Financing shipping related investment projects has always been a focal area of debate and
research within the international maritime industry since access to funding can determine …

This paper tests the performance of popular time series models in predicting spot and
forward rates on major seaborne freight routes. Shipping is a nonstorable service, so the …

The lead–lag relationship in both returns and volatilities between spot and futures markets
has been investigated extensively in the financial economics literature. Only a limited …

Extant literature investigates volatility spillovers between spot markets of the same asset
class or between derivatives and their underlying spot markets. This paper investigates …

In an industry that is characterized by highly volatile prices, seasonality, strong business
cycles, cyclicality and capital intensiveness, risk management is extremely important. Ship …

Analyzing the interactions between spot and forward freight agreement (FFA) prices in the
dry bulk shipping is important as they play a significant role for shipping companies to …

This paper investigates the price volatility and trading volume relationship in the forward
freight agreement (FFA) market for dry bulk ships over the period 2007–2011. It is found that …

The purpose of this paper is to investigate the impact of the introduction of Forward Freight
Agreement (FFA) trading on spot market price volatility in two panamax Atlantic (1 and 1A) …

The fast-paced and ever changing freight market compels maritime executives to use sound
forecasting tools. This paper aims to enhance the forecasting accuracy of the Baltic Dry …

Reliable freight rate forecasts are essential to stimulate ocean transportation and ensure
stakeholder benefits in a highly volatile shipping market. However, compared to traditional …