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 2 3 3 115
Total Working Papers 0 0 0 34 2 3 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 1 2 0 1 3 11
Are Spot Freight Rates Stationary? 0 0 0 51 2 3 4 231
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 3 82 1 1 9 266
Market switching in shipping -- A real option model applied to the valuation of combination carriers 1 1 2 115 1 1 6 332
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 2 2 48 0 2 5 205
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 0 2 22 0 0 7 87
Multivariate modeling and analysis of regional ocean freight rates 0 0 0 10 1 1 2 39
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 0 0 6 222 0 1 19 754
Predictive power and unbiasedness of implied forward charter rates 0 0 0 84 0 1 3 298
Pricing freight rate options 0 0 2 68 1 2 5 232
Pricing of forwards and other derivatives in cointegrated commodity markets 0 0 1 12 1 2 6 61
Putting a Price on Temperature* 0 0 8 158 2 3 21 318
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 3 5 16 445 4 8 23 1,096
Stochastic modeling of Supramax spot and forward freight rates 0 0 0 38 0 0 1 111
Stochastic modeling of financial electricity contracts 1 5 22 295 4 11 46 716
THE CARMA INTEREST RATE MODEL 0 0 0 19 2 2 3 56
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 0 0 4 82 1 1 7 239
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 0 0 2 111
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 0 0 1 319
Total Journal Articles 5 13 69 1,883 20 40 173 5,482


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 7 16 64 254 12 33 136 592
Total Books 7 16 64 254 12 33 136 592


Statistics updated 2025-03-03