KOEKEBAKKER, STEEN : rechercher sur Z-Library

Le plus grand référentiel d'articles scientifiques au monde. 70,000,000+ d'articles gratuitement.

Don't use scam websites

Livres
Articles (25)
Les plus populaires
Liste
- Liste
- Tableau

1

Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance

Valeri Zakamouline, Steen Koekebakker

Journal:

Journal of Banking & Finance

Année:

2009

Langue:

english

Fichier:

PDF, 316 KB

english, 2009

2

Stochastic modeling of Supramax spot and forward freight rates

Benth, Fred Espen, Koekebakker, Steen

Journal:

Maritime Economics & Logistics

Année:

2016

Langue:

english

Fichier:

PDF, 1.12 MB

english, 2016

3

Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach

Adland, Roar, Koekebakker, Steen

Journal:

Maritime Economics & Logistics

Année:

2007

Langue:

english

Fichier:

PDF, 189 KB

english, 2007

4

Stochastic modeling of financial electricity contracts

Fred Espen Benth, Steen Koekebakker

Journal:

Energy Economics

Année:

2008

Langue:

english

Fichier:

PDF, 515 KB

english, 2008

5

THE CARMA INTEREST RATE MODEL

ANDRESEN, ARNE, BENTH, FRED ESPEN, KOEKEBAKKER, STEEN, ZAKAMULIN, VALERIY

Journal:

International Journal of Theoretical and Applied Finance

Année:

2014

Langue:

english

Fichier:

PDF, 391 KB

english, 2014

6

Forward curve dynamics in the Nordic electricity market

Koekebakker, Steen, Ollmar, Fridthjof

Journal:

Managerial Finance

Année:

2005

Langue:

english

Fichier:

PDF, 1.24 MB

english, 2005

7

[Advanced Series on Statistical Science & Applied Probability] Stochastic Modeling of Electricity and Related Markets Volume 11 || Modelling of the Electricity Futures Market

Benth, Fred Espen, Benth, Jūratė Šaltytė, Koekebakker, Steen

Année:

2008

Langue:

english

Fichier:

PDF, 449 KB

english, 2008

8

Market switching in shipping — A real option model applied to the valuation of combination carriers

Sigbjørn Sødal, Steen Koekebakker, Roar Aadland

Journal:

Review of Financial Economics

Année:

2008

Langue:

english

Fichier:

PDF, 736 KB

english, 2008

9

Value based trading of real assets in shipping under stochastic freight rates

Sødal, Sigbjørn, Koekebakker, Steen, Adland, Roar

Journal:

Applied Economics

Année:

2009

Langue:

english

Fichier:

PDF, 278 KB

english, 2009

10

Book Review: Derivatives and Risk Management in Shipping by Manolis D. Kavussanos and Ilias D. Visvikis

Koekebakker, Steen

Journal:

International Journal of Shipping and Transport Logistics

Année:

2009

Langue:

english

Fichier:

PDF, 26 KB

english, 2009

11

Volatility and Price Jumps in Agricultural Futures Prices-Evidence from Wheat Options

Steen Koekebakker and Gudbrand Lien

Journal:

American Journal of Agricultural Economics

Année:

2004

Langue:

english

Fichier:

PDF, 2.44 MB

english, 2004

12

Multivariate Modeling and Analysis of Regional Ocean Freight Rates

Adland, Roar, Benth, Fred Espen, Koekebakker, Steen

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 610 KB

english, 2017

13

Pricing of Forwards and Other Derivatives in Cointegrated Commodity Markets

Benth, Fred Espen, Koekebakker, Steen

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 449 KB

english, 2014

14

Predictive power and unbiasedness of implied forward charter rates

Amir H. Alizadeh, Roar Os Ådland, Steen Koekebakker

Journal:

Journal of Forecasting

Année:

2007

Langue:

english

Fichier:

PDF, 299 KB

english, 2007

15

Putting a Price on Temperature

FRED ESPEN BENTH, JŪRATĖ ŠALTYTĖ BENTH, STEEN KOEKEBAKKER

Journal:

Scandinavian Journal of Statistics

Année:

2007

Langue:

english

Fichier:

PDF, 908 KB

english, 2007

16

A Generalisation of the Mean-Variance Analysis

Valeri Zakamouline, Steen Koekebakker

Journal:

European Financial Management

Année:

2009

Langue:

english

Fichier:

PDF, 260 KB

english, 2009

17

Pricing freight rate options

Steen Koekebakker, Roar Adland, Sigbjørn Sødal

Journal:

Transportation Research Part E: Logistics and Transportation Review

Année:

2007

Langue:

english

Fichier:

PDF, 226 KB

english, 2007

18

Pricing of forwards and other Derivatives in cointegrated commodity markets

Benth, Fred Espen, Koekebakker, Steen

Journal:

Energy Economics

Année:

2015

Langue:

english

Fichier:

PDF, 469 KB

english, 2015

19

Modelling forward freight rate dynamics—empirical evidence from time charter rates

Koekebakker *, Steen, Os Ådland, Roar

Journal:

Maritime Policy & Management

Année:

2004

Langue:

english

Fichier:

PDF, 326 KB

english, 2004

20

Are Spot Freight Rates Stationary?

Steen Koekebakker, Roar Adland and Sigbjørn Sødal

Journal:

Journal of Transport Economics and Policy

Année:

2006

Langue:

english

Fichier:

PDF, 2.85 MB

english, 2006

21

The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships

Ådland, Roar, Jia, Haiying, Koekebakker, Steen

Journal:

Maritime Economics & Logistics

Année:

2004

Langue:

english

Fichier:

PDF, 131 KB

english, 2004

22

Market Efficiency in the Second-hand Market for Bulk Ships

Ådland, Aror O S, Koekebakker, Steen

Journal:

Maritime Economics & Logistics

Année:

2004

Langue:

english

Fichier:

PDF, 145 KB

english, 2004

23

Multivariate modeling and analysis of regional ocean freight rates

Adland, Roar, Benth, Fred Espen, Koekebakker, Steen

Journal:

Transportation Research Part E: Logistics and Transportation Review

Année:

2017

Langue:

english

Fichier:

PDF, 1.60 MB

english, 2017

24

Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance

Zakamouline, Valeri, Koekebakker, Steen

Journal:

SSRN Electronic Journal

Année:

2008

Langue:

english

Fichier:

PDF, 255 KB

english, 2008

25

The CARMA Interest Rate Model

Benth, Fred Espen, Koekebakker, Steen, Zakamouline, Valeri

Journal:

SSRN Electronic Journal

Année:

2010

Langue:

english

Fichier:

PDF, 205 KB

english, 2010