Measuring the level of risk exposure in tanker shipping freight markets
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- Wessam M. T. Abouarghoub & Iris Biefang-Frisancho Mariscal, 2011. "Measuring level of risk exposure in tanker Shipping freight markets," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 1(1), pages 20-44, December.
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"Measuring level of risk exposure in tanker Shipping freight markets,"
International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 1(1), pages 20-44, December.
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- Wessam M. T. Abouarghoub & Iris Biefang-Frisancho Mariscal, 2011. "Measuring level of risk exposure in tanker Shipping freight markets," International Journal of Business and Social Research, LAR Center Press, vol. 1(1), pages 20-44, December.
- Wessam Abouarghoub & Iris Biefang-Frisancho Mariscal & Peter Howells, 2013. "A two-state Markov-switching distinctive conditional variance application for tanker freight returns," Working Papers 20131314, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Charalampos Basdekis & Apostolos Christopoulos & Alexandros Gkolfinopoulos & Ioannis Katsampoxakis, 2022. "VaR as a risk management framework for the spot and futures tanker markets," Operational Research, Springer, vol. 22(4), pages 4287-4352, September.
- Wessam M. T. Abouarghoub & Iris Biefang-Frisancho Mariscal, 2011.
"Measuring level of risk exposure in tanker Shipping freight markets,"
International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 1(1), pages 20-44, December.
- Wessam Abouarghoub & Iris Biefang-Frisancho Mariscal, 2013. "Measuring the level of risk exposure in tanker shipping freight markets," Working Papers 20131313, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Baştuğ, Sedat & Haralambides, Hercules & Akan, Ercan & Kiraci, Kasim, 2023. "Risk mitigation in service industries: A research agenda on container shipping," Transport Policy, Elsevier, vol. 141(C), pages 232-244.
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Keywords
Value at Risk; GARCH; semi-parametric; Markov switching and freight volatility;All these keywords.
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