Advanced search
Publication Cover
Transportation Letters
The International Journal of Transportation Research
Volume 10, 2018 - Issue 6
Submit an article Journal homepage
266
Views
7
CrossRef citations to date
0
Altmetric
Research Paper

Long memory and scaling behavior study of bulk freight rate volatility with structural breaks

Xiaoxu DingCollaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiao Tong University, Shanghai, China
,
Siyu DaiDepartment of Mechanical Engineering, Massachusetts Institute of Technology, Cambridge, MA, USAORCID Iconhttp://orcid.org/0000-0002-6762-485X
ORCID Icon,
Feier ChenCollaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiao Tong University, Shanghai, ChinaCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-3234-6896
ORCID Icon,
Yuqi MiaoCollaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiao Tong University, Shanghai, China
,
Kang TianCollaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiao Tong University, Shanghai, China
,
Yadong ZengDepartment of Mechanical Engineering, College of Science and Engineering, University of Minnesota, Minneapolis, MN, USA
,
Han XuSchool of Mechanical Engineering, Shanghai Jiao Tong University, Shanghai, China
&
Cao QinCollaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiao Tong University, Shanghai, China
 show all
Pages 343-353 | Published online: 06 Jan 2017

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Anoop K P & Vinay V. Panicker. (2022) Multimodal transportation planning with freight consolidation and volume discount on rail freight rate. Transportation Letters 14:3, pages 227-244.
Read now

Articles from other publishers (6)

Naima Saeed, Su Nguyen, Kevin Cullinane, Victor Gekara & Prem Chhetri. (2023) Forecasting container freight rates using the Prophet forecasting method. Transport Policy 133, pages 86-107.
Crossref
Christos Katris & Manolis G. Kavussanos. (2021) Time series forecasting methods for the Baltic dry index. Journal of Forecasting 40:8, pages 1540-1565.
Crossref
Xiwen Bai. (2021) Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach. Energy 235, pages 121383.
Crossref
Wei Xiao, Chuan Xu, Hongling Liu & Xiaobo Liu. (2021) A Hybrid LSTM-Based Ensemble Learning Approach for China Coastal Bulk Coal Freight Index Prediction. Journal of Advanced Transportation 2021, pages 1-23.
Crossref
Wei Xiao, Mi Gan, Hongling Liu & Xiaobo Liu. (2020) Modeling and Prediction of the Volatility of the Freight Rate in the Roadway Freight Market of China. Mathematical Problems in Engineering 2020, pages 1-15.
Crossref
Junlin Liu & Feier Chen. (2018) Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks. Physica A: Statistical Mechanics and its Applications 505, pages 316-327.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.