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What is Hedging Dry Bulk Stocks with FFAs about?

This thesis explores the use of Forward Freight Agreements (FFA) to hedge stock price risk in the dry bulk shipping sector, establishing a cointegrated relationship between FFAs and stock prices. The study evaluates hedge efficiency across various intervals, maturities, and companies, finding that while some contracts achieve higher efficiency, overall results are mixed. The findings are significant for investors in the shipping stock market, providing insights into risk management strategies.

Author

Alex Gogunsky

Language

EN