1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Μεταπτυχιακές Εργασίες/ Master's thesis
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/13272
DC FieldValueLanguage
dc.contributor.advisorKalotychou, Elena-
dc.contributor.authorFlorou, Aikaterini-
dc.date.accessioned2019-02-08T11:35:57Z-
dc.date.available2019-02-08T11:35:57Z-
dc.date.issued2019-12-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/13272-
dc.description.abstractThis 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 ratioen_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.publisherΤμήμα Εμπορίου, Χρηματοοικονομικών και Ναυτιλίας, Σχολή Διοίκησης και Οικονομίας, Τεχνολογικό Πανεπιστήμιο Κύπρουen_US
dc.rightsΑπαγορεύεται η δημοσίευση ή αναπαραγωγή, ηλεκτρονική ή άλλη χωρίς τη γραπτή συγκατάθεση του δημιουργού και κάτοχου των πνευματικών δικαιωμάτων.en_US
dc.subjectRisk Managementen_US
dc.subjectDerivativesen_US
dc.subjectShippingen_US
dc.subjectOptionsen_US
dc.subjectFreighten_US
dc.subjectHedging effectivenessen_US
dc.subjectOptimal Hedge ratioen_US
dc.titleHedging freight in futures marketsen_US
dc.typeMSc Thesisen_US
dc.affiliationCyprus University of Technologyen_US
dc.relation.deptDepartment of Commerce, Finance and Shippingen_US
dc.description.statusCompleteden_US
cut.common.academicyear2018-2019en_US
dc.relation.facultyFaculty of Management and Economicsen_US
item.openairetypemasterThesis-
item.cerifentitytypePublications-
item.fulltextWith Fulltext-
item.grantfulltextopen-
item.openairecristypehttp://purl.org/coar/resource_type/c_bdcc-
item.languageiso639-1en-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Tourism Management, Hospitality and Entrepreneurship-
crisitem.author.orcid0000-0003-2824-0383-
crisitem.author.parentorgFaculty of Management and Economics-
Appears in Collections:Μεταπτυχιακές Εργασίες/ Master's thesis
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