A Cointegrating Stock Trading Strategy for Tanker Shipping Companies

Author:

Michail Nektarios,Melas Konstantinos

Publisher

Elsevier BV

Reference36 articles.

1. Optimal hedging using Cointegration;C Alexander;Philosophical Transactions: Mathematical. Phys Eng Sci,1758

2. Mergers and acquisitions in shipping;G Alexandrou;Transportation Research Part E: Logistics and Transportation Review,2014

3. Trading strategies in the market for tankers;A H Alizadeh;Marit Policy Manag,2006

4. Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms;K Andriosopoulos;Transport Res Part E Logistics Transport Rev,2013

5. A model of Financialization of commodities;S Basak;The Journal of Finance,2016

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