Combination hedging strategies for crude oil and dry bulk freight rates on the impacts of dynamic cross-market interaction
Author:
Affiliation:
1. College of Transport and Communications, Shanghai Maritime University, Shanghai, China
2. Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China
Funder
National Science Foundation of China
Publisher
Informa UK Limited
Subject
Management, Monitoring, Policy and Law,Ocean Engineering,Transportation,Geography, Planning and Development
Link
https://www.tandfonline.com/doi/pdf/10.1080/03088839.2017.1418092
Reference53 articles.
1. Spatial efficiency in the bulk freight market
2. Effectiveness of Minimum-Variance Hedging
3. Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives
4. Trading volume and volatility in the shipping forward freight market
5. Liquidity effects and FFA returns in the international shipping derivatives market
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