An econometric analysis of the dry bulk shipping industry : seasonality, market efficiency and risk premia

von Alizadeh-Masoodian, Amir H.
Veröffentlicht 2001

Trading volume and volatility in the shipping forward freight market

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Transportation research / E (2013)

Explaining price differences between physical and derivative freight contracts

von Adland, Roar
Veröffentlicht in Transportation research / E (2018)

Dynamics of credit spread moments of European corporate bond indexes

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Journal of banking & finance (2013)

A Markov Regime Switching approach for hedging stock indices

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in The journal of futures markets (2004)

Market conditions, trader types and price-volume relation in energy futures markets

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Energy economics (2016)

Stock market efficiency and international shipping-market information

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

The expectations hypothesis of the term structure and risk premiums in dry bulk shipping freight markets

von Kavussanos, Manolis G.
Veröffentlicht in Journal of transport economics and policy (2002)

Seasonality patterns in tanker spot freight rate markets

von Kavussanos, Manolis G.
Veröffentlicht in Economic modelling (2002)

Shipping derivatives and risk management

von Alizadeh-Masoodian, Amir H.
Veröffentlicht 2009

Vessel and voyage determinants of tanker freight rates and contract times

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Transport policy (2011)

An investigation into the effect of risk management on the profitability of shipping investment and operations

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in International handbook of maritime economics (2011)

Dynamics of the term structure and volatility of shipping freight rates

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Journal of transport economics and policy (2011)

Predictive power and unbiasedness of implied forward charter rates

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Journal of forecasting (2007)

Capacity retirement in the dry bulk market : a vessel based logit model

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Transportation research / E (2016)

Investors' behavior and dynamics of ship prices : a heterogeneous agent model

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Transportation research / E (2017)

Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Energy economics (2021)

Forecasting spot and forward prices in the international freight market

von Batchelor, Roy A.
Veröffentlicht in International journal of forecasting (2007)

A regime switching approach for hedging tanker shipping freight rates

von Alizadeh-Masoodian, Amir H.
Veröffentlicht in Energy economics (2015)

Liquidity effects and FFA returns in the international shipping derivatives market

Veröffentlicht in Transportation research / E (2015)