Blar i NHH Brage på forfatter "Brun, Snorre Andreas"
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Disentangling supply and demand shocks in the tanker shipping market : a structural vector autoregressive analysis of freight rate shocks and global stock returns
Bjørn-Hansen, Haakon; Brun, Snorre Andreas (Master thesis, 2017)This paper utilizes structural vector autoregression to analyze the dynamics of the tanker shipping market. Inspired by Kilian (2009) we suggest a structural decomposition of the real tanker freight rate into three ...