamore, Melanie & Rigot-Muller, Patrick, 2014. "Dry bulk shipping flows to 2050: Delphi perceptions of early career specialists," Technological Forecasting and Social Change, Elsevier, vol. 88(C), pages 64-75.
  40. Panayiotis Theodossiou & Dimitris Tsouknidis & Christos Savva, 2020. "Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 1097-1119, June.
  41. Amir Alizadeh & Wayne Talley, 2011. "Microeconomic determinants of dry bulk shipping freight rates and contract times," Transportation, Springer, vol. 38(3), pages 561-579, May.
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