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 1 1 4 116
Total Working Papers 0 0 0 34 1 1 4 116


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 3 3 14
Are Spot Freight Rates Stationary? 0 1 1 52 0 4 9 237
Market Efficiency in the Second-hand Market for Bulk Ships 0 0 2 84 0 2 6 271
Market switching in shipping -- A real option model applied to the valuation of combination carriers 0 0 2 116 1 4 18 349
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market 0 1 1 49 4 11 17 222
Modelling forward freight rate dynamics—empirical evidence from time charter rates 1 1 1 23 1 2 5 92
Multivariate modeling and analysis of regional ocean freight rates 0 0 0 10 1 2 4 42
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance 1 2 7 229 1 7 23 776
Predictive power and unbiasedness of implied forward charter rates 0 1 2 86 3 6 11 308
Pricing freight rate options 0 1 4 72 2 8 21 251
Pricing of forwards and other derivatives in cointegrated commodity markets 0 1 3 15 1 4 12 71
Putting a Price on Temperature* 0 1 3 161 1 13 22 338
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach 1 2 7 448 2 3 9 1,100
Stochastic modeling of Supramax spot and forward freight rates 0 0 0 38 4 8 8 119
Stochastic modeling of financial electricity contracts 0 10 28 320 8 28 66 773
THE CARMA INTEREST RATE MODEL 0 0 1 20 6 8 13 67
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 1 2 5 243
Value based trading of real assets in shipping under stochastic freight rates 0 0 0 25 1 3 6 117
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options 0 0 0 105 6 11 15 334
Total Journal Articles 3 21 63 1,938 44 129 273 5,724


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 9 22 89 330 27 73 222 791
Total Books 9 22 89 330 27 73 222 791


Statistics updated 2026-01-09