Blar i NHH Brage på forfatter "Sjøli, Audun Houmb"
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The price discovery properties of clean tanker freight futures : unbiasedness, causality and forecasting
Sjøli, Audun Houmb (Master thesis, 2010)The scope of this thesis is to examine the price discovery properties of clean tanker freight futures. This is conducted by testing the unbiasedness hypothesis, the lead-lag relationship between freight futures and ...