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Hedging ship price risk using freight derivatives in the drybulk market
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Hedging ship price risk using freight derivatives in the drybulk market (2019)Hedging ship price risk using freight der…Time to Build and Fluctuations in Bulk Shipping (2014)Time to Build and Fluctuation…Crude oil hedging strategies using dynamic multivariate GARCH (2011)Crude oil hedging strategies …Shipping Derivatives and Risk Management (2009)Shipping Derivatives and Risk…The Term Structure of the Risk–Return Trade-Off (2005)The Term Structure of the Ris…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…ARCH modeling in finance (1992)ARCH modeling in financeEstimating time‐varying optimal hedge ratios on futures markets (1991)Estimating time‐varying optim…Bivariate garch estimation of the optimal commodity futures Hedge (1991)Bivariate garch estimation of…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…The Pricing of Options and Corporate Liabilities (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Modeling Asymmetric Comovements of Asset Returns (1998)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Financial contagion during COVID–19 crisis (2020)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
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References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
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  • 2005The Term Structure of the Risk–Return Trade-Off294 cited
  • 1991Estimating time‐varying optimal hedge ratios on futures markets218 cited
  • 2014Time to Build and Fluctuations in Bulk Shipping191 cited

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  • 2009Shipping Derivatives and Risk Management172 cited
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