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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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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