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Steen Koekebakker
Steen Koekebakker
Professor of finance, University of Agder
Verifisert e-postadresse på uia.no
Tittel
Sitert av
Sitert av
År
Stochastic modelling of electricity and related markets
FE Benth, JS Benth, S Koekebakker
World Scientific, 2008
5912008
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
1592007
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
1042004
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
462010
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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Artikler 1–20