Market Interactions and Volatility Spillover Effects Between Shipping, Oil and Stock Markets

Citation:

Syriopoulos T, Merikas A, Roumpis E. Market Interactions and Volatility Spillover Effects Between Shipping, Oil and Stock Markets. Submitted.

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Port Management & Shipping Dpt.
School of Economics & Political Sciences
National and Kapodistrian University of Athens
(+30) 6944 911 787
tsiriop@pms.uoa.gr

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Paper submitted to the 11 th World Conference on Transport Research June 24-28, 2007, Berkeley, California
Market Interactions and Volatility Spillover Effects Between Shipping, Oil and Stock Markets
Tsam ourgelis I.(2006)

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Theodoros Syriopoulos

Professor, Ports Management

Market Interactions and Volatility Spillover Effects Between Shipping, Oil and Stock Markets

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