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Erratum: Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets

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  • Wolfgang Bessler
  • Wolfgang Drobetz
  • Jorg Seidel

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  • Wolfgang Bessler & Wolfgang Drobetz & Jorg Seidel, 2008. "Erratum: Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets," Journal of Asset Management, Palgrave Macmillan, vol. 9(3), pages 254-254, September.
    • Handle: RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.21
    DOI: 10.1057/jam.2008.21
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    Cited by:

    1. Wolfgang Drobetz & Dirk Schilling & Lars Tegtmeier, 2010. "Common risk factors in the returns of shipping stocks," Maritime Policy & Management, Taylor & Francis Journals, vol. 37(2), pages 93-120, March.
    2. Zaili Yang & Esin Erol Mehmed, 2019. "Artificial neural networks in freight rate forecasting," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 21(3), pages 390-414, September.
    3. Jane Jing Xu & Tsz Leung Yip, 2012. "Ship investment at a standstill? An analysis of shipbuilding activities and policies," Applied Economics Letters, Taylor & Francis Journals, vol. 19(3), pages 269-275, February.
    4. Wolfgang Drobetz & Tim Richter & Martin Wambach, 2012. "Dynamics of time-varying volatility in the dry bulk and tanker freight markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(16), pages 1367-1384, August.
    5. Sel, Burakhan & Minner, Stefan, 2022. "A hedging policy for seaborne forward freight markets based on probabilistic forecasts," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 166(C).
    6. Yuting Gong & Xueqin Wang & Mo Zhu & Ying‐En Ge & Wenming Shi, 2023. "Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(1), pages 69-89, January.

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