Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models
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| Format: | Article |
| Language: | English |
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Public Library of Science (PLoS)
2025-01-01
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| Series: | PLoS ONE |
| Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11737719/?tool=EBI |
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| _version_ | 1832592754753929216 |
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| author | Yuye ZOU Jing XU Yanhui CHEN |
| author_facet | Yuye ZOU Jing XU Yanhui CHEN |
| author_sort | Yuye ZOU |
| collection | DOAJ |
| format | Article |
| id | doaj-art-eee36c38849b47a9bcc38575cc4488cf |
| institution | Kabale University |
| issn | 1932-6203 |
| language | English |
| publishDate | 2025-01-01 |
| publisher | Public Library of Science (PLoS) |
| record_format | Article |
| series | PLoS ONE |
| spelling | doaj-art-eee36c38849b47a9bcc38575cc4488cf2025-01-21T05:31:36ZengPublic Library of Science (PLoS)PLoS ONE1932-62032025-01-01201Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR modelsYuye ZOUJing XUYanhui CHENhttps://www.ncbi.nlm.nih.gov/pmc/articles/PMC11737719/?tool=EBI |
| spellingShingle | Yuye ZOU Jing XU Yanhui CHEN Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models PLoS ONE |
| title | Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models |
| title_full | Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models |
| title_fullStr | Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models |
| title_full_unstemmed | Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models |
| title_short | Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models |
| title_sort | volatility correlation and risk spillover effect between freight rates in bci and bpi markets evidence from static and dynamic garch copula and dynamic covar models |
| url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11737719/?tool=EBI |
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