Optimizing freight rate of spot market containers with uncertainties in shipping demand and available ship capacity

2021 ◽  
Vol 146 ◽  
pp. 314-332
Author(s):  
Yadong Wang ◽  
Qiang Meng
Keyword(s):  
1988 ◽  
Vol 22 (4) ◽  
pp. 93-114
Author(s):  
Gary Munro
Keyword(s):  

Author(s):  
Ludwig Dierks ◽  
Sven Seuken
Keyword(s):  

2021 ◽  
pp. 227797522098574
Author(s):  
Bhabani Sankar Rout ◽  
Nupur Moni Das ◽  
K. Chandrasekhara Rao

The present work has been designed to intensely investigate the capability of the commodity futures market in achieving the aim of price discovery. Further, the downside of the cash and futures market and transfer of the risk to other markets has also been studied using VaR, and Bivariate EGARCH. The findings of the work point that the metal commodity derivative market helps in the efficient discovery of price in the spot market except for nickel. But, in the case of the agricultural commodities, the spot is found to be leading and thus there is no price discovery except turmeric. On the other hand, the volatility spillover is bidirectional for both agri and metal commodities except copper, where volatility spills only from futures to spot. Further, the effect of negative shock informational bias differs from commodity to commodity, irrespective of metal or agriculture.


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