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  • Ådland, Roar Os; Benth, Fred Espen; Koekebakker, Steen (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
    In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market ...