1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/29598
DC FieldValueLanguage
dc.contributor.authorMelas, Konstantinos D.-
dc.contributor.authorPanayides, Photis-
dc.contributor.authorTsouknidis, Dimitris-
dc.date.accessioned2023-07-03T13:42:24Z-
dc.date.available2023-07-03T13:42:24Z-
dc.date.issued2022-06-01-
dc.identifier.citationMaritime Economics and Logistics, 2022, vol. 24, no. 2, pp.368–394en_US
dc.identifier.issn14792931-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/29598-
dc.description.abstractThis paper investigates whether dynamic volatility spillovers across freight-shipping markets can be explained by a comprehensive set of indicators capturing shipping investors’ sentiment. Our results reveal that an increase in the ratio of second-hand over newbuilding vessel price triggers an increase of the transmission of economic information within both the dry-bulk and tanker segments, while an increase in the ratio of price-to-earnings, as well as in the ratio of vessels sold over vessels of the global fleet also trigger an increase of the economic information transmission within each of the dry-bulk and tanker vessels, respectively. These results have important implications for shipping-market players, as they reveal novel mechanisms of the transmission of economic information within the segments and across the sub-segments of freight-shipping markets.en_US
dc.language.isoenen_US
dc.relation.ispartofMaritime Economics and Logisticsen_US
dc.rights© The Author(s), under exclusive licence to Springer Nature Limiteden_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/-
dc.subjectVolatility spilloversen_US
dc.subjectFreight-shipping marketsen_US
dc.subjectShipping sentimenten_US
dc.subjectVAR modelsen_US
dc.subjectPanel dataen_US
dc.titleDynamic volatility spillovers and investor sentiment components across freight-shipping marketsen_US
dc.typeArticleen_US
dc.collaborationThe Cyprus Centre for Business Researchen_US
dc.collaborationCyprus University of Technologyen_US
dc.collaborationAthens University of Economics and Businessen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsHybrid Open Accessen_US
dc.countryCyprusen_US
dc.countryGreeceen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1057/s41278-021-00209-3en_US
dc.identifier.scopus2-s2.0-85131401736-
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/85131401736-
dc.relation.issue2en_US
dc.relation.volume24en_US
cut.common.academicyear2022-2023en_US
dc.identifier.spage368en_US
dc.identifier.epage394en_US
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.fulltextNo Fulltext-
item.languageiso639-1en-
item.cerifentitytypePublications-
item.openairetypearticle-
crisitem.author.deptDepartment of Shipping-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.orcid0000-0003-0593-1464-
crisitem.author.orcid0000-0003-1866-2590-
crisitem.author.parentorgFaculty of Management and Economics-
crisitem.author.parentorgFaculty of Management and Economics-
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