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The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test

The Baltic Dry Index (BDI) is a unique gauge for measuring the marine transportation of major dry bulk shipments. Increased sea freight is a precursor to the increase in economic activities. The volumes of sea trade and freight rates are influenced by import–export dynamics and changes in commodity...

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Detalles Bibliográficos
Autores principales: Bandyopadhyay, Arunava, Rajib, Prabina
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8566970/
http://dx.doi.org/10.1007/s13563-021-00287-y