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Hedging freight in futures markets

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Cyprus University of Technology   

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Hedging freight in futures markets
Florou, Aikaterini
Kalotychou, Elena
masterThesis
2019-02-08T11:35:57Z
2019-12
This thesis purpose is to analyze the freight hedging effectiveness in futures markets. We estimate the Hedge Ratio by using two different approaches. The first strategy is the naïve constant hedge ratio with the Least Squared regression analysis and the second strategy was the GARCH model, in which we estimate a time-varying hedge ratio
Completed
Options
Hedging effectiveness
Derivatives
Shipping
Optimal Hedge ratio
Risk Management
Freight
English
Τμήμα Εμπορίου, Χρηματοοικονομικών και Ναυτιλίας, Σχολή Διοίκησης και Οικονομίας, Τεχνολογικό Πανεπιστήμιο Κύπρου
Department of Commerce, Finance and Shipping
Faculty of Management and Economics
open
Απαγορεύεται η δημοσίευση ή αναπαραγωγή, ηλεκτρονική ή άλλη χωρίς τη γραπτή συγκατάθεση του δημιουργού και κάτοχου των πνευματικών δικαιωμάτων.
Cyprus University of Technology
Ktisis
Cyprus University of Technology Repository
Μεταπτυχιακές Εργασίες/ MSc Degree



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