2022
DOI: 10.1016/j.tranpol.2022.01.018
|View full text |Cite
|
Sign up to set email alerts
|

Measuring volatility spillover effects in dry bulk shipping market

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4
1

Citation Types

0
4
0

Year Published

2023
2023
2024
2024

Publication Types

Select...
7

Relationship

0
7

Authors

Journals

citations
Cited by 7 publications
(5 citation statements)
references
References 33 publications
0
4
0
Order By: Relevance
“…In particular, most agricultural products, such as cereals, seeds, fodder, sugar, cocoa, and coffee, belong to this category, but there are also products from the construction industry or the mining industry (metal ores, cement, and coal). Such products account for about 38% of the total maritime trade [14,50].…”
Section: Methodsmentioning
confidence: 99%
“…In particular, most agricultural products, such as cereals, seeds, fodder, sugar, cocoa, and coffee, belong to this category, but there are also products from the construction industry or the mining industry (metal ores, cement, and coal). Such products account for about 38% of the total maritime trade [14,50].…”
Section: Methodsmentioning
confidence: 99%
“…For example, they offer useful insights into setting future sales prices to agricultural commodity processors, provide necessary information for reaching contractual requirements to trading partners, shed light on potential opportunities for seeking profits in spot and futures markets and suggest possible gaps in risk management and policy assessments to policy makers. As price volatilities tend to be rather irregular (Marfatia, Ji, & Luo, 2022; Xu, 2017, Xu, 2020; Yang, Du, Lu, & Tejeda, 2022, Yang, Ge, & Li, 2022), different price levels have immense impacts on business and policy decisions (Ricome & Reynaud, 2022; Wang et al ., 2022; Warren-Vega, Aguilar-Hernández, Zárate-Guzmán, Campos-Rodríguez, & Romero-Cano, 2022; Xu, 2014; Xu & Thurman, 2015), and ultimately on allocations of resources and social welfare (Liu, Fang, Zhang, Zhong, & Chen, 2022; Ma, Zhang, Song, & Yu, 2022; Xu, 2019, Xu, 2019); price forecasting’s significance to the agricultural economic sector should not call for too much motivation.…”
Section: Introductionmentioning
confidence: 99%
“…Chinese financial markets are rapidly developing and becoming influential in global financial markets ( Fang et al., 2021 ; Cao and Xie, 2022 ). The shipping market played an irreplaceable role in global supply chains and international trade, thereby affecting financial markets ( Gong et al., 2020 ; Yang et al., 2022 ). The Chinese economy was affected by the COVID-19 pandemic ( Kim et al., 2021 ) in multiple ways, including an increase in unemployment and risk aversion, the interruption of supply chains, and a reduction in international trade, thereby generating risk spillover across Chinese financial and shipping markets ( Dai et al., 2022 ; Mensi et al., 2021 ; Si et al., 2021 ).…”
Section: Introductionmentioning
confidence: 99%