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From: The dynamic interaction between COVID-19 and shipping freight rates: a quantile on quantile analysis
Quantile Coefficients | BDI | BDI.D1 | BDI.D2 | BTC.D3 | BDTI | BDTI.D1 | BDTI.D2 | BDTI.D3 | BCTI | BCTI.D1 | BCTI.D2 | BCTI.D3 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Â | Â | Â | Â | 2 | Â | Â | Â | Â | 3 | Â | Â |
0.05 | 0.0092 | 0.0777 | − 0.3259 | − 0.0921 | − 0.0026 | 0.3109 | 0.1070 | 2.2428 | − 0.0025 | − 2.6937 | − 4.8370 | − 3.9226 |
0.10 | 0.0013 | − 0.1597 | 0.1810 | − 0.0451 | − 0.0127 | 0.6349 | 0.0415 | 2.5658 | 0.0062 | − 0.2808 | − 1.6397 | − 4.0189 |
0.15 | 0.0021* | − 0.0906 | 0.2664 | − 0.0397 | − 0.0167 | 0.3282 | 0.0245 | 2.6932 | 0.006 | − 0.1925 | − 1.1221 | − 4.0154 |
0.20 | − 0.0017 | − 0.0909 | 0.2782 | − 0.0592* | − 0.0180 | 0.2312 | 0.0157 | 2.9781 | 0.0065 | − 0.1935 | − 0.1520 | − 3.5659 |
0.25 | − 0.0094 | − 0.1094 | − 0.003 | − 0.1051 | − 0.0185 | 0.1137 | 0.0159 | 2.9616 | 0.0057 | − 0.0571 | − 0.0905 | − 2.2985 |
0.30 | − 0.0046 | − 0.0218 | 0.0017* | − 0.1324 | − 0.0225 | 0.2366 | − 0.0004 | 2.8018 | 0.0058 | − 0.3786 | − 0.0835 | − 1.3751* |
0.35 | − 0.0009 | − 0.0213 | − 0.0047 | − 0.1779 | − 0.0216 | 0.2806 | − 0.0111 | 2.6709 | 0.0078 | − 0.3571 | − 0.0712 | − 1.4384 |
0.40 | − 0.0006 | − 0.0007 | 0.0038 | − 0.2498 | − 0.0226 | 0.2046 | − 0.0083 | 2.4942 | 0.0182 | − 0.4380 | − 0.0586 | − 0.9207 |
0.45 | 0.0012 | 0.0203 | 0.0128 | − 0.3255 | − 0.0163 | 0.0634 | − 0.0076 | 2.5352 | 0.0244 | − 0.2737 | − 0.0559 | − 0.8745 |
0.50 | 0.0042 | − 0.0108 | 0.0204 | − 0.3873 | − 0.0164 | 0.0658 | 0.0208 | 2.1545 | 0.0161 | − 0.2135* | − 0.0508 | − 0.9466 |
0.55 | 0.0032 | 0.0086 | 0.0445 | − 0.4468 | − 0.0112* | 0.0735* | 0.0357 | 1.5066 | 0.0178 | − 0.1343* | − 0.0307* | − 0.7458 |
0.60 | 0.0029 | 0.0523* | 0.0473 | − 0.4899 | − 0.0150 | 0.0560 | 0.2282 | 0.1604 | 0.0206 | − 0.0705* | − 0.0446* | − 0.7036 |
0.65 | 0.0019* | 0.0657* | 0.0562 | − 0.5143 | − 0.0172 | 0.0335 | 1.0092 | 0.0858* | 0.0196 | − 0.0313* | − 0.0647* | 0.1103 |
0.70 | − 0.0003 | 0.1485* | 0.0461 | − 0.5531 | − 0.0141 | 0.0559 | 1.1728 | 0.0707* | 0.0202 | 0.3816 | − 0.0459* | − 0.0545* |
0.75 | − 0.0013 | 0.1407* | 0.0479 | − 0.5471 | − 0.0111 | 0.3730 | 1.9275* | 0.0883 | 0.0246* | 0.5317 | − 0.0833* | − 0.2979 |
0.80 | − 0.0002 | 0.0697* | 0.0608* | − 0.5794* | 0.0074 | 0.3955* | 4.3363* | 0.0658 | 0.0261* | 2.5522 | 0.1129 | − 0.4026 |
0.85 | − 0.0002 | − 0.1323 | − 0.0510 | − 0.5791 | − 0.0108* | 0.6767 | 8.9613 | 0.1023 | 0.0302 | 3.0445 | 0.9970 | − 0.4338 |
0.90 | − 0.0167 | 0.2793 | − 0.7114 | − 0.5897 | − 0.0270 | 1.0279 | 8.4360 | 0.1507 | 0.0395 | − 2.2483 | 1.3084 | − 0.4304 |
0.95 | − 0.0004 | 3.8023 | 0.5131 | − 0.5585 | − 0.0313 | − 0.5925 | 15.3024 | 0.2510 | 0.0463 | − 102.928 | 17.6509 | − 0.3105 |