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 0 112
Total Working Papers 0 0 0 34 0 0 0 112


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 0 7
Are Spot Freight Rates Stationary? 0 0 2 51 0 0 5 226
Market Efficiency in the Second-hand Market for Bulk Ships 0 1 2 77 1 2 7 253
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 0 0 110 0 0 2 321
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 1 3 44 0 1 4 196
Modelling forward freight rate dynamics—empirical evidence from time charter rates 1 2 3 19 1 2 5 78
Multivariate modeling and analysis of regional ocean freight rates 0 1 1 9 2 3 3 35
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 1 2 6 212 1 5 21 715
Predictive power and unbiasedness of implied forward charter rates 0 0 1 84 0 0 1 295
Pricing freight rate options 0 0 4 65 1 1 9 218
Pricing of forwards and other derivatives in cointegrated commodity markets 0 0 1 11 0 0 2 51
Putting a Price on Temperature* 0 0 1 144 0 0 7 289
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 1 10 19 415 2 22 41 1,051
Stochastic modeling of Supramax spot and forward freight rates 0 1 4 37 0 2 7 108
Stochastic modeling of financial electricity contracts 2 4 15 251 5 11 41 628
THE CARMA INTEREST RATE MODEL 0 0 2 16 0 0 3 49
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 0 0 0 78 0 0 2 230
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 20 0 1 2 104
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 104 0 0 1 317
Total Journal Articles 5 22 64 1,747 13 50 163 5,171


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 3 10 31 114 9 24 71 327
Total Books 3 10 31 114 9 24 71 327


Statistics updated 2023-06-05