Blar i Scientific Publications in Economics and Finance på tidsskrift "Transportation Research Part E: Logistics and Transportation Review"
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Multivariate modeling and analysis of regional ocean freight rates
(Journal article; Peer reviewed, 2017)In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market ...