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 6 6 121
Total Working Papers 0 0 0 34 0 6 6 121


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 1 4 6 17
Are Spot Freight Rates Stationary? 0 0 1 52 0 2 8 239
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 2 84 1 4 9 275
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 0 1 116 0 2 18 350
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 0 1 49 2 10 23 228
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 1 1 23 0 3 7 94
Multivariate modeling and analysis of regional ocean freight rates 0 0 0 10 0 6 8 47
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 0 1 7 229 1 6 27 781
Predictive power and unbiasedness of implied forward charter rates 0 0 2 86 1 6 13 311
Pricing freight rate options 0 1 5 73 1 4 21 253
Pricing of forwards and other derivatives in cointegrated commodity markets 0 1 4 16 2 6 15 76
Putting a Price on Temperature* 0 3 6 164 0 9 28 346
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 1 3 5 450 3 8 10 1,106
Stochastic modeling of Supramax spot and forward freight rates 1 1 1 39 1 5 9 120
Stochastic modeling of financial electricity contracts 3 5 30 325 6 20 69 785
THE CARMA INTEREST RATE MODEL 0 0 1 20 1 8 13 69
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 0 0 1 83 2 3 6 245
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 2 5 10 121
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 0 20 29 348
Total Journal Articles 5 16 68 1,951 24 131 329 5,811


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 6 27 94 348 23 87 259 851
Total Books 6 27 94 348 23 87 259 851


Statistics updated 2026-03-04