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Stock Index Futures, Price Discovery, GARCH, Volatility Spillovers
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Price discovery; Futures and forward markets; Granger causality; VECM-GARCH; Volatility
forward markets, cointegration, unbiasedness, shipping.
Business Risks, Shipping Derivatives, Hedging, Risk Management, Shipping
hedging effectiveness; futures markets; constant and time-varying hedge ratios; utility
Cointegration; VECM and ARIMA Models; Forecasting; Futures Markets; Emerging Markets; Predictability
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