Essays on derivatives and risk management on freight and commodity : an attempt to anticipate and hedge the market volatilities
This thesis investigates three unexplored areas in maritime freight and commodity markets; 1) the relationship between commodity and freight markets; 2) the interaction of freight options market with the freight futures and underlying freight rate markets; 3) improving the hedging performance of fre...
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University of Reading
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.741119 |