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Stochastic modeling of Supramax spot and forward freight rates

Benth, Fred Espen; Koekebakker, Steen - In: Maritime economics & logistics : a quarterly scientific … 18 (2016) 4, pp. 391-413

Persistent link: https://www.econbiz.de/10011587528

Multivariate modeling and analysis of regional ocean freight rates

Adland, Roar; Benth, Fred Espen; Koekebakker, Steen - In: Transportation research / E : an international journal 113 (2018), pp. 194-221

Persistent link: https://www.econbiz.de/10011864108

Stochastic dynamical modelling of spot freight rates

Benth, Fred Espen; Koekebakker, Steen; Taib, Che Mohd … - In: IMA journal of management mathematics 26 (2015) 3, pp. 273-297

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Value based trading of real assets in shipping under stochastic freight rates

Sødal, Sigbjørn; Koekebakker, Steen; Adland, Roar - In: Applied economics 41 (2009) 22/24, pp. 2793-2807

Persistent link: https://www.econbiz.de/10003894870

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

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Market switching in shipping : a real option applied to the valuation of combination carriers

Sødal, Sigbjørn; Koekebakker, Steen; Aadland, Roar - In: Review of financial economics : RFE 17 (2008) 3, pp. 183-203

Persistent link: https://www.econbiz.de/10003760035

Multivariate Modeling and Analysis of Regional Ocean Freight Rates

Adland, Roar - 2017

In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market factor and stationary regional deviations. The resulting integrated CAR...

Persistent link: https://www.econbiz.de/10012956291