Hai-Yang Liu

A resilient forecasting approach of China’s export container freight index under geopolitical shocks based on a multi-factor screening and multi-model comparison

Geopolitical shocks can cause nonlinear and non-stationary fluctuations in the China Containerized Freight Index (CCFI), posing challenges to conventional forecasting methods. This study evaluates the forecasting resilience of different models under both stable market conditions and periods of extreme volatility....