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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2022
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| Materias: | |
| 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 |