A regime switching approach for hedging tanker shipping freight rates

Author:

Alizadeh Amir H.,Huang Chih-Yueh,van Dellen Stefan

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference63 articles.

1. A two-state Markov-switching distinctive conditional variance application for tanker freight returns;Abouarghoub;Int. J. Financ. Eng. Risk Manag.,2014

2. Trading volume and volatility in the shipping forward freight market;Alizadeh;Transp. Res. E: Logist. Transp. Rev.,2013

3. A Markov regime switching approach for hedging stock indices;Alizadeh;J. Futur. Mark.,2004

4. Shipping Derivatives and Risk Management;Alizadeh,2009

5. Dynamics of the term structure and volatility of shipping freight rates;Alizadeh;J. Transp. Econ. Policy,2011

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