BDI, Gold Price and Economic Growth
Tài liệu tham khảo
Alziadeh, 2010, Microeconomic determinants of dry bulk shipping freight rates and contract times, Transportation, 38, 561, 10.1007/s11116-010-9308-7
Anders Warne, 2000, 79(3), 508
Bakshi, 2010, The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Baltic Exchange, About Us, last accessed on 30 June 2014, from http://www.balticexchange.com.
Baltic Exchange, last accessed on 30 June 2014, from http://www.learningmarkets.com/understanding-the-baltic-dry-index/.
Bildirici, 2011, The Great Recession and The Effects of Oil Price Shocks and The U.S. Recession: A Markov-Switching and TAR-VEC Analysis, Journal of Energy and Development, 35
Clements, 2002, Modelling Business Cycle Features Using Switching Regime Models, Economics Series Working Papers 9958, University of Oxford, Department of Economics, 1
Cologni, 2008, Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries, Energy Economics, 30, 856, 10.1016/j.eneco.2006.11.001
Duru, 2010, A fuzzy integrated logical forecasting model for dry bulk shipping index forecasting: An improved fuzzy time series approach, Expert Systems with Applications, 37, 5372, 10.1016/j.eswa.2010.01.019
Gallagher, 1996, The Process Chemometrics Approach to Chemical Process Fault Detection and Supervision, J. of Process Control, 6, 329, 10.1016/0959-1524(96)00009-1
Geman, 2012, Shipping Markets and Freight Rates: An Analysis of the Baltic Dry Index, The Journal of Alternative Investments, 1, 98, 10.3905/jai.2012.15.1.098
Hamilton, 1989, A new approach to the economic analysis of nonstationary time series and the business cycle, Econometrica, 57, 357, 10.2307/1912559
Hamilton, 1994, Time Series Analysis, Princeton Unıversity Press, 257
Holmes, 2003, Oil Price Shocks and the Asymmetric Adjustment of UK Output: A Markov-switching approach, International Review of Applied Economics, 17, 181, 10.1080/0269217032000064044
Ng, 2001, LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power, Econometrica, 69, 1519, 10.1111/1468-0262.00256
Nicholas, 2013, Trade, Income and the Baltic Dry Index, European Economic Review, 59, 1, 10.1016/j.euroecorev.2012.12.004
Oomen, 2012, The Baltic Dry Index: A predictor of stock market returns?, Master Thesis, Tilburg University, Tilburg
Psaradakis, 2005, Markov-Switching causality and the Money-Output Relationship, Journal of Applied Econometrics, 665, 10.1002/jae.819
Sengupta, 2009, Recent Movements in the Baltic Dry Index, Economic SYNOPSES, Federal Reserve Bank of St. Louis, 12
Zuccollo, 2014, The Baltic Dry Index: A Leading Economic Indicator and its use in a South African context, Master Thesis, University of the Witwatersrand