Browsing Working papers (SNF) by Author "Ådland, Roar Os"
Now showing items 1-2 of 2
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A non-parametric model of the timecharter-equivalent spot freight rate in the very large crude oil carrier market
Ådland, Roar Os (Working paper, Working paper, 2000-01)The empirical research in this paper uses non-parametric techniques to avoid arbitrary parametric restrictions on the underlying freight rate process. The relevant hypotheses include: mean reverting freight rates in the ... -
Technical trading rule performance in the second-hand asset markets in bulk shipping
Ådland, Roar Os (Working paper, Working paper, 2000-01)This paper investigates the performance of technical trading rules applied to asset play in the international bulk shipping industry. The rules are tested on monthly returns in the Products Carrier segment for the period ...