A time-varying risk premium in the term structure of bulk shipping freight rates

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A time-varying risk premium in the term structure of bulk shipping freight rates

Roar Adland - Nama Orang; Kevin Cullinane - Nama Orang;

This paper presents a simple argument, based on logic and maritime economic theory alone, for rejecting the applicability of the expectations theory in bulk shipping freight markets. It is shown that the risk premium must be time varying and must, in a systematic fashion, depend upon freight market conditions and the duration of a period time charter. The signs of the risk premium attributable to the various risk factors are derived where possible and the conclusion is drawn that the theoretical net risk premium will usually be negative, but may change for a short-term period charter in a strong freight market.

Ketersediaan

IPC Corporate University Library ATC LO CUL a C.1

ATC1601174

Tersedia

Informasi Detail

Judul Seri: -
No. Panggil: ATC LO CUL a
Penerbit: USA : ResearchGate., 2004
Deskripsi Fisik: 19 p.
Bahasa: English
ISBN/ISSN: -
Klasifikasi: LO
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: online resource
Edisi: Volume 39
Subjek: Shipping Freight
Risk Premium
Info Detail Spesifik: -
Pernyataan Tanggungjawab: Kevin Cullinane

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