Access Statistics for Steen Koekebakker

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data 0 0 0 34 0 0 3 115
Total Working Papers 0 0 0 34 0 0 3 115


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalisation of the Mean†Variance Analysis 0 0 0 2 0 0 2 11
Are Spot Freight Rates Stationary? 0 0 0 51 0 0 4 232
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 5 84 0 0 9 268
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 0 2 116 0 0 17 345
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 0 2 48 0 1 5 208
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 0 1 22 1 1 5 90
Multivariate modeling and analysis of regional ocean freight rates 0 0 0 10 0 1 2 40
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 1 1 4 225 4 8 21 766
Predictive power and unbiasedness of implied forward charter rates 0 0 0 84 0 0 3 300
Pricing freight rate options 1 1 2 69 2 2 8 236
Pricing of forwards and other derivatives in cointegrated commodity markets 1 1 1 13 1 3 8 65
Putting a Price on Temperature* 0 0 6 160 1 3 17 323
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 1 1 14 446 1 1 19 1,097
Stochastic modeling of Supramax spot and forward freight rates 0 0 0 38 0 0 0 111
Stochastic modeling of financial electricity contracts 2 9 25 308 7 18 47 738
THE CARMA INTEREST RATE MODEL 0 0 1 20 1 1 4 58
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 0 1 3 83 0 1 6 240
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 1 3 5 114
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 0 3 4 323
Total Journal Articles 6 14 66 1,909 19 46 186 5,565


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Stochastic Modeling of Electricity and Related Markets 9 25 72 289 13 49 151 666
Total Books 9 25 72 289 13 49 151 666


Statistics updated 2025-08-05