Predictability of second-hand bulk carriers with a novel hybrid algorithm
This paper investigates the predictability of the asset prices of commodity transport (i.e. dry bulk carriers) by testing the shipping Q index as a leading indicator. We employ a comprehensive back-testing procedure with a broad spectrum of benchmark simulations. The shipping Q index (an adaptation...
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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Elsevier
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/db40ff0427254f2dbf4a44fe30d3d1af |
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