The influence of COVID-19 epidemic on BDI volatility: An evidence from GARCH-MIDAS model

In this study, we use the sample data from Jan 22, 2020 to Jan 21, 2022 to investigate the impacts of added infection number on the volatility of BDI. Under this structure, the control variables (freight rate, Brent crude oil price, container idle rate, port congestion level, global port calls) are...

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Detalles Bibliográficos
Autores principales: Xu, Lang, Zou, Zeyuan, Zhou, Shaorui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9395311/
https://www.ncbi.nlm.nih.gov/pubmed/36035871
http://dx.doi.org/10.1016/j.ocecoaman.2022.106330

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9395311/
https://www.ncbi.nlm.nih.gov/pubmed/36035871
http://dx.doi.org/10.1016/j.ocecoaman.2022.106330

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