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...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Okan Duru, Emrah Gulay, Sinem Celik Girgin
Formato: article
Lenguaje:EN
Publicado: Elsevier 2021
Materias:
Acceso en línea:https://doaj.org/article/db40ff0427254f2dbf4a44fe30d3d1af
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!