MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH
Year of publication: |
2008
|
---|---|
Authors: | ANGELIDIS, TIMOTHEOS ; SKIADOPOULOS, GEORGE |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 11.2008, 05, p. 447-469
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Backtesting | expected shortfall | forward freight agreements | freight markets | freight rates | Value-at-Risk |
-
Revealing the freight market risk in Istfix shipping
Ünal, Gözde, (2014)
-
An academic response to Basel 3.5
Embrechts, Paul, (2014)
-
Wing, Jean Paul Chung, (2015)
- More ...
-
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos, (2008)
-
Konstantinidi, Eirini, (2014)
-
Konstantinidi, Eirini, (2014)
- More ...