This chapter contains sections titled:
Introduction
Formation of Ship Prices: The Link between Ship Prices and Forward Rates
Data and Methodology
Long‐Term and Short‐Term Correlation
Cointegration and Causality
Minimum Variance Hedge Ratio
Estimation Results
Summary
Notes
References
Ship Finance: Hedging Ship Price Risk Using Freight Derivatives
2012-01-24
19 pages
Article/Chapter (Book)
Electronic Resource
English
forward ship value agreements (FOSVAS) , ship prices and forward rates , monitoring volatility of ship prices , vector error correction model (VECM) , forward freight agreements, hedging ship values , ship finance, hedging risk using freight derivatives , volatility in prices of ships , volatility, a concern for banks, shipyards , managing ship price risk , minimum variance hedge ratio
Online Contents | 2001
Online Contents | 1995
Fast Freight Ship Construction
British Library Conference Proceedings | 1998
|Online Contents | 1999
Ship finance: Current requirements
British Library Online Contents | 1996