Scaling Behavior of Bulk Freight Rate Volatility Before and After Noise Reduction
Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this paper, we analyze the bulk freight rate index by detrended fluctuation analysis （DFA） method and discover the scaling behavior. Switching points...
Saved in:
| Published in | Shanghai jiao tong da xue xue bao Vol. 21; no. 6; pp. 655 - 661 |
|---|---|
| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
Shanghai
Shanghai Jiaotong University Press
01.12.2016
Springer Nature B.V |
| Subjects | |
| Online Access | Get full text |
| ISSN | 1007-1172 1995-8188 |
| DOI | 10.1007/s12204-016-1778-0 |
Cover
| Abstract | Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this paper, we analyze the bulk freight rate index by detrended fluctuation analysis （DFA） method and discover the scaling behavior. Switching points （SPs）, as the indicators of scaling behavior, can be eliminated after Vondrak noise reduction technique. Therefore, we conclude that high- frequency noise is the cause of SP. |
|---|---|
| AbstractList | Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this paper, we analyze the bulk freight rate index by detrended fluctuation analysis (DFA) method and discover the scaling behavior. Switching points (SPs), as the indicators of scaling behavior, can be eliminated after Vondr´ak noise reduction technique. Therefore, we conclude that highfrequency noise is the cause of SP. Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this paper, we analyze the bulk freight rate index by detrended fluctuation analysis （DFA） method and discover the scaling behavior. Switching points （SPs）, as the indicators of scaling behavior, can be eliminated after Vondrak noise reduction technique. Therefore, we conclude that high- frequency noise is the cause of SP. Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this paper, we analyze the bulk freight rate index by detrended fluctuation analysis (DFA) method and discover the scaling behavior. Switching points (SPs), as the indicators of scaling behavior, can be eliminated after Vondr'ak noise reduction technique. Therefore, we conclude that highfrequency noise is the cause of SP. |
| Author | 代思宇 陈飞儿 曾亚东 曾鑫 |
| AuthorAffiliation | State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiaotong University, Shanghai 200240, China Collaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, Shanghai 200240, China College of Transport and Communications, Shanghai Maritime University, Shanghai 201306, China |
| Author_xml | – sequence: 1 fullname: 代思宇 陈飞儿 曾亚东 曾鑫 |
| BookMark | eNp9kE1PVTEQhhuDiYD-AHeNbtwcnen5aLsEAmpCIIC6bXr7cW_x0ELbY8K_tzeXGMOCVbt4npl33gOyF1N0hLxH-IwA_EtBxmDoAKcOORcdvCL7KOXYCRRir_0b1CFy9oYclHILMEDfy31ydWP0HOKaHruN_hNSpsnT42X-Tc-yC-tNpde6OvorzbqGOdTHBvqUHdXR0iNfXaYXKRRHr51dTA0pviWvvZ6Le_f0HpKfZ6c_Tr5155dfv58cnXeGSYROMyulxpUdhBy942Zo2fkoVq6HyU-wMtL6FRtHO_W2EYP1hgGzYrLM8b7vD8mn3dz7nB4WV6q6C8W4edbRpaUolDAwHCQXDf34DL1NS44tnWrtgGAMcTuQ7yiTUynZeWVC1duTatZhVghq26LaVa1aXLWtWkEz8Zl5n8Odzo8vOmznlMbGtcv_ZXpB-vC0aJPi-qF5_zZNHHi7dZL9X7D_nDU |
| CitedBy_id | crossref_primary_10_1155_2021_5573650 |
| Cites_doi | 10.1016/j.iref.2012.07.007 10.1007/s10955-009-9914-y 10.1016/j.physa.2009.02.011 10.1016/j.nonrwa.2004.08.004 10.1016/j.tre.2011.05.008 10.1063/1.166141 10.1179/1942787514Y.0000000013 10.1016/j.jneumeth.2008.01.010 10.1016/j.physa.2011.04.005 10.1057/palgrave.mel.9100079 10.1109/TGRS.2008.916981 10.1080/01431160500522692 10.1016/j.tre.2012.12.001 10.1016/j.nonrwa.2009.05.008 10.1016/j.tre.2012.12.006 10.1016/j.qref.2012.04.004 10.1016/j.nonrwa.2009.11.009 10.1016/j.tre.2012.11.009 10.1016/j.physa.2013.11.029 10.1016/j.physa.2005.10.020 10.1016/j.intfin.2014.10.002 10.1016/j.jhydrol.2011.09.010 10.1016/j.physa.2006.10.038 10.1016/j.physa.2014.05.004 10.1016/j.physa.2011.07.009 10.1016/j.tre.2012.08.001 10.1016/j.orgel.2012.04.003 |
| ContentType | Journal Article |
| Copyright | Shanghai Jiaotong University and Springer-Verlag Berlin Heidelberg 2016 Copyright Springer Science & Business Media 2016 |
| Copyright_xml | – notice: Shanghai Jiaotong University and Springer-Verlag Berlin Heidelberg 2016 – notice: Copyright Springer Science & Business Media 2016 |
| DBID | 2RA 92L CQIGP W92 ~WA AAYXX CITATION 7SC 7SP 7SR 7TB 7U5 8BQ 8FD FR3 JG9 JQ2 KR7 L7M L~C L~D |
| DOI | 10.1007/s12204-016-1778-0 |
| DatabaseName | 中文期刊服务平台 中文科技期刊数据库-CALIS站点 中文科技期刊数据库-7.0平台 中文科技期刊数据库-工程技术 中文科技期刊数据库- 镜像站点 CrossRef Computer and Information Systems Abstracts Electronics & Communications Abstracts Engineered Materials Abstracts Mechanical & Transportation Engineering Abstracts Solid State and Superconductivity Abstracts METADEX Technology Research Database Engineering Research Database Materials Research Database ProQuest Computer Science Collection Civil Engineering Abstracts Advanced Technologies Database with Aerospace Computer and Information Systems Abstracts Academic Computer and Information Systems Abstracts Professional |
| DatabaseTitle | CrossRef Materials Research Database Civil Engineering Abstracts Technology Research Database Computer and Information Systems Abstracts – Academic Mechanical & Transportation Engineering Abstracts Electronics & Communications Abstracts ProQuest Computer Science Collection Computer and Information Systems Abstracts METADEX Computer and Information Systems Abstracts Professional Engineered Materials Abstracts Solid State and Superconductivity Abstracts Engineering Research Database Advanced Technologies Database with Aerospace |
| DatabaseTitleList | Materials Research Database Materials Research Database |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Sciences (General) Engineering Architecture Computer Science |
| DocumentTitleAlternate | Scaling Behavior of Bulk Freight Rate Volatility Before and After Noise Reduction |
| EISSN | 1995-8188 |
| EndPage | 661 |
| ExternalDocumentID | 10_1007_s12204_016_1778_0 670797869 |
| GroupedDBID | -5B -5G -BR -EM -Y2 -~C .86 .VR 06D 0R~ 0VY 188 1N0 29~ 2B. 2C0 2J2 2JN 2JY 2KG 2KM 2LR 2RA 2VQ 2~H 30V 4.4 406 408 40D 40E 5GY 5VR 5VS 6NX 8RM 8TC 92H 92I 92L 92R 93N 95- 95. 95~ 96X AAAVM AABHQ AAFGU AAHNG AAIAL AAJKR AANZL AARHV AARTL AATNV AATVU AAUYE AAWCG AAYFA AAYIU AAYQN AAYTO ABDZT ABECU ABFGW ABFTV ABHQN ABJNI ABJOX ABKAS ABKCH ABMNI ABMQK ABNWP ABQBU ABSXP ABTEG ABTHY ABTKH ABTMW ABWNU ABXPI ACAOD ACBMV ACBRV ACBXY ACBYP ACGFS ACHSB ACHXU ACIGE ACIPQ ACIWK ACKNC ACMDZ ACMLO ACOKC ACOMO ACPRK ACSNA ACTTH ACVWB ACWMK ACZOJ ADHHG ADHIR ADINQ ADKNI ADKPE ADMDM ADOXG ADRFC ADTPH ADURQ ADYFF ADZKW AEBTG AEFTE AEGAL AEGNC AEJHL AEJRE AEOHA AEPYU AESKC AESTI AETLH AEVLU AEVTX AEXYK AFGCZ AFLOW AFNRJ AFQWF AFRAH AFUIB AFWTZ AFZKB AGAYW AGDGC AGGBP AGJBK AGMZJ AGQMX AGWIL AGWZB AGYKE AHAVH AHBYD AHKAY AHSBF AHYZX AIAKS AIIXL AILAN AIMYW AITGF AJBLW AJDOV AJRNO AJZVZ AKQUC ALMA_UNASSIGNED_HOLDINGS ALWAN AMKLP AMXSW AMYLF AMYQR AOCGG ARMRJ AXYYD B-. BA0 BDATZ BGNMA CAG CCEZO CEKLB CHBEP COF CQIGP CS3 CSCUP CW9 DDRTE DNIVK DPUIP DU5 EBLON EBS EIOEI EJD ESBYG FA0 FERAY FFXSO FIGPU FINBP FNLPD FRRFC FSGXE FWDCC GGCAI GGRSB GJIRD GNWQR GQ6 GQ7 HF~ HG6 HLICF HMJXF HRMNR HZ~ IJ- IKXTQ IWAJR IXC IXD I~X I~Z J-C JBSCW JZLTJ KOV LLZTM M4Y MA- NPVJJ NQJWS NU0 O9- O9J OK1 P9P PF0 PT4 QOS R89 R9I RIG ROL RPX RSV S16 S1Z S27 S3B SAP SCL SDH SEG SHX SISQX SNE SNPRN SNX SOHCF SOJ SPISZ SRMVM SSLCW STPWE SZN T13 TCJ TGT TSG TSV TUC U2A UG4 UGNYK UNUBA UOJIU UTJUX UZ4 UZXMN VC2 VFIZW W48 W92 WK8 YLTOR Z7R Z7Z Z85 ZMTXR ~A9 ~WA -SC -S~ AACDK AAJBT AASML AAXDM AAYZH ABAKF ACDTI ACPIV AEFQL AEMSY AFBBN AGQEE AGRTI AIGIU CAJEC H13 Q-- SJYHP U1G U5M UY8 AAPKM AAYXX ABBRH ABDBE ABFSG ABRTQ ACSTC AEZWR AFDZB AFHIU AFOHR AHPBZ AHWEU AIXLP ATHPR AYFIA CITATION 7SC 7SP 7SR 7TB 7U5 8BQ 8FD FR3 JG9 JQ2 KR7 L7M L~C L~D |
| ID | FETCH-LOGICAL-c2910-a2d99a1bd4895fe7c4016758be306f60bc9dfb255d63d95f4dfc202d86d2e7333 |
| IEDL.DBID | AGYKE |
| ISSN | 1007-1172 |
| IngestDate | Wed Oct 01 13:42:01 EDT 2025 Fri Jul 25 10:46:28 EDT 2025 Wed Oct 01 03:05:54 EDT 2025 Thu Apr 24 23:04:53 EDT 2025 Fri Feb 21 02:37:21 EST 2025 Wed Feb 14 10:06:45 EST 2024 |
| IsPeerReviewed | true |
| IsScholarly | true |
| Issue | 6 |
| Keywords | scaling behavior noise reduction Vondr´ak filtering F 551 bulk freight rate detrended fluctuation analysis (DFA) |
| Language | English |
| LinkModel | DirectLink |
| MergedId | FETCHMERGED-LOGICAL-c2910-a2d99a1bd4895fe7c4016758be306f60bc9dfb255d63d95f4dfc202d86d2e7333 |
| Notes | bulk freight rate, noise reduction, detrended fluctuation analysis （DFA）, Vondrak filtering, scalingbehavior 31-1943/U DAI Siyu, CHEN Feier, ZENG Yadong, ZENG Xin （1. State Key Laboratory of Ocean Engineering, School of Naval Architecture, Ocean and Engineering, Shanghai Jiaotong University, Shanghai 200240, China; 2. Collaborative Innovation Center for Advanced Ship and Deep-Sea Exploration, Shanghai 200240, China; 3. College of Transport and Communications, Shanghai Maritime University, Shanghai 201306, China） Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this paper, we analyze the bulk freight rate index by detrended fluctuation analysis （DFA） method and discover the scaling behavior. Switching points （SPs）, as the indicators of scaling behavior, can be eliminated after Vondrak noise reduction technique. Therefore, we conclude that high- frequency noise is the cause of SP. ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 content type line 23 |
| PQID | 1880822113 |
| PQPubID | 2043647 |
| PageCount | 7 |
| ParticipantIDs | proquest_miscellaneous_1904214978 proquest_journals_1880822113 crossref_citationtrail_10_1007_s12204_016_1778_0 crossref_primary_10_1007_s12204_016_1778_0 springer_journals_10_1007_s12204_016_1778_0 chongqing_primary_670797869 |
| ProviderPackageCode | CITATION AAYXX |
| PublicationCentury | 2000 |
| PublicationDate | 20161200 |
| PublicationDateYYYYMMDD | 2016-12-01 |
| PublicationDate_xml | – month: 12 year: 2016 text: 20161200 |
| PublicationDecade | 2010 |
| PublicationPlace | Shanghai |
| PublicationPlace_xml | – name: Shanghai – name: Heidelberg |
| PublicationTitle | Shanghai jiao tong da xue xue bao |
| PublicationTitleAbbrev | J. Shanghai Jiaotong Univ. (Sci.) |
| PublicationTitleAlternate | Journal of Shanghai Jiaotong university |
| PublicationYear | 2016 |
| Publisher | Shanghai Jiaotong University Press Springer Nature B.V |
| Publisher_xml | – name: Shanghai Jiaotong University Press – name: Springer Nature B.V |
| References | Wang, Huang, Liu (CR21) 2013; 51 Labat, Masbou, Beaulieu (CR32) 2011; 410 Nagarajan (CR7) 2006; 366 Hassani, Soofi, Zhigljavsky (CR12) 2010; 11 He, Wu, Cheng (CR13) 2011; 60 Li, Ding, Huang (CR17) 2006; 27 Choo, Muniandy, Chua (CR33) 2012; 13 Manimaran, Panigrahi, Parikh (CR28) 2009; 388 Yamada, Yamashita, Oda (CR30) 2005; 6 Kavussanos (CR23) 1996; 30 Preis, Stanley (CR3) 2009; 23 Erdogan, Tata, Karahasan (CR20) 2013; 25 Sun, Sheng (CR9) 2011; 390 Alizadeh (CR19) 2013; 49 Arouri, Hammoudeh, Lahiani (CR29) 2012; 52 Valencia, Artieda, Alegre (CR10) 2008; 170 Nomikos, Doctor (CR2) 2013; 52 Preis, Stanley (CR4) 2010; 138 Li, Fu, Yuan (CR27) 2014; 410 Vondrá (CR15) 1977; 28 Gulich, Zunino (CR5) 2014; 397 Rivera-Castro, Miranda, Cajueiro (CR6) 2012; 391 Nomikos, Kyriakou, Papapostolou (CR1) 2013; 51 Kavussanos (CR24) 1996; 32 Vondrák (CR14) 1969; 20 Kavussanos (CR25) 2003; 5 Li, Ding, Zheng (CR18) 2008; 46 Rodriguez, Echeverrí, Alvarezramirez (CR8) 2007; 375 Xu, Yip, Marlow (CR26) 2011; 47 Dai, Hu, Chen (CR34) 2014; 6 Peng, Havlin, Stanley (CR31) 1995; 5 Ding, Li, Zheng (CR16) 2005 Alizadeh, Muradoglu (CR22) 2014; 33 Gosse (CR11) 2010; 11 W P He (1778_CR13) 2011; 60 Q L Li (1778_CR27) 2014; 410 T Preis (1778_CR4) 2010; 138 M E H Arouri (1778_CR29) 2012; 52 J J Xu (1778_CR26) 2011; 47 K Y Choo (1778_CR33) 2012; 13 M Valencia (1778_CR10) 2008; 170 M G Kavussanos (1778_CR25) 2003; 5 L Dai (1778_CR34) 2014; 6 N K Nomikos (1778_CR2) 2013; 52 P Manimaran (1778_CR28) 2009; 388 M Yamada (1778_CR30) 2005; 6 T Preis (1778_CR3) 2009; 23 R Nagarajan (1778_CR7) 2006; 366 A H Alizadeh (1778_CR22) 2014; 33 D Labat (1778_CR32) 2011; 410 D Gulich (1778_CR5) 2014; 397 H Wang (1778_CR21) 2013; 51 M G Kavussanos (1778_CR23) 1996; 30 H Hassani (1778_CR12) 2010; 11 A H Alizadeh (1778_CR19) 2013; 49 O Erdogan (1778_CR20) 2013; 25 K J Vondrá (1778_CR15) 1977; 28 ZW Li (1778_CR17) 2006; 27 ZW Li (1778_CR18) 2008; 46 N K Nomikos (1778_CR1) 2013; 51 M G Kavussanos (1778_CR24) 1996; 32 J L Sun (1778_CR9) 2011; 390 X L Ding (1778_CR16) 2005 C K Peng (1778_CR31) 1995; 5 E Rodriguez (1778_CR8) 2007; 375 M A Rivera-Castro (1778_CR6) 2012; 391 L Gosse (1778_CR11) 2010; 11 J Vondrák (1778_CR14) 1969; 20 |
| References_xml | – volume: 25 start-page: 282 year: 2013 end-page: 290 ident: CR20 article-title: Dynamics of the co-movement between stock and maritime markets [J] publication-title: International Review of Economics and Finance doi: 10.1016/j.iref.2012.07.007 – volume: 138 start-page: 431 year: 2010 end-page: 446 ident: CR4 article-title: Switching phenomena in a system with no switches [J] publication-title: Journal of Statistical Physics doi: 10.1007/s10955-009-9914-y – start-page: 25 year: 2005 end-page: 29 ident: CR16 article-title: SAR interferogram filtering with 2D Vondrák filter publication-title: Geoscience and Remote Sensing Symposium. – volume: 388 start-page: 2306 year: 2009 end-page: 2314 ident: CR28 article-title: Multiresolution analysis of fluctuations in nonstationary time series through discrete wavelets [J] publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2009.02.011 – volume: 60 start-page: 4 issue: 2 year: 2011 end-page: 9 ident: CR13 article-title: Comparison of applications of different filter methods for de-noising detrended fluctuation analysis [J] publication-title: Acta Physica Sinica – volume: 6 start-page: 175 year: 2005 end-page: 185 ident: CR30 article-title: Nonlinear measures of heart beat intervals differ in female patients with chest pain [J] publication-title: Nonlinear Analysis: Real World Applications doi: 10.1016/j.nonrwa.2004.08.004 – volume: 47 start-page: 983 year: 2011 end-page: 991 ident: CR26 article-title: The dynamics between freight volatility and fleet size growth in dry bulk shipping markets [J] publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2011.05.008 – volume: 5 start-page: 82 issue: 1 year: 1995 end-page: 87 ident: CR31 article-title: Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series [J] publication-title: Chaos doi: 10.1063/1.166141 – volume: 6 start-page: 57 issue: 2 year: 2014 end-page: 66 ident: CR34 article-title: Volatility transmission in the dry bulk newbuilding and secondhand markets: An empirical research [J] publication-title: Transportation Letters doi: 10.1179/1942787514Y.0000000013 – volume: 170 start-page: 310 year: 2008 end-page: 316 ident: CR10 article-title: Influence of filters in the detrended fluctuation analysis of digital electroencephalographic data [J] publication-title: Journal of Neuroscience Methods doi: 10.1016/j.jneumeth.2008.01.010 – volume: 390 start-page: 2995 year: 2011 end-page: 3001 ident: CR9 article-title: A hybrid detrending method for fractional Gaussian noise [J] publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2011.04.005 – volume: 5 start-page: 227 year: 2003 end-page: 250 ident: CR25 article-title: Time varying risks among segments of the tanker freight markets [J] publication-title: Maritime Economics and Logistics doi: 10.1057/palgrave.mel.9100079 – volume: 46 start-page: 2044 issue: 7 year: 2008 end-page: 2049 ident: CR18 article-title: Least squaresbased filter for remote sensing image noise reduction [J] publication-title: IEEE Transactions on Geoscience and Remote Sensing doi: 10.1109/TGRS.2008.916981 – volume: 27 start-page: 2991 issue: 14 year: 2006 end-page: 3000 ident: CR17 article-title: Filtering method for SAR interferograms with strong noise [J] publication-title: International Journal of Remote Sensing doi: 10.1080/01431160500522692 – volume: 51 start-page: 82 year: 2013 end-page: 94 ident: CR1 article-title: Freight options: Price modelling and empirical analysis [J] publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.12.001 – volume: 11 start-page: 2023 year: 2010 end-page: 2034 ident: CR12 article-title: Predicting daily exchange rate with singular spectrum analysis [J] publication-title: Nonlinear Analysis: Real World Applications doi: 10.1016/j.nonrwa.2009.05.008 – volume: 51 start-page: 109 year: 2013 end-page: 116 ident: CR21 article-title: Optimal tanker chartering decisions with spot freight rate dynamics considerations [J] publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.12.006 – volume: 52 start-page: 207 year: 2012 end-page: 218 ident: CR29 article-title: Long memory and structural breaks in modeling the return and volatility dynamics of precious metals [J] publication-title: The Quarterly Review of Economics and Finance doi: 10.1016/j.qref.2012.04.004 – volume: 32 start-page: 161 issue: 2 year: 1996 end-page: 176 ident: CR24 article-title: Price risk modelling of different size vessels in the tanker industry using autoregressive conditional heteroskedasticity (ARCH) models [J] publication-title: Logistics and Transportation Review – volume: 23 start-page: 18 year: 2009 end-page: 23 ident: CR3 article-title: How to characterize trend switching processes in financial markets [J] publication-title: APCTP Bulletin – volume: 11 start-page: 3139 year: 2010 end-page: 3154 ident: CR11 article-title: Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces [J] publication-title: Nonlinear Analysis: Real World Applications doi: 10.1016/j.nonrwa.2009.11.009 – volume: 52 start-page: 77 year: 2013 end-page: 93 ident: CR2 article-title: Economic significance of market timing rules in the forward freight agreement markets [J] publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.11.009 – volume: 28 start-page: 84 issue: 2 year: 1977 end-page: 89 ident: CR15 article-title: Problem of smoothing observational data II [J] publication-title: Bulletin of the Astronomical Institute of Czechoslovakia – volume: 397 start-page: 17 year: 2014 end-page: 30 ident: CR5 article-title: A criterion for the determination of optimal scaling ranges in DFA and MF-DFA [J] publication-title: Physica A: Statistical Mechanics and its Applications doi: 10.1016/j.physa.2013.11.029 – volume: 366 start-page: 1 year: 2006 end-page: 17 ident: CR7 article-title: Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes [J] publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2005.10.020 – volume: 33 start-page: 445 year: 2014 end-page: 461 ident: CR22 article-title: Stock market efficiency and international shipping-market information [J] publication-title: Journal of International Financial Markets, Institutions and Money doi: 10.1016/j.intfin.2014.10.002 – volume: 30 start-page: 67 year: 1996 end-page: 82 ident: CR23 article-title: Comparisons of volatility in the dry-cargo ship sector: Spot versus time charters, and smaller versus larger vessels [J] publication-title: Journal of Transport Economics and Policy – volume: 410 start-page: 162 year: 2011 end-page: 168 ident: CR32 article-title: Scaling behavior of the fluctuations in stream flow at the outlet of karstic watersheds, France [J] publication-title: Journal of Hydrology doi: 10.1016/j.jhydrol.2011.09.010 – volume: 375 start-page: 699 year: 2007 end-page: 708 ident: CR8 article-title: Detrending fluctuation analysis based on high-pass filtering [J] publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2006.10.038 – volume: 410 start-page: 9 year: 2014 end-page: 16 ident: CR27 article-title: Effects of nonstationarity on the magnitude and sign scaling in the multi-scale vertical velocity increment [J] publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2014.05.004 – volume: 391 start-page: 170 year: 2012 end-page: 179 ident: CR6 article-title: Detecting switching points using asymmetric detrended fluctuation analysis [J] publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2011.07.009 – volume: 49 start-page: 250 year: 2013 end-page: 265 ident: CR19 article-title: Trading volume and volatility in the shipping forward freight market [J] publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.08.001 – volume: 13 start-page: 1370 year: 2012 end-page: 1376 ident: CR33 article-title: Scaling behaviors of transient noise current in organic field-effect transistors [J] publication-title: Organic Electronics doi: 10.1016/j.orgel.2012.04.003 – volume: 20 start-page: 349 issue: 6 year: 1969 end-page: 355 ident: CR14 article-title: A contribution to the problem of smoothing observational data [J] publication-title: Bulletin of the Astronomical Institute of Czechoslovakia – volume: 410 start-page: 9 year: 2014 ident: 1778_CR27 publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2014.05.004 – volume: 375 start-page: 699 year: 2007 ident: 1778_CR8 publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2006.10.038 – volume: 391 start-page: 170 year: 2012 ident: 1778_CR6 publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2011.07.009 – volume: 33 start-page: 445 year: 2014 ident: 1778_CR22 publication-title: Journal of International Financial Markets, Institutions and Money doi: 10.1016/j.intfin.2014.10.002 – volume: 51 start-page: 82 year: 2013 ident: 1778_CR1 publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.12.001 – volume: 27 start-page: 2991 issue: 14 year: 2006 ident: 1778_CR17 publication-title: International Journal of Remote Sensing doi: 10.1080/01431160500522692 – volume: 32 start-page: 161 issue: 2 year: 1996 ident: 1778_CR24 publication-title: Logistics and Transportation Review – volume: 6 start-page: 57 issue: 2 year: 2014 ident: 1778_CR34 publication-title: Transportation Letters doi: 10.1179/1942787514Y.0000000013 – volume: 6 start-page: 175 year: 2005 ident: 1778_CR30 publication-title: Nonlinear Analysis: Real World Applications doi: 10.1016/j.nonrwa.2004.08.004 – volume: 60 start-page: 4 issue: 2 year: 2011 ident: 1778_CR13 publication-title: Acta Physica Sinica – volume: 51 start-page: 109 year: 2013 ident: 1778_CR21 publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.12.006 – volume: 5 start-page: 227 year: 2003 ident: 1778_CR25 publication-title: Maritime Economics and Logistics doi: 10.1057/palgrave.mel.9100079 – volume: 366 start-page: 1 year: 2006 ident: 1778_CR7 publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2005.10.020 – volume: 5 start-page: 82 issue: 1 year: 1995 ident: 1778_CR31 publication-title: Chaos doi: 10.1063/1.166141 – volume: 52 start-page: 207 year: 2012 ident: 1778_CR29 publication-title: The Quarterly Review of Economics and Finance doi: 10.1016/j.qref.2012.04.004 – volume: 28 start-page: 84 issue: 2 year: 1977 ident: 1778_CR15 publication-title: Bulletin of the Astronomical Institute of Czechoslovakia – volume: 23 start-page: 18 year: 2009 ident: 1778_CR3 publication-title: APCTP Bulletin – start-page: 25 volume-title: Geoscience and Remote Sensing Symposium. year: 2005 ident: 1778_CR16 – volume: 138 start-page: 431 year: 2010 ident: 1778_CR4 publication-title: Journal of Statistical Physics doi: 10.1007/s10955-009-9914-y – volume: 49 start-page: 250 year: 2013 ident: 1778_CR19 publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.08.001 – volume: 11 start-page: 3139 year: 2010 ident: 1778_CR11 publication-title: Nonlinear Analysis: Real World Applications doi: 10.1016/j.nonrwa.2009.11.009 – volume: 47 start-page: 983 year: 2011 ident: 1778_CR26 publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2011.05.008 – volume: 20 start-page: 349 issue: 6 year: 1969 ident: 1778_CR14 publication-title: Bulletin of the Astronomical Institute of Czechoslovakia – volume: 46 start-page: 2044 issue: 7 year: 2008 ident: 1778_CR18 publication-title: IEEE Transactions on Geoscience and Remote Sensing doi: 10.1109/TGRS.2008.916981 – volume: 11 start-page: 2023 year: 2010 ident: 1778_CR12 publication-title: Nonlinear Analysis: Real World Applications doi: 10.1016/j.nonrwa.2009.05.008 – volume: 30 start-page: 67 year: 1996 ident: 1778_CR23 publication-title: Journal of Transport Economics and Policy – volume: 388 start-page: 2306 year: 2009 ident: 1778_CR28 publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2009.02.011 – volume: 13 start-page: 1370 year: 2012 ident: 1778_CR33 publication-title: Organic Electronics doi: 10.1016/j.orgel.2012.04.003 – volume: 52 start-page: 77 year: 2013 ident: 1778_CR2 publication-title: Transportation Research Part E: Logistics and Transportation Review doi: 10.1016/j.tre.2012.11.009 – volume: 410 start-page: 162 year: 2011 ident: 1778_CR32 publication-title: Journal of Hydrology doi: 10.1016/j.jhydrol.2011.09.010 – volume: 397 start-page: 17 year: 2014 ident: 1778_CR5 publication-title: Physica A: Statistical Mechanics and its Applications doi: 10.1016/j.physa.2013.11.029 – volume: 25 start-page: 282 year: 2013 ident: 1778_CR20 publication-title: International Review of Economics and Finance doi: 10.1016/j.iref.2012.07.007 – volume: 390 start-page: 2995 year: 2011 ident: 1778_CR9 publication-title: Physica A: Statistical Mechanics and Its Applications doi: 10.1016/j.physa.2011.04.005 – volume: 170 start-page: 310 year: 2008 ident: 1778_CR10 publication-title: Journal of Neuroscience Methods doi: 10.1016/j.jneumeth.2008.01.010 |
| SSID | ssj0040339 |
| Score | 2.014378 |
| Snippet | Analysis of freight rate volatility characteristics is a hot topic after year 2008 due to the effect of financial crisis in marine transportation. In this... |
| SourceID | proquest crossref springer chongqing |
| SourceType | Aggregation Database Enrichment Source Index Database Publisher |
| StartPage | 655 |
| SubjectTerms | Architecture Computer Science Electrical Engineering Engineering Ethylene Fluctuation Indicators Life Sciences Marine transportation Materials Science Noise Noise reduction Scaling Switching Variation Volatility |
| Title | Scaling Behavior of Bulk Freight Rate Volatility Before and After Noise Reduction |
| URI | http://lib.cqvip.com/qk/85391X/201606/670797869.html https://link.springer.com/article/10.1007/s12204-016-1778-0 https://www.proquest.com/docview/1880822113 https://www.proquest.com/docview/1904214978 |
| Volume | 21 |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| journalDatabaseRights | – providerCode: PRVLSH databaseName: SpringerLink Journals customDbUrl: mediaType: online eissn: 1995-8188 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0040339 issn: 1007-1172 databaseCode: AFBBN dateStart: 20080201 isFulltext: true providerName: Library Specific Holdings – providerCode: PRVAVX databaseName: SpringerLINK - Czech Republic Consortium customDbUrl: eissn: 1995-8188 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0040339 issn: 1007-1172 databaseCode: AGYKE dateStart: 20080101 isFulltext: true titleUrlDefault: http://link.springer.com providerName: Springer Nature – providerCode: PRVAVX databaseName: SpringerLink Journals (ICM) customDbUrl: eissn: 1995-8188 dateEnd: 99991231 omitProxy: true ssIdentifier: ssj0040339 issn: 1007-1172 databaseCode: U2A dateStart: 20080201 isFulltext: true titleUrlDefault: http://www.springerlink.com/journals/ providerName: Springer Nature |
| link | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1LbxQxDLbo9gJIlC4ghpYqSBx4KNVMknnkuEItFQgkRFcqp1GegFrNwD4u_Hqc2WR3qQCp14mTedixnbH9GeC5QSNeeM5pVRpD0V5zqhR3lDPnmWKqkSYUOH_4WJ1NxbuL8iLWcc9TtnsKSQ6aelPsxtiQMVHRog6wsDuwO8BtjWB38vbL-5OkgEXOhwZiYRYt0ECnYObfFgmQCt_67utPvOGfpmnjb14LkQ6W53QPztMzrxJOLo-XC31sfl2Dc7zhS92He9ETJZOV6OzDLdeN4e5kK7Awhr3U9IFEHTCGO1sIhmPYj9fn5EUEsH75AD59RsbjMIngizPSe6KXV5fEz4Y_sSTgUxBUjCgW4RhAtEPf2RHVWTI0LSdd_33uyCzgygbJeQjT05PzN2c0tm6ghqEDQhWzUqpCW9HI0rvaiFDuUDba4RHFV7k20nqNxxlbcYsUwnrDcmabyjJXc84fwajrO_cYCBOlqW1de_xQwjElhc4b4xsuDPfSuwwO1hxsf6wgOtoqAP_VTSUzyBNPWxNRz0Pzjat2g9ccWNCGTLfAgjbP4NV6SlrvP8SHSVDauPvnbcC4Q8erKHgGz9bDuG9DMEZ1rl8ijUR1WYT-fhm8TrKxtcS_bvjkRtQHcJsNwhXybw5htJgt3VP0ohb6KO6aI9iZsslv3pARTw |
| linkProvider | Springer Nature |
| linkToHtml | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV3daxQxEB-0PmgFtafFtVUj-OAHgd0k-5HHQyyntgWxB30Lu_lQsezqXe__d2ab3J2igq_JJIFMMjPJzPwG4LlFJV4EKXlVWstRX0vettJzKXwQrWgbbSnB-eS0ms3V-_PyPOZxL1O0e3JJjpJ6k-wmxBgxUfGiJljY63CD8KsIMH8upkn8qlyO5cNoDC9QPSdX5p-mIECFL0P_-Qcu96ti2libvzlIR71zdA_uRIORTa84vAfXfD-B29Ot__8J3E21GVi8qhPY3QIanMBebF-yFxFn-uV9-PgJ-YPdLGIkLtgQWLe6-MbCYvwwZQQjwVB-IffIWmedRxPXs7Z3bKwtzvrh69KzBcG_EoMfwPzo7dmbGY8VFrgVaCfwVjit26JzqtFl8LVVlJVQNp3Hl0So8s5qFzp8dbhKOqRQLliRC9dUTvhaSrkPO_3Q-4fAhCpt7eo64A4rL1qturyxoZHKyqCDz-BgvdXm-xWShqkIn69uKp1Bnjbf2AhOTjUyLswGVpl4ZyggjXhn8gxerYek-f5BfJg4auIlXRqCokP7qChkBs_W3Xi9yGfS9n5YIY1GqVZQGb4MXqeTsDXF3xZ89F_UT-Hm7Ozk2By_O_1wALfEeEIpZOYQdi4XK_8YDZ_L7sl40H8CFOj2eA |
| linkToPdf | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV3rb9QwDLdgSAgmATtAlA0IEh94qFqbpI98PAGn8ZpAcNK-VWkeG2Jqxz3-_9m95O5AgMTXxkmk2I6d2v4Z4JlBI557IdKyMCZFey1SrYVLBXeea65rZajA-dNxeTSV70-Kk9DndB6z3WNIclXTQChN3eLwwvrDTeEb50P2RJnmFUHEXoVrknASUKCnfByvYpmJoZUYzUlzNNUxrPmnJQhc4azvTn_i1r8aqY3n-VuwdLBBkztwKziPbLzi9h5ccd0IdsdbsYAR3I59GlhQ2xHc3AIdHMFe-D5nzwPm9Iu78OUr8gqHWcBLnLHes3Z5_oP52fDzlBGkBMO7DDlJnjtrHbq7junOsqHPOOv673PHZgQFS8y-B9PJ22-vj9LQbSE1HH2GVHOrlM5bK2tVeFcZSRUKRd06fFX4MmuNsr7FF4gthUUKab3hGbd1abmrhBD3YafrO_cAGJeFqWxVeTxh6bhWss1q42shjfDKuwT210fdXKxQNZqSsPqqulQJZPHwGxOAyqlfxnmzgVgm3jWUnEa8a7IEXq6nxPX-QXwQOdoEhZ03BEuHvlKeiwSerodR1Sh-ojvXL5FG4Q2XU0u-BF5FSdha4m8bPvwv6idw_fObSfPx3fGHfbjBBwGl7JkD2FnMlu4R-kCL9vEg55dWO_q0 |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Scaling+Behavior+of+Bulk+Freight+Rate+Volatility+Before+and+After+Noise+Reduction&rft.jtitle=%E4%B8%8A%E6%B5%B7%E4%BA%A4%E9%80%9A%E5%A4%A7%E5%AD%A6%E5%AD%A6%E6%8A%A5%EF%BC%9A%E8%8B%B1%E6%96%87%E7%89%88&rft.au=%E4%BB%A3%E6%80%9D%E5%AE%87+%E9%99%88%E9%A3%9E%E5%84%BF+%E6%9B%BE%E4%BA%9A%E4%B8%9C+%E6%9B%BE%E9%91%AB&rft.date=2016-12-01&rft.issn=1007-1172&rft.eissn=1995-8188&rft.volume=21&rft.issue=6&rft.spage=655&rft.epage=661&rft_id=info:doi/10.1007%2Fs12204-016-1778-0&rft.externalDocID=670797869 |
| thumbnail_s | http://utb.summon.serialssolutions.com/2.0.0/image/custom?url=http%3A%2F%2Fimage.cqvip.com%2Fvip1000%2Fqk%2F85391X%2F85391X.jpg |