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 1 5 233
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 5 84 1 1 9 269
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 0 2 116 0 0 16 345
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 0 2 48 1 3 8 211
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 0 1 22 0 1 5 90
Multivariate modeling and analysis of regional ocean freight rates 0 0 0 10 0 0 2 40
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 0 3 5 227 0 7 19 769
Predictive power and unbiasedness of implied forward charter rates 1 1 1 85 2 2 5 302
Pricing freight rate options 0 3 3 71 2 9 13 243
Pricing of forwards and other derivatives in cointegrated commodity markets 1 2 2 14 1 3 10 67
Putting a Price on Temperature* 0 0 3 160 1 3 14 325
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 0 1 9 446 0 1 13 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 1 4 22 310 5 14 44 745
THE CARMA INTEREST RATE MODEL 0 0 1 20 0 2 5 59
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 0 0 3 83 0 1 6 241
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 0 1 5 114
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 0 0 4 323
Total Journal Articles 3 14 59 1,917 13 49 185 5,595


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 12 28 84 308 29 65 187 718
Total Books 12 28 84 308 29 65 187 718


Statistics updated 2025-10-06