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 1 34 0 1 5 107
Total Working Papers 0 0 1 34 0 1 5 107


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 0 0 0 2 3
Are Spot Freight Rates Stationary? 0 0 1 47 1 5 9 207
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 2 69 0 1 23 232
Market switching in shipping -- A real option model applied to the valuation of combination carriers 1 1 1 108 1 1 5 313
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 0 2 36 0 0 4 178
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 0 1 13 0 1 5 63
Multivariate modeling and analysis of regional ocean freight rates 0 0 1 5 0 2 8 20
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 1 4 13 195 7 17 46 651
Predictive power and unbiasedness of implied forward charter rates 0 0 0 82 0 1 6 286
Pricing freight rate options 0 0 8 46 0 4 28 168
Pricing of forwards and other derivatives in cointegrated commodity markets 0 0 1 8 0 1 9 44
Putting a Price on Temperature* 0 0 6 133 0 1 10 268
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 2 3 16 385 3 6 33 984
Stochastic modeling of Supramax spot and forward freight rates 2 3 8 27 6 11 22 74
Stochastic modeling of financial electricity contracts 1 3 15 218 2 7 35 548
THE CARMA INTEREST RATE MODEL 1 2 4 9 1 3 13 36
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 1 1 3 78 4 4 12 224
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 19 0 1 5 98
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 3 101 0 2 8 308
Total Journal Articles 9 17 85 1,579 25 68 283 4,705


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 0 4 30 54 1 7 74 147
Total Books 0 4 30 54 1 7 74 147


Statistics updated 2021-01-03