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 1 1 3 12
Are Spot Freight Rates Stationary? 0 0 0 51 2 3 7 235
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 3 84 1 2 6 270
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 0 2 116 1 1 16 346
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 0 2 48 6 9 14 217
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 0 1 22 0 0 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 2 5 227 1 4 19 770
Predictive power and unbiasedness of implied forward charter rates 0 1 1 85 1 3 6 303
Pricing freight rate options 1 3 4 72 5 12 18 248
Pricing of forwards and other derivatives in cointegrated commodity markets 0 1 2 14 2 4 10 69
Putting a Price on Temperature* 0 0 3 160 8 10 20 333
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 0 0 8 446 0 0 11 1,097
Stochastic modeling of Supramax spot and forward freight rates 0 0 0 38 2 2 2 113
Stochastic modeling of financial electricity contracts 5 7 26 315 11 18 52 756
THE CARMA INTEREST RATE MODEL 0 0 1 20 1 2 6 60
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 5 241
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 2 2 7 116
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 2 2 6 325
Total Journal Articles 6 14 61 1,923 46 76 215 5,641


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 4 23 84 312 24 76 197 742
Total Books 4 23 84 312 24 76 197 742


Statistics updated 2025-11-08