Forthcoming Articles

International Journal of Shipping and Transport Logistics

International Journal of Shipping and Transport Logistics (IJSTL)

Forthcoming articles have been peer-reviewed and accepted for publication but are pending final changes, are not yet published and may not appear here in their final order of publication until they are assigned to issues. Therefore, the content conforms to our standards but the presentation (e.g. typesetting and proof-reading) is not necessarily up to the Inderscience standard. Additionally, titles, authors, abstracts and keywords may change before publication. Articles will not be published until the final proofs are validated by their authors.

Forthcoming articles must be purchased for the purposes of research, teaching and private study only. These articles can be cited using the expression "in press". For example: Smith, J. (in press). Article Title. Journal Title.

Articles marked with this shopping trolley icon are available for purchase - click on the icon to send an email request to purchase.

Online First articles are also listed here. Online First articles are fully citeable, complete with a DOI. They can be cited, read, and downloaded. Online First articles are published as Open Access (OA) articles to make the latest research available as early as possible.

Open AccessArticles marked with this Open Access icon are Online First articles. They are freely available and openly accessible to all without any restriction except the ones stated in their respective CC licenses.

Register for our alerting service, which notifies you by email when new issues are published online.

International Journal of Shipping and Transport Logistics (One paper in press)

Regular Issues

  • Volatility spillover effects of crude oil futures on tanker freight rates: new evidence from a time-frequency perspective   Order a copy of this article
    by Hongyue Guo, Xinru Li, Wenjuan Jia, Bin Meng, Cong Sui 
    Abstract: In this study, we investigate the volatility spillover impact of oil prices on tanker freight rates, by calculating the monthly volatilities of eleven representative tanker freight indices, West Texas Intermediate (WTI), and Brent futures price indices to measure the oil and tanker shipping markets risk, respectively. In particular, the high-frequency component of the tanker freight rate volatility is disentangled by adopting the ensemble empirical mode decomposition (EEMD) method and Fine-to-coarse algorithm. Besides, the time-varying parameter vector autoregressive (TVP-VAR) model is employed to analyse the impact of crude oil futures prices on the high-frequency component of tanker freight rates at the volatility level. Our results reveal that crude oil price volatility affects tanker freight rate volatility on different routes to varying degrees, and crude oil price volatility has a positive spillover effect on tanker freight rate volatility on short-haul routes and small-sized ships located on routes.
    Keywords: crude oil future; tanker freight rates; high-frequency component; volatility; EEMD model.
    DOI: 10.1504/IJSTL.2025.10074001
     

 

Return to top