期刊文献+

干散货远期运费协议(FFA)研究文献综述 被引量:4

Literature Review of the Research on Forward Freight Agreements(FFA)
在线阅读 下载PDF
导出
摘要 为了应对国际干散货运输市场的波动性,市场参与者积极采用远期运费协议(FFA)进行风险管理。同时国内外的一些学者也对FFA市场进行了一系列的研究。本文对关于FFA市场的产生背景以及价格发现、套期保值与投机功能等文献进行了梳理,并指出了研究的不足以及今后发展的方向。 In order to cope with the volatility of the international dry bulk transport market, market partidpants actively use the Forward Freight Agreements (FFA) to carry out risk management. At the same time, a number of domestic and foreign scholars also carried out a series of studies on FFA. This paper is about FFA market background, the functions of price discovery, hedging and speculation. Also the paper has put forward the lack of these research, as well as the goals of future development.
出处 《中国市场》 2009年第15期99-100,111,共3页 China Market
关键词 国际航运市场 风险管理 远期运费协议(FFA) intemational transport market risk management (FFA)
  • 相关文献

参考文献6

二级参考文献13

  • 1杨华龙,朴孝范.航运期货交易与风险管理探析[J].世界海运,1996,19(5):17-18. 被引量:6
  • 2Manolis G Kavussanos, Ilias D Visvikis. Market interactions in returns and volatilities between spot and forward shipping freight markets[J]. Journal of Banking & Finance. 2004 (28) :2015-2049.
  • 3Manolis G Kavussanos, Ilias D Visvikis, Roy A Batchelor.Over-the-counter forward contracts and spot price volatility in shipping[J].Transportation Research Part E 40 (2004) 273-296.
  • 4罗孝玲.期货投资学[M].北京:经济科学出版社,2005.
  • 5FFA(远期运费协议)交易和结算指南[Z].新加坡:新加坡交易所亚洲结算行,2007.
  • 6Kay ussanos, M. G. , Visvikis, I. D.. Market interactions in returns and volatilities between spot and forward shipping freight markets [J]. Journal of Banking & Finance , 2004 (28) 2015-2049.
  • 7Kavussanos, M. G,, Visvikis, I. D., Menachof, A. D.. The unbiasedness hypothesis in the freight forward market: evidence from cointegration tests. Conference Proceedings, 2nd International Conference Safety of Maritime Transport, June, Chios, Greece [Z]. 2001.
  • 8Kavussanos, M.G., Visvikis, I. D., Batchelor, Roy A. Over-the-counter forward contracts and spot price volatility in shipping [J]. Transportation Research 2004(Part E40):273 - 296.
  • 9A History of the Baltic indices [Z]. London:The Baltic Exchange, July 2007.
  • 10Pagan, The Econometrics of Financial Markets [J]. Journal of Empirical Finance, 1996.3(1):15-102.

共引文献19

同被引文献26

引证文献4

二级引证文献11

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部