Δυναμικές συσχετίσεις μεταξύ των ναυλαγορών και της αγοράς των εμπορευμάτων
This research investigates the correlations between freight rates and commodities' markets during the last decade. We employ the Dynamic Conditional Correlation (DCC) model to examine dynamics in the correlation of returns between shipping indices and commodities markets such as agricultural pr...
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| Language: | English |
| Published: |
2021
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| Online Access: | http://hdl.handle.net/11610/22123 |
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