Details about Amir H. Alizadeh

Access statistics for papers by Amir H. Alizadeh.

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Short-id: pal450

Journal Articles

2011

1. Dynamics of the Term Structure and Volatility of Shipping Freight Rates
   Journal of Transport Economics and Policy, 2011, 45, (1), 105-128 View citations (19)
2. Microeconomic determinants of dry bulk shipping freight rates and contract times
   Transportation, 2011, 38, (3), 561-579 View citations (21)
3. Vessel and voyage determinants of tanker freight rates and contract times
   Transport Policy, 2011, 18, (5), 665-675 View citations (23)

2008

4. A Markov regime switching approach for hedging energy commodities
   Journal of Banking & Finance, 2008, 32, (9), 1970-1983 View citations (118)

2007

5. Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds
   Transportation Research Part E: Logistics and Transportation Review, 2007, 43, (5), 549-564 View citations (8)
6. Forecasting spot and forward prices in the international freight market
   International Journal of Forecasting, 2007, 23, (1), 101-114 View citations (56)
7. Investment timing and trading strategies in the sale and purchase market for ships
   Transportation Research Part B: Methodological, 2007, 41, (1), 126-143 View citations (35)
8. Predictive power and unbiasedness of implied forward charter rates
   Journal of Forecasting, 2007, 26, (6), 385-403 View citations (3)

2006

9. Trading strategies in the market for tankers
   Maritime Policy & Management, 2006, 33, (2), 119-140 View citations (10)

2004

10. Cost of carry, causality and arbitrage between oil futures and tanker freight markets
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 297-316 View citations (28)
11. Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios
    Applied Economics, 2004, 36, (12), 1337-1353 View citations (22)

2003

12. The price-volume relationship in the sale and purchase market for dry bulk vessels
    Maritime Policy & Management, 2003, 30, (4), 321-337 View citations (10)

2002

13. Seasonality patterns in tanker spot freight rate markets
    Economic Modelling, 2002, 19, (5), 747-782 View citations (16)
14. The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets
    Journal of Transport Economics and Policy, 2002, 36, (2), 267-304 View citations (26)

2001

15. Seasonality patterns in dry bulk shipping spot and time charter freight rates
    Transportation Research Part E: Logistics and Transportation Review, 2001, 37, (6), 443-467 View citations (39)