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Shipping derivatives and risk management

Alizadeh, Amir H.; Alizadeh-Masoodian, Amir H.; … - 2009

Persistent link: https://www.econbiz.de/10003756258

Trading volume and volatility in the shipping forward freight market

Alizadeh-Masoodian, Amir H. - In: Transportation research / E : an international journal 49 (2013) 1, pp. 250-265

Persistent link: https://www.econbiz.de/10009718963

Forecasting spot and forward prices in the international freight market

Batchelor, Roy A.; Alizadeh-Masoodian, Amir H.; … - In: International journal of forecasting 23 (2007) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10003438394

Predictive power and unbiasedness of implied forward charter rates

Alizadeh-Masoodian, Amir H.; Ådland, Roar Os; … - In: Journal of forecasting 26 (2007) 6, pp. 385 - 403

Persistent link: https://www.econbiz.de/10003542035

Liquidity effects and FFA returns in the international shipping derivatives market

Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - In: Transportation research / E : an international journal 76 (2015), pp. 58-75

Persistent link: https://www.econbiz.de/10010518610

Market conditions, trader types and price-volume relation in energy futures markets

Alizadeh-Masoodian, Amir H.; Tamvakis, Michael - In: Energy economics 56 (2016), pp. 134-149

Persistent link: https://www.econbiz.de/10011663879

Liquidity risk premia in the international shipping derivatives market

Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - 2014

Persistent link: https://www.econbiz.de/10010440263

A discret-time stochastic partial equilibrium model of the spot freight market

Adland, Roar; Strandenes, Siri Pettersen - In: Journal of transport economics and policy 41 (2007) 2, pp. 189-218

Persistent link: https://www.econbiz.de/10003467655

A discrete-time stochastic partial equilibrium model of the spot freight market

Adland, Roar (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002069325

Hedging ship price risk using freight derivatives in the drybulk market

Adland, Roar; Ameln, Haakon; Børnes, Eirik A. - In: Journal of shipping and trade 5 (2020) 1, pp. 1-18

We show that a fixed-maturity time-weighted Forward Freight Agreement (FFA) portfolio should be used to proxy the expected future earnings of a vessel. We investigate the corresponding hedging efficiency when using a portfolio of FFA prices to hedge ship price risk of both static hedge ratios...

Persistent link: https://www.econbiz.de/10012301104