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Adland et al., 2019 - Google Patents

Hedging ship price risk using freight derivatives in the drybulk market

Adland et al., 2019

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Document ID
7458699168474165165
Author
Adland R
Ameln H
Børnes E
Publication year
Publication venue
Journal of Shipping and Trade

External Links

Snippet

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 …
Continue reading at link.springer.com (HTML) (other versions)

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