Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models

• Yuye ZOU,

  Roles Methodology, Writing – original draft, Writing – review & editing

  Affiliation College of Economics and Management, Shanghai Maritime University, Shanghai, China

  https://orcid.org/0000-0002-1174-844X

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• Jing XU,

  Roles Software

  Affiliation College of Economics and Management, Shanghai Maritime University, Shanghai, China

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• Yanhui CHEN

  Roles Supervision

  * E-mail: chenyh@shmtu.edu.cn

  Affiliation College of Economics and Management, Shanghai Maritime University, Shanghai, China

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