Explaining price differences between physical and derivative freight contracts
Year of publication: |
October 2018
|
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Authors: | Adland, Roar ; Alizadeh-Masoodian, Amir H. |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 118.2018, p. 20-33
|
Subject: | FFAs | Time-charter | Basis risk | Convenience yield | Default risk | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative | Kreditrisiko | Credit risk | Risiko | Risk |
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