Gong, Y and Wang, X and Zhu, M and Ge, Y and Shi, W, “Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula”, The Journal of Futures Markets, 43 pp. 69-89. ISSN 0270-7314 (2022) [Refereed Article] |
Data Type | Value |
Type of Research | Applied Research |
Research Division | Commerce, Management, Tourism and Services |
Research Group | Transportation, logistics and supply chains |
Research Field | Maritime transportation and freight services |
Research Objective Division | Transport |
Research Objective Group | Water transport |
Research Objective Field | International sea freight transport (excl. live animals, food products and liquefied gas) |
Visit Item on eCite | http://ecite.utas.edu.au/153188 |
Digital Object Identifier | doi:10.1002/fut.22378 |
Scopus Source URL | View the full record on Scopus |
Scopus Citing URL | View the list of citing articles on Scopus |
Web of Science® Source URL | View the full record on Web of Science® |
Web of Science® Related URL | View the list of related articles on Web of Science® |