Blar i NHH Brage på forfatter "Byrkjeland, Maren Nessen"
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Can you hedge dry bulk stock prices using forward freight agreements? : a study of risk management in the dry bulk shipping stock market
Byrkjeland, Maren Nessen; Eriksen, Tina Marie (Master thesis, 2019)This thesis investigates if forward freight agreements (FFA) can be used to hedge stock price risk in the dry bulk shipping sector. We establish a cointegrated relationship between FFAs and dry bulk stock prices based ...