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Steen Koekebakker
Steen Koekebakker
Professor of finance, University of Agder
Verified email at uia.no
Title
Cited by
Cited by
Year
Stochastic modelling of electricity and related markets
FE Benth, JS Benth, S Koekebakker
World Scientific, 2008
5892008
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
V Zakamouline, S Koekebakker
Journal of Banking & Finance 33 (7), 1242-1254, 2009
2842009
Stochastic modeling of financial electricity contracts
FE Benth, S Koekebakker
Energy Economics 30 (3), 1116-1157, 2008
2412008
Forward curve dynamics in the Nordic electricity market
S Koekebakker, F Ollmar
Managerial Finance 31 (6), 73-94, 2005
1702005
Putting a price on temperature
FE Benth, J Šaltytė Benth, S Koekebakker
Scandinavian Journal of Statistics 34 (4), 746-767, 2007
1572007
Market switching in shipping—A real option model applied to the valuation of combination carriers
S Sødal, S Koekebakker, R Aadland
Review of Financial Economics 17 (3), 183-203, 2008
1202008
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
FE Benth, S Koekebakker, F Ollmar
Journal of Derivatives 15 (1), 52, 2007
1082007
Volatility and price jumps in agricultural futures prices—evidence from wheat options
S Koekebakker, G Lien
American Journal of Agricultural Economics 86 (4), 1018-1031, 2004
1032004
Ship valuation using cross-sectional sales data: A multivariate non-parametric approach
R Adland, S Koekebakker
Maritime Economics & Logistics 9, 105-118, 2007
982007
Pricing freight rate options
S Koekebakker, R Adland, S Sødal
Transportation Research Part E: Logistics and Transportation Review 43 (5 …, 2007
932007
Are spot freight rates stationary?
S Koekebakker, R Adland, S Sødal
Journal of Transport Economics and Policy (JTEP) 40 (3), 449-472, 2006
932006
Market efficiency in the second-hand market for bulk ships
AOS Ådland, S Koekebakker
Maritime Economics & Logistics 6, 1-15, 2004
772004
Value based trading of real assets in shipping under stochastic freight rates
S Sødal, S Koekebakker, R Adland
The applied Economics of Transport, 5-20, 2014
702014
Modelling forward freight rate dynamics—empirical evidence from time charter rates
S Koekebakker*, R Os Ådland
Maritime Policy & Management 31 (4), 319-335, 2004
642004
Forward curve dynamics in the Nordic electricity market
S Koekebakker, F Ollmar
Norwegian School of Economics and Business Administration. Department of …, 2001
562001
A generalisation of the mean‐variance analysis
V Zakamouline, S Koekebakker
European Financial Management 15 (5), 934-970, 2009
552009
Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution
A Andresen, S Koekebakker, S Westgaard
Incisive Media, 2010
452010
Stochastic dynamical modelling of spot freight rates
FE Benth, S Koekebakker, CMIC Taib
IMA Journal of Management Mathematics 26 (3), 273-297, 2015
412015
Multivariate modeling and analysis of regional ocean freight rates
R Adland, FE Benth, S Koekebakker
Transportation Research Part E: Logistics and Transportation Review 113, 194-221, 2018
372018
Modeling term structure dynamics in the Nordic electricity swap market
D Frestad, FE Benth, S Koekebakker
The Energy Journal 31 (2), 53-86, 2010
362010
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