Skip to main content

Agree to disagree

Volatility in the dry freight market has led to the use of derivatives such as forward freight agreements and the development of other innovative products. But will they have a lasting impact on the energy markets? By Hann Ho

Volatility in the dry freight market has increased dramatically over the past two years, with the Chinese market in particular driving demand. This has focused attention on forward freight agreements (FFAs), which are commonly traded as three-month, six-month and one-year contracts, and which vary according to ship size and routes. The physical shipping market uses freight derivatives to hedge

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Want to know what’s included in our free membership? Click here

Show password
Hide password

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here