Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Roar Aadland"'
Autor:
Stein Frydenberg, Hilde Lillienskiold, Roar Aadland, Sunil K. Mohanty, Cecilie Kristensen, Sjur Westgaard
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 4
Journal of Risk and Financial Management, Vol 14, Iss 171, p 171 (2021)
Volume 14
Issue 4
Journal of Risk and Financial Management, Vol 14, Iss 171, p 171 (2021)
We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sector
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9616eef3932a1ddf520d802e8da40f2b
Publikováno v:
Review of Financial Economics. 17:183-203
This paper derives a real options model of flexibility and applies it to shipping, valuing the option to switch between the dry bulk market and wet bulk market for a combination carrier, a ship type that is capable of operating in both markets but th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::167405ebff6c48a0a39db389e21af035
https://doi.org/10.1016/j.rfe.2007.04.001
https://doi.org/10.1016/j.rfe.2007.04.001