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Maritime Policy & Management
The flagship journal of international shipping and port research
Volume 49, 2022 - Issue 4
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Research Article

Measuring risk spillover effects on dry bulk shipping market: a value-at-risk approach

Jialin YangDepartment of Management, Shanghai Maritime University, College of Transport & Communications, Shanghai, ChinaView further author information
,
Xin ZhangDepartment of Management, Shanghai Maritime University, College of Transport & Communications, Shanghai, ChinaCorrespondence[email protected]
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Ying-En GeDepartment of Management, Shanghai Maritime University, College of Transport & Communications, Shanghai, ChinaORCID Iconhttps://orcid.org/0000-0002-8435-0483View further author information
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Pages 558-576 | Published online: 15 Apr 2021

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Read on this site (3)

Chengpeng Wan, Yinxiang Zhao, Di Zhang & Liang Fan. (2023) A system dynamics-based approach for risk analysis of waterway transportation in a mixed traffic environment. Maritime Policy & Management 0:0, pages 1-23.
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Lixian Fan & Jiaqi Xie. (2023) Identify determinants of container ship size investment choice. Maritime Policy & Management 50:2, pages 219-234.
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Haiying Jia. (2023) Multilevel analysis of bulk shipping fleet productivity: a big data approach. Maritime Policy & Management 0:0, pages 1-17.
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Wei Chen, Bing Chen & Xin Cai. (2023) Forecasting China’s stock market risk under the background of the Stock Connect programs. Soft Computing 28:3, pages 2483-2499.
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Ling Sun, Xinghe Wang, Youshui Lu & Zijiang Hu. (2023) Assessment of ship speed, operational carbon intensity indicator penalty and charterer profit of time charter ships. Heliyon 9:10, pages e20719.
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Shun Chen, Xingjian Wang, Shiyuan Zheng & Yuantao Chen. (2023) Exploring Drivers Shaping the Choice of Alternative-Fueled New Vessels. Journal of Marine Science and Engineering 11:10, pages 1896.
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Arthur Jin Lin. (2023) Volatility Contagion from Bulk Shipping and Petrochemical Industries to Oil Futures Market during the Economic Uncertainty. Mathematics 11:17, pages 3737.
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Cheng-Wen Chang, Ming-Hsien Hsueh, Chia-Nan Wang & Cheng-Chun Huang. (2023) Exploring the Factors Influencing the Impact of the COVID-19 Pandemic on Global Shipping: A Case Study of the Baltic Dry Index. Sustainability 15:14, pages 11367.
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Dariusz Gołȩbiewski, Tomasz Barszcz, Wioletta Skrodzka, Igor Wojnicki & Andrzej Bielecki. (2022) A New Approach to Risk Management in the Power Industry Based on Systems Theory. Energies 15:23, pages 9003.
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