Freight rate co-movement and risk spillovers in the product tanker shipping market: a copula analysis
Tanker shipping is a crucial sector carrying energy products across regions worldwide. This paper examines freight rate return dependencies across six major clean product tanker shipping routes by the copula-GARCH model. Using information from marginal and copula models, extreme risk spillover effec...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/160449 |
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| Institution: | Nanyang Technological University |
| Language: | English |