Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui +3 more
wiley +1 more source
Large gap asymptotics on annuli in the random normal matrix model. [PDF]
Math AnnCharlier C.
europepmc +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
A Sharp Deconfinement Transition for Potts Lattice Gauge Theory in Codimension Two. [PDF]
Commun Math PhysDuncan P, Schweinhart B.
europepmc +1 more source
Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça +1 more
wiley +1 more source
On Shape Optimization with Large Magnetic Fields in Two Dimensions. [PDF]
J Geom AnalLotoreichik V, Morin L.
europepmc +1 more source
Precise Determination of the Long-Time Asymptotics of the Diffusion Spreadability of Two-Phase Media [PDF]
Shaobing Yuan, Salvatore Torquato
openalex
Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues
, 2005 Anton Bovier +2 more
openalex +2 more sources
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Frequentist Grouped Weighted Quantile Sum Regression for Correlated Chemical Mixtures. [PDF]
Stat MedRud D +9 more
europepmc +1 more source