BDI, Gold Price and Economic Growth

Procedia Economics and Finance - Tập 38 - Trang 280-286 - 2016
Melike Bildirici1, Fazıl Kayıkçı1, Işıl Şahin Onat2
1Yildiz Technical University, Department of Economics, Davutpaşa Campus, İstanbul, Turkey
2ING Bank, Risk Management, İstanbul, Turkey

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