Price discovery, causality and forecasting in the freight futures market (Q1417897)
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scientific article; zbMATH DE number 2022002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price discovery, causality and forecasting in the freight futures market |
scientific article; zbMATH DE number 2022002 |
Statements
Price discovery, causality and forecasting in the freight futures market (English)
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6 January 2004
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futures markets
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forecasting
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Granger causality
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generalised impulse response analysis
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shipping
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0.7367771863937378
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0.7348251938819885
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0.7178823351860046
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0.7173992991447449
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