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A hedging policy for seaborne forward freight markets based on probabilistic forecasts

Sel, Burakhan; Minner, Stefan - In: Transportation research / E : an international journal 166 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10014225803

Measuring the Market Risk of Freight Rates : A Forecast Combination Approach

Argyropoulos, Christos - 2015

This paper aims at contributing to the literature in three ways: First, we re-evaluate the performance of popular Value-at-Risk (VaR) estimation methods on freight rates amid the adverse economic consequences of the recent financial and sovereign debt crisis. Secondly we provide a detailed and...

Persistent link: https://www.econbiz.de/10013036001

Forecasting Shipping Freight Rates

Groder, Peter - 2011

Which statistical model delivers the best possible forecasts of either spot - or forward shipping freight rates? In which direction runs the causality? Do FFA's provide a competitive edge to those using them? Daily data for the Baltic Exchange Panamax routes P2A and P3A from 2005 to 2009 is...

Persistent link: https://www.econbiz.de/10013133611

Forecasting tanker spot freight rates : the Yanbu-Rotterdam route case

Pelagidēs, Thodōrēs; Karaoulanis, Ioannis - In: International journal of transport economics 49 (2022) 3/4, pp. 327-347

Persistent link: https://www.econbiz.de/10014374879

Forecasting short-term freight rate cycles : Do we have a more appropriate method than a normal distribution?

Goulielmos, Alexandros M.; Psifia, Maria-Elpiniki - In: Maritime policy and management : MPM 38 (2011) 6, pp. 645-672

Persistent link: https://www.econbiz.de/10015153208

Chaos theory : forecasting the freight rate of an oil tanker

Thalassinos, Eleftherios; Hanias, Mike P.; Curtis, … - In: International journal of computational economics and … 1 (2009) 1, pp. 76-88

Persistent link: https://www.econbiz.de/10003984929

Forecasting shipping freight rates

Groder, Peter - In: Research in financial derivatives : commodity, equity, …, (pp. 142-179). 2011

Persistent link: https://www.econbiz.de/10009428291

An application of non-linear methods to the prediction of future freight rates, 2006 - 2008

Goulielmos, Alexandros M.; Giziakis, Constantine; … - In: International journal of shipping and transport … 4 (2012) 1, pp. 78-106

Persistent link: https://www.econbiz.de/10009487433

Forecasting period charter rates of VLCC tankers through neutral networks : a comparison of alternative approaches

Santos, André A. P.; Junkes, Luciano N.; Pires, … - In: Maritime economics & logistics : a quarterly scientific … 16 (2014) 1, pp. 72-91

Persistent link: https://www.econbiz.de/10010255429

Forecasting spot rates at main routes in the dry bulk market

Chen, Shun; Meersman, Hilde; Van de Voorde, Eddy - In: Maritime economics & logistics : a quarterly scientific … 14 (2012) 4, pp. 498-537

Persistent link: https://www.econbiz.de/10009674045