Price discovery, causality and forecasting in the freight futures market

DOI10.1007/s11147-004-4811-7zbMath1074.91531OpenAlexW2094424928MaRDI QIDQ1417897

Manolis G. Kavussanos, Nikos K. Nomikos

Publication date: 6 January 2004

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-004-4811-7

zbMATH Keywords

forecastingGranger causalityfutures marketsgeneralised impulse response analysisshipping

Mathematics Subject Classification ID

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