Trading volume and volatility in the shipping forward freight market-Reference-Cited by-同舟云学术

Trading volume and volatility in the shipping forward freight market

Published:2013-01 Issue:1 Volume:49 Page:250-265
ISSN:1366-5545
Container-title:Transportation Research Part E: Logistics and Transportation Review
language:en
Short-container-title:Transportation Research Part E: Logistics and Transportation Review

Author:

Alizadeh Amir H.

Publisher

Elsevier BV

Subject

Transportation,Business and International Management,Civil and Structural Engineering

Reference56 articles.

1. Shipping Derivatives and Risk Management”;Alizadeh,2009

2. Measuring the market risk of freight rates: a value-at-risk approach;Angelidis;International Journal of Theoretical and Applied Finance,2008

3. Forecasting spot and forward prices in the international freight market;Batchelor;International Journal of Forecasting,2007

4. The relation between bid–ask spreads and price volatility in forward markets;Batchelor;Journal of Derivatives and Hedge Funds (formerly Derivatives Use, Trading and Regulation),2005

5. Price volatility, trading volume and market depth: evidence form futures markets;Bessembinder;Journal of Financial and Quantitative Analysis,1993

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