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Steen Koekebakker

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This is information that was supplied by Steen Koekebakker in registering through RePEc. If you are Steen Koekebakker , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Steen
Middle Name:
Last Name: Koekebakker
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RePEc Short-ID: pko610

Email:
Homepage: http://scholar.google.com/citations?user=bimtf-YAAAAJ&hl=en
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Phone:

Affiliation

Institutt for økonomi
Universitetet i Agder
Location: Kristiansand, Norway
Homepage: http://www.uia.no/no/portaler/om_universitetet/oekonomi_og_samfunnsvitenskap/oekonomi
Email:
Phone: 38 14 15 07
Fax: 38 14 10 27
Postal: Serviceboks 422, 4604 Kristiansand
Handle: RePEc:edi:dehiano (more details at EDIRC)

Works

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Working papers

  1. Koekebakker, Steen & Lien, Gudbrand D., 2002. "Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24874, European Association of Agricultural Economists.

Articles

  1. Dennis Frestad & Fred Espen Benth & Steen Koekebakker, 2010. "Modeling Term Structure Dynamics in the Nordic Electricity Swap Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 53-86.
  2. Sigbj�rn S�dal & Steen Koekebakker & Roar Adland, 2009. "Value based trading of real assets in shipping under stochastic freight rates," Applied Economics, Taylor & Francis Journals, vol. 41(22), pages 2793-2807.
  3. Zakamouline, Valeri & Koekebakker, Steen, 2009. "Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1242-1254, July.
  4. Sødal, Sigbjørn & Koekebakker, Steen & Aadland, Roar, 2008. "Market switching in shipping -- A real option model applied to the valuation of combination carriers," Review of Financial Economics, Elsevier, vol. 17(3), pages 183-203, August.
  5. Benth, Fred Espen & Koekebakker, Steen, 2008. "Stochastic modeling of financial electricity contracts," Energy Economics, Elsevier, vol. 30(3), pages 1116-1157, May.
  6. Koekebakker, Steen & Adland, Roar & Sødal, Sigbjørn, 2007. "Pricing freight rate options," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 43(5), pages 535-548, September.
  7. FRED ESPEN BENTH & JŪRATĖ SALTYTĖ BENTH & STEEN KOEKEBAKKER, 2007. "Putting a Price on Temperature," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 34(4), pages 746-767.
  8. Roar Adland & Steen Koekebakker, 2007. "Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach," Maritime Economics and Logistics, Palgrave Macmillan, vol. 9(2), pages 105-118, June.
  9. Amir H. Alizadeh & Roar Os Ådland & Steen Koekebakker, 2007. "Predictive power and unbiasedness of implied forward charter rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 385-403.
  10. Steen Koekebakker & Roar Adland & Sigbjørn Sødal, 2006. "Are Spot Freight Rates Stationary?," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 40(3), pages 449-472, September.
  11. Roar �dland & Haiying Jia & Steen Koekebakker, 2004. "The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships," Maritime Economics and Logistics, Palgrave Macmillan, vol. 6(2), pages 109-121, June.
  12. Steen Koekebakker * & Roar Os �dland, 2004. "Modelling forward freight rate dynamics—empirical evidence from time charter rates," Maritime Policy & Management, Taylor & Francis Journals, vol. 31(4), pages 319-335, October.
  13. Aror O S �dland & Steen Koekebakker, 2004. "Market Efficiency in the Second-hand Market for Bulk Ships," Maritime Economics and Logistics, Palgrave Macmillan, vol. 6(1), pages 1-15, March.
  14. Steen Koekebakker & Gudbrand Lien, 2004. "Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(4), pages 1018-1031.

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