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Details about Steen Koekebakker

E-mail:
Homepage:http://scholar.google.com/citations?user=bimtf-YAAAAJ&hl=en
Workplace:Institutt for økonomi (Department of Economics), Handelshøyskolen (Business School), Universitetet i Agder (University of Agder), (more information at EDIRC)

Access statistics for papers by Steen Koekebakker.

Last updated 2018-08-02. Update your information in the RePEc Author Service.

Short-id: pko610


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Working Papers

2002

  1. Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data
    2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists Downloads

Journal Articles

2018

  1. Multivariate modeling and analysis of regional ocean freight rates
    Transportation Research Part E: Logistics and Transportation Review, 2018, 113, (C), 194-221 Downloads

2016

  1. Stochastic modeling of Supramax spot and forward freight rates
    Maritime Economics & Logistics, 2016, 18, (4), 391-413 Downloads View citations (1)

2015

  1. Pricing of forwards and other derivatives in cointegrated commodity markets
    Energy Economics, 2015, 52, (PA), 104-117 Downloads View citations (3)

2014

  1. THE CARMA INTEREST RATE MODEL
    International Journal of Theoretical and Applied Finance (IJTAF), 2014, 17, (02), 1-27 Downloads View citations (2)

2010

  1. Modeling Term Structure Dynamics in the Nordic Electricity Swap Market
    The Energy Journal, 2010, Volume 31, (Number 2), 53-86 Downloads View citations (9)

2009

  1. A Generalisation of the Mean†Variance Analysis
    European Financial Management, 2009, 15, (5), 934-970 Downloads
  2. Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
    Journal of Banking & Finance, 2009, 33, (7), 1242-1254 Downloads View citations (57)
  3. Value based trading of real assets in shipping under stochastic freight rates
    Applied Economics, 2009, 41, (22), 2793-2807 Downloads View citations (6)

2008

  1. Market switching in shipping -- A real option model applied to the valuation of combination carriers
    Review of Financial Economics, 2008, 17, (3), 183-203 Downloads View citations (13)
  2. Stochastic modeling of financial electricity contracts
    Energy Economics, 2008, 30, (3), 1116-1157 Downloads View citations (50)

2007

  1. Predictive power and unbiasedness of implied forward charter rates
    Journal of Forecasting, 2007, 26, (6), 385-403 Downloads View citations (2)
  2. Pricing freight rate options
    Transportation Research Part E: Logistics and Transportation Review, 2007, 43, (5), 535-548 Downloads View citations (12)
  3. Putting a Price on Temperature
    Scandinavian Journal of Statistics, 2007, 34, (4), 746-767 Downloads View citations (13)
  4. Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach
    Maritime Economics & Logistics, 2007, 9, (2), 105-118 Downloads View citations (8)

2006

  1. Are Spot Freight Rates Stationary?
    Journal of Transport Economics and Policy, 2006, 40, (3), 449-472 Downloads View citations (9)

2004

  1. Market Efficiency in the Second-hand Market for Bulk Ships
    Maritime Economics & Logistics, 2004, 6, (1), 1-15 Downloads View citations (9)
  2. Modelling forward freight rate dynamics—empirical evidence from time charter rates
    Maritime Policy & Management, 2004, 31, (4), 319-335 Downloads View citations (10)
  3. The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships
    Maritime Economics & Logistics, 2004, 6, (2), 109-121 Downloads View citations (2)
  4. Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options
    American Journal of Agricultural Economics, 2004, 86, (4), 1018-1031 Downloads View citations (25)

Books

2008

  1. Stochastic Modeling of Electricity and Related Markets
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (10)
 
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