{"id":"https://openalex.org/W2120608169","doi":"https://doi.org/10.1109/icsmc.2007.4413800","title":"Analysis on features of the fluctuation of international dirty tanker freight index","display_name":"Analysis on features of the fluctuation of international dirty tanker freight index","publication_year":2007,"publication_date":"2007-10-01","ids":{"openalex":"https://openalex.org/W2120608169","doi":"https://doi.org/10.1109/icsmc.2007.4413800","mag":"2120608169"},"language":"en","primary_location":{"id":"doi:10.1109/icsmc.2007.4413800","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icsmc.2007.4413800","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE International Conference on Systems, Man and Cybernetics","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5059328615","display_name":"Wei Fang","orcid":"https://orcid.org/0000-0001-8500-9220"},"institutions":[{"id":"https://openalex.org/I43313876","display_name":"Dalian Maritime University","ror":"https://ror.org/002b7nr53","country_code":"CN","type":"education","lineage":["https://openalex.org/I43313876"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fang Wei","raw_affiliation_strings":["Dalian Maritime University, Dalian, Linghai, P.R.China","Dalian Maritime Univ., Dalian"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dalian Maritime University, Dalian, Linghai, P.R.China","institution_ids":["https://openalex.org/I43313876"]},{"raw_affiliation_string":"Dalian Maritime Univ., Dalian","institution_ids":["https://openalex.org/I43313876"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5111916559","display_name":"Xiaodan Pan","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xiaodan Pan","raw_affiliation_strings":["China Petroleum Material & Equipment (Group) Corporation, Beijing, P.R.China","China Pet. Mater. & Equip. (Group) Corp., Beijing"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"China Petroleum Material & Equipment (Group) Corporation, Beijing, P.R.China","institution_ids":[]},{"raw_affiliation_string":"China Pet. Mater. & Equip. (Group) Corp., Beijing","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"a31","issue":null,"first_page":"720","last_page":"725"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9560999870300293,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.7687228322029114},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.6193815469741821},{"id":"https://openalex.org/keywords/leverage-effect","display_name":"Leverage effect","score":0.6123821139335632},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6004906296730042},{"id":"https://openalex.org/keywords/leverage","display_name":"Leverage (statistics)","score":0.5753095746040344},{"id":"https://openalex.org/keywords/arch","display_name":"Arch","score":0.45171406865119934},{"id":"https://openalex.org/keywords/unit-root-test","display_name":"Unit root test","score":0.43556106090545654},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4321656823158264},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.2986106276512146},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.27858614921569824},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.23223242163658142},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.11686119437217712},{"id":"https://openalex.org/keywords/structural-engineering","display_name":"Structural engineering","score":0.09554561972618103},{"id":"https://openalex.org/keywords/cointegration","display_name":"Cointegration","score":0.08307692408561707}],"concepts":[{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7687228322029114},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6193815469741821},{"id":"https://openalex.org/C2985497776","wikidata":"https://www.wikidata.org/wiki/Q1148384","display_name":"Leverage effect","level":4,"score":0.6123821139335632},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6004906296730042},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.5753095746040344},{"id":"https://openalex.org/C11312509","wikidata":"https://www.wikidata.org/wiki/Q12277","display_name":"Arch","level":2,"score":0.45171406865119934},{"id":"https://openalex.org/C144341231","wikidata":"https://www.wikidata.org/wiki/Q7887151","display_name":"Unit root test","level":3,"score":0.43556106090545654},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4321656823158264},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.2986106276512146},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.27858614921569824},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.23223242163658142},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.11686119437217712},{"id":"https://openalex.org/C66938386","wikidata":"https://www.wikidata.org/wiki/Q633538","display_name":"Structural engineering","level":1,"score":0.09554561972618103},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.08307692408561707},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icsmc.2007.4413800","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icsmc.2007.4413800","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE International Conference on Systems, Man and Cybernetics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W1514219219","https://openalex.org/W1999996900","https://openalex.org/W2010128741","https://openalex.org/W2066628373","https://openalex.org/W2082811146","https://openalex.org/W2141225236","https://openalex.org/W3125303607","https://openalex.org/W3125347762"],"related_works":["https://openalex.org/W2765913860","https://openalex.org/W2143835267","https://openalex.org/W3146868968","https://openalex.org/W2258026418","https://openalex.org/W1846476521","https://openalex.org/W3199988821","https://openalex.org/W2010083712","https://openalex.org/W1985460449","https://openalex.org/W2057062919","https://openalex.org/W3205547503"],"abstract_inverted_index":{"The":[0,85],"purpose":[1],"of":[2,11,26,46,74,77,103,107],"the":[3,14,27,29,38,75,95,98,104,114],"paper":[4,99],"is":[5,42],"to":[6,44,71],"model":[7],"and":[8,49,55,62,91,110],"study":[9],"features":[10],"fluctuation":[12,76],"in":[13,94],"international":[15],"dirty":[16,34],"tanker":[17,35,82,108],"shipping":[18],"market":[19],"using":[20],"GARCH":[21],"class.":[22],"As":[23],"an":[24],"indicator":[25],"market,":[28],"time":[30],"series":[31],"from":[32],"Baltic":[33],"index":[36],"covers":[37],"fluctuating":[39],"rules,":[40],"which":[41],"proved":[43],"be":[45,65],"auto":[47],"correlation":[48],"stationarity":[50],"by":[51,81],"unit":[52],"root":[53],"test":[54],"ARCH":[56],"LM":[57],"test.":[58],"Hereby":[59],"GARCH,":[60],"EGARCH":[61],"TGARCH":[63],"can":[64],"employed":[66],"better":[67],"than":[68],"other":[69],"models":[70],"interpret":[72],"characteristics":[73],"four":[78],"submarkets":[79,115],"divided":[80],"type":[83],"respectively.":[84],"results":[86],"show":[87],"a":[88],"significant":[89],"volatilities":[90],"leverage":[92],"effects":[93],"market.":[96],"Summarily,":[97],"offers":[100],"effective":[101],"clues":[102],"inherent":[105],"regularity":[106],"types":[109],"factors":[111],"that":[112],"impact":[113],"nowadays.":[116]},"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
