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Ship Finance: Hedging Ship Price Risk Using Freight Derivatives
16 references·0 citing·33 second hop
Ship Finance: Hedging Ship Price Risk Using Freight Derivatives (2012)Ship Finance: Hedging Ship Price Risk Usi…Shipping Derivatives and Risk Management (2009)Shipping Derivatives and Risk…Investment timing and trading strategies in the sale and purchase market for ships (2006)Investment timing and trading…The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests (2004)The Unbiasedness Hypothesis i…Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market (2000)Constant vs. time-varying hed…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…Valuation of VLCCs under income uncertainty (1997)Valuation of VLCCs under inco…The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector (1997)The dynamics of time-varying …Investment under Uncertainty (1994)Investment under UncertaintyEstimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
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  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2009Shipping Derivatives and Risk Management172 cited
  • 2006Investment timing and trading strategies in the sale and purchase market for ships123 cited
  • 1997The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector117 cited
  • 1997Valuation of VLCCs under income uncertainty79 cited
  • 2000Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

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75 cited
  • 2004The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests72 cited
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