Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/13272| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Kalotychou, Elena | - |
| dc.contributor.author | Florou, Aikaterini | - |
| dc.date.accessioned | 2019-02-08T11:35:57Z | - |
| dc.date.available | 2019-02-08T11:35:57Z | - |
| dc.date.issued | 2019-12 | - |
| dc.identifier.uri | https://hdl.handle.net/20.500.14279/13272 | - |
| dc.description.abstract | 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 | en_US |
| dc.format | en_US | |
| dc.language.iso | en | en_US |
| dc.publisher | Τμήμα Εμπορίου, Χρηματοοικονομικών και Ναυτιλίας, Σχολή Διοίκησης και Οικονομίας, Τεχνολογικό Πανεπιστήμιο Κύπρου | en_US |
| dc.rights | Απαγορεύεται η δημοσίευση ή αναπαραγωγή, ηλεκτρονική ή άλλη χωρίς τη γραπτή συγκατάθεση του δημιουργού και κάτοχου των πνευματικών δικαιωμάτων. | en_US |
| dc.subject | Risk Management | en_US |
| dc.subject | Derivatives | en_US |
| dc.subject | Shipping | en_US |
| dc.subject | Options | en_US |
| dc.subject | Freight | en_US |
| dc.subject | Hedging effectiveness | en_US |
| dc.subject | Optimal Hedge ratio | en_US |
| dc.title | Hedging freight in futures markets | en_US |
| dc.type | MSc Thesis | en_US |
| dc.affiliation | Cyprus University of Technology | en_US |
| dc.relation.dept | Department of Commerce, Finance and Shipping | en_US |
| dc.description.status | Completed | en_US |
| cut.common.academicyear | 2018-2019 | en_US |
| dc.relation.faculty | Faculty of Management and Economics | en_US |
| item.fulltext | With Fulltext | - |
| item.cerifentitytype | Publications | - |
| item.grantfulltext | open | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_bdcc | - |
| item.openairetype | masterThesis | - |
| item.languageiso639-1 | en | - |
| crisitem.author.dept | Department of Finance, Accounting and Management Science | - |
| crisitem.author.faculty | Faculty of Tourism Management, Hospitality and Entrepreneurship | - |
| crisitem.author.orcid | 0000-0003-2824-0383 | - |
| crisitem.author.parentorg | Faculty of Management and Economics | - |
| Appears in Collections: | Μεταπτυχιακές Εργασίες/ Master's thesis | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ΚΑΤΕΡΙΝΑ ΦΛΩΡΟΥ_Abstract.pdf | Abstract | 268.95 kB | Adobe PDF | View/Open |
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