Steen Koekebakker - Concepedia

Author

Steen Koekebakker

Agder Research

Also Known As

Koekebakker, Steen, S. Koekebakker, STEEN KOEKEBAKKER, Steen Koekebakker, Steen Koekebakker *, Valeri Zakamouline

Publications

2.1K

Citations

H-Index

Concepts

All Affiliations

Agder Research University of Oslo University of Agder Clarkson College Norwegian University of Science and Technology

About

Steen Koekebakker is an author at Agder Research specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	17	18	1.2K
2	Economics	13	14	823
3	Engineering	6	6	248
4	Management	3	3	286
5	Electrical Engineering	1	1	18

Steen Koekebakker

Publications

1.5K

Citations

H-Index

Page 1

	Year	Citations
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance Valeri Zakamouline, Steen Koekebakker Journal of Banking & Finance Portfolio Performance EvaluationPortfolio OptimizationAsset PricingPortfolio SelectionManagement	2009	210
Stochastic modeling of financial electricity contracts Fred Espen Benth, Steen Koekebakker Energy Economics Power MarketEconomicsPower TradingBusinessFinancial Engineering	2007	164
Forward curve dynamics in the Nordic electricity market Steen Koekebakker, Fridthjof Ollmar Managerial Finance Power MarketEconomicsFinancial EconomicsAsset PricingEnergy Transition	2005	142
Putting a Price on Temperature* Fred Espen Benth, Jūratė Šaltytė Benth, Steen Koekebakker Scandinavian Journal of Statistics Forecasting MethodologyVolatility ModelingEngineeringSeasonal VariationMarket Design	2007	121
Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options Steen Koekebakker, Gudbrand Lien American Journal of Agricultural Economics EconomicsVolatility ModelingOption PricingAsset PricingPrice Jumps	2004	80
Market switching in shipping — A real option model applied to the valuation of combination carriers Sigbjørn Sødal, Steen Koekebakker, Roar Aadland Review of Financial Economics	2007	78
Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach Roar Ådland, Steen Koekebakker Maritime Economics & Logistics Revenue ManagementEconomicsPrice FormationBusinessEconomic Analysis	2007	69
Pricing freight rate options Steen Koekebakker, Roar Ådland, Sigbjørn Sødal Transportation Research Part E Logistics and Transportation Review Dynamic PricingPricing PolicyTransport LogisticBusinessLogistics	2006	68
Are Spot Freight Rates Stationary Steen Koekebakker, Roar Ådland, Sigbjørn Sødal Journal of transport economics and policy	2006	59
Modelling forward freight rate dynamics—empirical evidence from time charter rates Steen Koekebakker, Roar Ådland Maritime Policy & Management	2004	55

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