Assessing the impact of geopolitical risk variations on freight rate fluctuations in tanker vessels : a comprehensive analysis
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Keywords
Stationarity ; Geopolitical risk ; Freights ; Oil tanker ; Vector autoregressive modelAbstract
This thesis, titled “Assessing the impact of geopolitical risk variations on freight rate fluctuations in tanker vessels : a comprehensive analysis”, explores the impact of geopolitical risk index (D.Caldara & M.Iacoviello) on oil tankers freights rates (VLCC, Panamax, Suezmax, Aframax, MR). The global oil market is inherently volatile, and geopolitical events often exacerbate these fluctuations. Understanding the correlation between geopolitical risks and oil tanker freight rates is crucial for industry stakeholders and policy makers, as it provides insights into market behavior in response to global tensions and crises. This study integrates various geopolitical risk indexes with historical data on oil tanker freights, using robust econometric finance models, the Vector Autogression (VAR) methodology to analyze the relationships between these variables. The findings are intended to contribute to the broader body of literature on geopolitical risks and their economic implications in maritime transport.
Postgraduate Studies Programme
ΝαυτιλίαDepartment
Σχολή Ναυτιλίας και Βιομηχανίας. Τμήμα Ναυτιλιακών ΣπουδώνNumber of pages
90Language
EnglishCollections
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Αναφορά Δημιουργού-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Όχι Παράγωγα Έργα 3.0 Ελλάδα