Browsing Department of Business and Management Science by Subject "FFA"

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    • Hedging ship price risk using freight derivatives in the drybulk market 

      Ådland, Roar Os; Ameln, Haakon; Børnes, Eirik A. (Journal article; Peer reviewed, 2019)
      We show that a fixed-maturity time-weighted Forward Freight Agreement (FFA) portfolio should be used to proxy the expected future earnings of a vessel. We investigate the corresponding hedging efficiency when using a ...