Katerina Tsakou

Swansea University

Singleton Park

Swansea , Wales SA2 8PP

United Kingdom

  • Swansea University

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Volatility Forecasting Across Tanker Freight Rates: The Role of Oil Price Shocks

Number of pages: 35 Posted: 27 Feb 2019
Konstantinos Gavriilidis, Dimos S Kambouroudis, Katerina Tsakou and Dimitris A. Tsouknidis
University of Stirling, University of Stirling - Department of Accounting and Finance, Swansea University and Athens University of Economics and Business
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Abstract:

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Volatility Forecasts, Tanker Freight Rates, Oil Price Shocks, GARCH-X Models