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Maritime Policy & Management
The flagship journal of international shipping and port research
Volume 31, 2004 - Issue 4
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Original Articles

Modelling forward freight rate dynamics—empirical evidence from time charter rates

Steen Koekebakker *
&
Roar Os Ådland
Pages 319-335 | Published online: 05 Aug 2006

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Roar Adland, Lars Eirik Anestad & Bjarte Abrahamsen. (2023) Statistical arbitrage in the freight options market. Maritime Policy & Management 50:2, pages 141-156.
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Hong Zhang & Qingcheng Zeng. (2015) A study of the relationships between the time charter and spot freight rates. Applied Economics 47:9, pages 955-965.
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Jiao Zhang, Qingcheng Zeng & Xiaofeng Zhao. (2014) Forecasting spot freight rates based on forward freight agreement and time charter contract. Applied Economics 46:29, pages 3639-3648.
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Jens Moberg Rygaard. (2009) Valuation of time charter contracts for ships. Maritime Policy & Management 36:6, pages 525-544.
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D. R. Glen. (2006) The modelling of dry bulk and tanker markets: a survey. Maritime Policy & Management 33:5, pages 431-445.
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Manolis G. Kavussanos & Ilias D. Visvikis. (2006) Shipping freight derivatives: a survey of recent evidence. Maritime Policy & Management 33:3, pages 233-255.
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Bin Meng, Shuiyang Chen, Mo Yang, Haibo Kuang & Yu Bao. Measuring the dynamic term structure of the FFA market. Maritime Policy & Management 0:0, pages 1-20.
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Articles from other publishers (36)

Ömer Faruk Görçün, Pradip Kundu, Hande Küçükönder & S. Senthil. (2024) Evaluation of the second-hand LNG tanker vessels using fuzzy MCGDM approach based on the Interval type-2 fuzzy ARAS (IT2F –ARAS) technique. Ocean Engineering 303, pages 117788.
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Ömer Faruk Görçün, Dragan Pamucar, Raghunathan Krishankumar & Hande Küçükönder. (2023) The selection of appropriate Ro-Ro Vessel in the second-hand market using the WASPAS’ Bonferroni approach in type 2 neutrosophic fuzzy environment. Engineering Applications of Artificial Intelligence 117, pages 105531.
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Qiliang Xia & Feier Chen. (2022) Shipping Economics Development: A Review from the Perspective of the Shipping Industry Chain for the Past Four Decades. Journal of Shanghai Jiaotong University (Science) 27:3, pages 424-436.
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Roar Adland & Vit Prochazka. (2021) The value of timecharter optionality in the drybulk market. Transportation Research Part E: Logistics and Transportation Review 145, pages 102185.
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Frederik Regli & Roar Adland. (2019) Crude oil contango arbitrage and the floating storage decision. Transportation Research Part E: Logistics and Transportation Review 122, pages 100-118.
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Peter Leoni, Pieter Segaert, Sven Serneels & Tim Verdonck. (2018) Multivariate constrained robust M‐regression for shaping forward curves in electricity markets. Journal of Futures Markets 38:11, pages 1391-1406.
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Shiyuan Zheng & Shun Chen. (2018) Modeling the determinants of dry bulk FFA trading volume from a cross-market perspective of spot and forward. Maritime Business Review 3:3, pages 256-275.
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Roar Adland & Amir H. Alizadeh. (2018) Explaining price differences between physical and derivative freight contracts. Transportation Research Part E: Logistics and Transportation Review 118, pages 20-33.
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Javier Población & Gregorio Serna. (2017) A common long-term trend for bulk shipping prices. Maritime Economics & Logistics 20:3, pages 421-432.
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George Alexandridis, Manolis G. Kavussanos, Chi Y. Kim, Dimitris A. Tsouknidis & Ilias D. Visvikis. (2018) A survey of shipping finance research: Setting the future research agenda. Transportation Research Part E: Logistics and Transportation Review 115, pages 164-212.
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Javier Población. (2017) Are recent tanker freight rates stationary?. Maritime Economics & Logistics 19:4, pages 650-666.
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Ruggero Caldana, Gianluca Fusai & Andrea Roncoroni. (2017) Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. European Journal of Operational Research 261:2, pages 715-734.
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Okan Duru. (2017) The Origin and Consistency of the Ton–Mile Metric in the Shipping Economics. Logistics 1:1, pages 3.
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Roar Adland, Harrison Alger, Justina Banyte & Haiying Jia. (2017) Does fuel efficiency pay? Empirical evidence from the drybulk timecharter market revisited. Transportation Research Part A: Policy and Practice 95, pages 1-12.
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Che Mohd Imran Che Taib. (2015) Forward pricing in the shipping freight market. Japan Journal of Industrial and Applied Mathematics 33:1, pages 3-23.
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Manolis G. Kavussanos & Ilias D. Visvikis. 2016. The International Handbook of Shipping Finance. The International Handbook of Shipping Finance 337 370 .
Javier Poblacion. (2015) The stochastic seasonal behavior of freight rate dynamics. Maritime Economics & Logistics 17:2, pages 142-162.
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Amir H. Alizadeh, Chih-Yueh Huang & Stefan van Dellen. (2015) A regime switching approach for hedging tanker shipping freight rates. Energy Economics 49, pages 44-59.
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Manolis G. Kavussanos, Ilias D. Visvikis & Dimitris N. Dimitrakopoulos. 2014. Handbook of Multi‐Commodity Markets and Products. Handbook of Multi‐Commodity Markets and Products 355 398 .
Okan Duru, Sheng Teng Huang, Emrah Bulut & Shigeru Yoshida. (2011) Multi-layer quality function deployment (QFD) approach for improving the compromised quality satisfaction under the agency problem: A 3D QFD design for the asset selection problem in the shipping industry. Quality & Quantity 47:4, pages 2259-2280.
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Amir H. Alizadeh. (2013) Trading volume and volatility in the shipping forward freight market. Transportation Research Part E: Logistics and Transportation Review 49:1, pages 250-265.
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Koichiro Tezuka, Masahiro Ishii & Motokazu Ishizaka. (2012) An equilibrium price model of spot and forward shipping freight markets. Transportation Research Part E: Logistics and Transportation Review 48:4, pages 730-742.
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Sebastian Köhn & Helen Thanopoulou. (2011) A gam assessment of quality premia in the dry bulk time–charter market. Transportation Research Part E: Logistics and Transportation Review 47:5, pages 709-721.
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Andrea Roncoroni. 2010. Encyclopedia of Quantitative Finance. Encyclopedia of Quantitative Finance.
MEI-TING TSAI, AMELIA REGAN & JEAN-DANIEL SAPHORES. (2009) Freight Transportation Derivatives Contracts: State of the Art and Future Developments. Transportation Journal 48:4, pages 7-19.
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Manolis G. Kavussanos & Ilias D. Visvikis. 2009. Risk Management in Commodity Markets. Risk Management in Commodity Markets 153 181 .
Juby George & Radu Tunaru. 2008. Handbook of Finance. Handbook of Finance.
Roar Adland & Haiying Jia. (2008) Charter market default risk: A conceptual approach. Transportation Research Part E: Logistics and Transportation Review 44:1, pages 152-163.
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Steen Koekebakker, Roar Adland & Sigbjørn Sødal. (2007) Pricing freight rate options. Transportation Research Part E: Logistics and Transportation Review 43:5, pages 535-548.
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Amir H. Alizadeh, Roar Os Ådland & Steen Koekebakker. (2007) Predictive power and unbiasedness of implied forward charter rates. Journal of Forecasting 26:6, pages 385-403.
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Roar Adland, Haiying Jia & Siri Strandenes. (2006) Asset Bubbles in Shipping? An Analysis of Recent History in the Drybulk Market. Maritime Economics & Logistics 8:3, pages 223-233.
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Jean-Loic Begue-Turon, Yves Perraudeau & Nicolas Rautureau. (2006) Potential Use of Derivatives to Manage the Price Risk of Seafood Markets: Case of Sole and Cuttlefish in France. SSRN Electronic Journal.
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Ruggero Caldana, Gianluca Fusai & Andrea Roncoroni. (2016) Electricity Forward Curves with Thin Granularity. SSRN Electronic Journal.
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Steve Engelen & Wout Dullaert. (2012) A Classical Partial Disequilibrium Model of the Gas Shipping Markets. SSRN Electronic Journal.
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Andrea Bucca & Mark Cummins. (2011) Synthetic Floating Crude Oil Storage and Optimal Statistical Arbitrage: A Model Specification Analysis. SSRN Electronic Journal.
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Andrea Roncoroni. (2008) Arbitrage Models of Commodity Prices. SSRN Electronic Journal.
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