Browsing NHH Brage by Author "Aarheim, Georg Martin Steen"
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FFA hedging in the supramax segment : how alterations of the Baltic supramax index have affected hedging efficiency
Aarheim, Georg Martin Steen; Holseter, Ole Morten (Master thesis, 2018)This thesis studies how altering the composition of the Baltic Supramax Index (BSI) affects the hedging efficiency of forward freight agreements (FFA) traded with the index as underlying. We evaluate the hedging efficiency ...