Understanding the fundamentals of freight markets volatility
We analyse empirically the drivers of freight market volatility. We use several macroeconomic and shipping-related factors that are known to affect the supply and demand for shipping and examine their impact on the term structure of freight options implied volatilities (IV). We find that the level o...
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Main Authors: | LIM, Kian Guan, NOMIKOS, Nikos K., YAP, Nelson |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2019
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Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6402 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7401/viewcontent/Understanding_the_fundamentals_of_freight_markets_volatility.pdf |
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Institution: | Singapore Management University |
Language: | English |
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