Browsing Brage NMBU by Author "Arnesen, Svein Kristian"
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Historical distribution, volatility and value-at-risk in the tanker shipping market
Arnesen, Svein Kristian; Johansen, Eirik Torsnes (Master thesis, 2012-06-19)The shipping market is characterised as a risky market, which makes it even more important to get a deeper understanding of the risks and its dynamics. We have examined freight rates for the five most popular tanker routes, ...