Blar i Brage NMBU på forfatter "Alnes, Pål-Andreas"
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Can shipping freight rate risk be reduced using forward freight agreements?
Alnes, Pål-Andreas; Marheim, Mats (Master thesis, 2013-08-30)This thesis investigates the forecasting performance and hedge efficiency of 50 Forward Freight Agreements (FFA) in bulk shipping from 2005 to 2012. We find that the hedge ratios estimated with the conventional method ...