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Dynamics and interdependencies among different shipping freight markets |
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| Authors: | Kevin X. Li Yi Xiao Shu-Ling Chen Wei Zhang Yuquan Du |
| Affiliation: | 1. Department of International Logistics, Chung-Ang University, Seoul, South Korea;2. Department of International Trade and Logistics, Graduate School of Chung-Ang University, Seoul, South Korea;3. Maritime and Logistics Management, National Centre for Ports and Shipping, Australian Maritime College, University of Tasmania, Newnham TAS, Australia |
| Abstract: | |
| Keywords: | shipping freight markets dynamics interdependencies granger causality tests GARCH-copula |