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The expectations hypothesis of the term structure and risk premiums in dry bulk shipping freight markets

Kavussanos, Manolis G.; Alizadeh-Masoodian, Amir H. - In: Journal of transport economics and policy 36 (2002) 2, pp. 267-304

Persistent link: https://www.econbiz.de/10001704432

Dynamics of credit spread moments of European corporate bond indexes

Alizadeh-Masoodian, Amir H.; Alexandros, Gabrielsen - In: Journal of banking & finance 37 (2013) 8, pp. 3125-3144

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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

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Liquidity risk premia in the international shipping derivatives market

Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - 2014

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The Expectations Hypothesis of the Term Structure and Risk Premia in Dry Bulk Shipping Freight Markets; An Egarch-M Approach

Alizadeh, Amir H.; Kavussanos, Manolis G. - 2014

The availability of shipping freight contracts with different duration offers shipowners, operators, and charterers the choice to trade risk and return according to the characteristics that each of these contracts offers on the utility frontier. The aim of this paper is to investigate the...

Persistent link: https://www.econbiz.de/10014206218