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Hedging against bunker price fluctuations using petroleum futures contracts : constant versus time-varying hedge ratios

Alizadeh-Masoodian, Amir H.; Kavussanos, Manolis G.; … - In: Applied economics 36 (2004) 12, pp. 1337-1353

Persistent link: https://www.econbiz.de/10002127881

A Markov regime switching approach for hedging energy commodities

Alizadeh-Masoodian, Amir H.; Nomikos, Nikos K.; … - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1983

Persistent link: https://www.econbiz.de/10003775048

A Markov Regime Switching approach for hedging stock indices

Alizadeh-Masoodian, Amir H.; Nomikos, Nikos - In: The journal of futures markets 24 (2004) 7, pp. 649-674

Persistent link: https://www.econbiz.de/10002108802

Explaining price differences between physical and derivative freight contracts

Adland, Roar; Alizadeh-Masoodian, Amir H. - In: Transportation research / E : an international journal 118 (2018), pp. 20-33

Persistent link: https://www.econbiz.de/10011927449

A regime switching approach for hedging tanker shipping freight rates

Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59

Persistent link: https://www.econbiz.de/10011536654

Hedging Against Bunker Price Fluctuations Using Petroleum Futures Contracts; Constant vs Time Varying Hedge Ratios

Menachof, David A; Alizadeh, Amir H.; Kavussanos, Manolis G. - 2014

The effectiveness of hedging marine bunker price fluctuaions in Rotterdam, Singapore and Houston is examined using different crude oil and petroleum future contracts traded at the New York Mercantile Exchange (NYMEX) and the International Petroleum Exchange (IPE) in London. Using both constant...

Persistent link: https://www.econbiz.de/10014206214

Risk management in the shipping industry : theory and practice

Nomikos, Nikos K.; Alizadeh, Amir H. - In: The handbook of maritime economics and business, (pp. 693-730). 2006

Persistent link: https://www.econbiz.de/10003576471