Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models.

PLoS One · 2025 · PMC11737719 · PMID 39821163

Europe PMC DOI

hedged sentence

—

closest p

—

boldest claim

The sentences

a clear trendno p-value reported

Fifthly, although the time-varying ΔCoVaR plots differ among the routes, there is a clear trend: the absolute values of ΔCoVaR significantly increased from 2020 to 2022.

also in 16,599 other papers

Quoted from the open-access full text in Europe PMC under the licence the publisher applied. The sentence is reproduced exactly as published; the emphasis is ours.