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Steen Koekebakker · Study
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Author
Steen Koekebakker
17 works
· latest 2014
· 4 institutions
cluster: provisional
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17
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17
Citations
1,766
Works here
17
04
05
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14
Most cited in this library
STochastic Modeling of Electricity and Related Markets
2008 · 307 citations
Stochastic Modeling of Electricity and Related Markets
2008 · 235 citations
Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance
2008 · 215 citations
Stochastic modeling of financial electricity contracts
2007 · 161 citations
Forward curve dynamics in the Nordic electricity market
2005 · 140 citations
Works
17 shown
Stochastic dynamical modelling of spot freight rates
IMA Journal of Management Mathematics
·
2014
·
3 authors
28
citations
THE CARMA INTEREST RATE MODEL
International Journal of Theoretical and Applied Finance
·
2014
·
4 authors
·
Open access
38
citations
Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution
The Journal of Energy Markets
·
2010
·
3 authors
·
Open access
37
citations
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market
The Energy Journal
·
2010
·
3 authors
33
citations
Value based trading of real assets in shipping under stochastic freight rates
Applied Economics
·
2008
·
3 authors
48
citations
Stochastic Modeling of Electricity and Related Markets
Advanced series on statistical science and applied probability
·
2008
·
3 authors
·
book
235
citations
STochastic Modeling of Electricity and Related Markets
Advanced series on statistical science and applied probability
·
2008
·
3 authors
·
book
307
citations
Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance
Journal of Banking & Finance
·
2008
·
2 authors
·
Open access
215
citations
Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation
The Journal of Derivatives
·
2007
·
3 authors
74
citations
Stochastic modeling of financial electricity contracts
Energy Economics
·
2007
·
2 authors
·
Open access
161
citations
Putting a Price on Temperature*
Scandinavian Journal of Statistics
·
2007
·
3 authors
120
citations
Market switching in shipping — A real option model applied to the valuation of combination carriers
Review of Financial Economics
·
2007
·
3 authors
·
Open access
77
citations
Pricing freight rate options
Transportation Research Part E Logistics and Transportation Review
·
2006
·
3 authors
69
citations
Forward curve dynamics in the Nordic electricity market
Managerial Finance
·
2005
·
2 authors
·
Open access
140
citations
Modelling forward freight rate dynamics—empirical evidence from time charter rates
Maritime Policy & Management
·
2004
·
2 authors
55
citations
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options
American Journal of Agricultural Economics
·
2004
·
2 authors
·
Open access
82
citations
Market Efficiency in the Second-hand Market for Bulk Ships
Maritime Economics & Logistics
·
2004
·
2 authors
47
citations