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 2 3 115
Total Working Papers 0 0 0 34 0 2 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 1 2 0 0 3 11
Are Spot Freight Rates Stationary? 0 0 0 51 1 3 4 232
Market Efficiency in the Second-hand Market for Bulk Ships 2 2 5 84 2 3 11 268
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 2 2 116 0 14 17 345
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 0 2 48 0 2 4 207
Modelling forward freight rate dynamics—empirical evidence from time charter rates 0 0 1 22 2 2 5 89
Multivariate modeling and analysis of regional ocean freight rates 0 0 0 10 0 1 2 39
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 0 2 7 224 1 4 20 758
Predictive power and unbiasedness of implied forward charter rates 0 0 0 84 2 2 3 300
Pricing freight rate options 0 0 2 68 1 3 7 234
Pricing of forwards and other derivatives in cointegrated commodity markets 0 0 1 12 1 2 6 62
Putting a Price on Temperature* 1 2 9 160 1 4 20 320
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 0 3 13 445 0 4 18 1,096
Stochastic modeling of Supramax spot and forward freight rates 0 0 0 38 0 0 0 111
Stochastic modeling of financial electricity contracts 2 5 21 299 2 8 41 720
THE CARMA INTEREST RATE MODEL 1 1 1 20 1 3 4 57
The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships 0 0 3 82 0 1 6 239
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 0 0 2 111
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 0 1 1 320
Total Journal Articles 6 17 68 1,895 14 57 174 5,519


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 7 17 64 264 20 37 135 617
Total Books 7 17 64 264 20 37 135 617


Statistics updated 2025-05-12