1Michael Beenstock, Andreas Vergottis. An Econometric Model of the World Market for Dry Cargo and Shipping[J].Applied Economstrics,1986,(21).
2Glen.D. The Market for Secondhand Ships Further Results on Efficiency Using Integration Analysis[J].Maritime Policy and Management, 1991,(24).
3Alizadeh,A.H.,Nomikos,N.K. The Price-volume Relationship in the Sale and Purchase Market for Dry Bulk Vessels[J].Maritime Policy and Management,2003,(4).
4Syriopoulos.T.,Roumpis, E. Price and Volume Dynamics in Second-hand Dry Bulk and Tanker Shipping Market[J].Maritime Policy and Management,2006,(5).
5KAVUSSANOS M G. The dynamics of time-varying volatilities in different size secondhand ship prices of the dry-cargo sector[ J]. Applied Econo, 2001, 29(4) : 433-443.
6MANOLIS G. KAVUSSANOS, AMIR H A. Efficient pricing of ships in the dry bulk sector of the shipping industry[ J ]. Maritime Policy & Manage, 1997, 29(3) : 303-330.
7马国强.基于VaR历史模拟法的干散货航运市场分析[D].上海:复旦大学,2010.
8SYRIOPOULOS T, ROUMPIS E. Asset allocation and value at risk in shipping equity portfolios [ J ]. Maritime Policy & Manage, 2009, 36 (1) : 57-78.
9KAVUSSANOS M G, DIMITRIS N D. Market risk model selection and medium-term risk with limited data: application to ocean tanker freight mar- kets[J]. Int Rev of Financial Anal, 2011, 20(5):258-268.
10AMIR H A, NIKOS K N. Shipping derivatives and risk management[ M ]. London: Faculty of Finance, Cass Business School, City Univ, 2008: 3-22.