Steen Koekebakker : Citation Profile


Are you Steen Koekebakker?

Universitetet i Agder

10

H index

11

i10 index

335

Citations

RESEARCH PRODUCTION:

19

Articles

1

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 20
   Journals where Steen Koekebakker has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 7 (2.05 %)

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   Permalink: http://citec.repec.org/pko610
   Updated: 2021-02-20    RAS profile: 2018-08-02    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Steen Koekebakker.

Is cited by:

VISVIKIS, ILIAS (9)

McAleer, Michael (9)

Zarnikau, Jay (7)

Kavussanos, Manolis (7)

Tsouknidis, Dimitris (7)

Wallace, Stein (6)

woo, chi-keung (6)

Chang, Chia-Lin (6)

Vargiolu, Tiziano (5)

Wong, Wing-Keung (5)

Caporin, Massimiliano (5)

Cites to:

Kavussanos, Manolis (14)

Cartea, Álvaro (10)

merton, robert (5)

Jarrow, Robert (5)

Prokopczuk, Marcel (5)

Alizadeh, Amir (4)

Johansen, Soren (4)

Bollerslev, Tim (4)

Pelsser, Antoon (3)

VISVIKIS, ILIAS (3)

Engle, Robert (3)

Main data


Where Steen Koekebakker has published?


Journals with more than one article published# docs
Maritime Economics & Logistics4
Transportation Research Part E: Logistics and Transportation Review2
Energy Economics2

Recent works citing Steen Koekebakker (2021 and 2020)


YearTitle of citing document
2020A multi-factor polynomial framework for long-term electricity forwards with delivery period. (2019). Regez, Markus ; Larsson, Martin ; Komaric, Vlatka ; Kleisinger-Yu, XI. In: Papers. RePEc:arx:papers:1908.08954.

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2020Finite Mixture Approximation of CARMA(p,q) Models. (2020). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Papers. RePEc:arx:papers:2005.10130.

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2020Accuracy of Deep Learning in Calibrating HJM Forward Curves. (2020). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2006.01911.

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2020Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651.

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2020Robust estimation of stationary continuous‐time arma models via indirect inference. (2020). Kimmig, Sebastian ; Fasenhartmann, Vicky. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:620-651.

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2020Efficient volatility estimation in a two‐factor model. (2020). Hoffmann, Marc ; Gruet, Pierre ; Feron, Olivier. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:862-898.

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2020Technology Choice under Emission Regulation Uncertainty in International Container Shipping. (2020). Spinler, Stefan ; Haehl, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:1:p:383-396.

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2020Factor models in the German electricity market: Stylized facts, seasonality, and calibration. (2020). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319301033.

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2020Pricing reliability options under different electricity price regimes. (2020). Vargiolu, Tiziano ; Fontini, Fulvio ; Flora, Maria ; Andreis, Luisa. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030044x.

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2020Tail risk of electricity futures. (2020). Rodriguez, Rosa ; Pea, Juan Ignacio ; Mayoral, Silvia. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302267.

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2020A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108.

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2020Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584.

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2020Is flexible and dispatchable generation capacity rewarded in electricity futures markets? A multinational impact analysis. (2020). Spodniak, Petr ; Bertsch, Valentin. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220301572.

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2020An empirical analysis of relationships between cyclical components of oil price and tanker freight rates. (2020). Basu, Rounaq ; Siddiqui, Atiq W. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306010.

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2020Asset pricing with mean reversion: The case of ships. (2020). Moutzouris, Ioannis C ; Nomikos, Nikos K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302821.

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2020Unequal returns: Using the Atkinson index to measure financial risk. (2020). Fischer, Thomas ; Lundtofte, Frederik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300868.

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2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Ruiz, Esther ; Moura, Guilherme V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485.

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2020Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles. In: Resource and Energy Economics. RePEc:eee:resene:v:60:y:2020:i:c:s0928765518302744.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2021The value of timecharter optionality in the drybulk market. (2021). Prochazka, Vit ; Adland, Roar. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520308267.

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2020Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in electricity markets. (2020). Gruet, Pierre ; Feron, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-02880824.

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2020A comparison of modern deep neural network architectures for energy spot price forecasting. (2020). Cordoni, F. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00022-2.

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2020Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Chen, Jihui ; Ao, Jing ; Gao, Jin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-019-09497-1.

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2020Hedging ship price risk using freight derivatives in the drybulk market. (2020). Bornes, Eirik A ; Ameln, Haakon ; Adland, Roar. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-019-0056-3.

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2020Stationarity of spot freight rates considering supply/demand effect. (2020). Hayashi, Koichiro. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-020-00078-8.

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2020Are Corn Futures Prices Getting “Jumpy”?. (2020). Couleau, Anabelle ; Garcia, Philip ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:569-588.

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2020A novel forecasting model for the Baltic dry index utilizing optimal squeezing. (2020). Tsionas, Mike ; Izzeldin, Marwan ; Merika, Anna ; Merikas, Andreas ; Makridakis, Spyros. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:1:p:56-68.

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Works by Steen Koekebakker:


YearTitleTypeCited
2010Modeling Term Structure Dynamics in the Nordic Electricity Swap Market In: The Energy Journal.
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article11
2002Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data In: 2002 International Congress, August 28-31, 2002, Zaragoza, Spain.
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paper0
2009A Generalisation of the Mean†Variance Analysis In: European Financial Management.
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article0
2007Putting a Price on Temperature* In: Scandinavian Journal of Statistics.
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article18
2008Stochastic modeling of financial electricity contracts In: Energy Economics.
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article67
2015Pricing of forwards and other derivatives in cointegrated commodity markets In: Energy Economics.
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article2
2009Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance In: Journal of Banking & Finance.
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article68
2008Market switching in shipping -- A real option model applied to the valuation of combination carriers In: Review of Financial Economics.
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article16
2018Multivariate modeling and analysis of regional ocean freight rates In: Transportation Research Part E: Logistics and Transportation Review.
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article3
2007Pricing freight rate options In: Transportation Research Part E: Logistics and Transportation Review.
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article15
2007Predictive power and unbiasedness of implied forward charter rates In: Journal of Forecasting.
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article2
2004Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options In: American Journal of Agricultural Economics.
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article28
2016Stochastic modeling of Supramax spot and forward freight rates In: Maritime Economics & Logistics.
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article6
2004Market Efficiency in the Second-hand Market for Bulk Ships In: Maritime Economics & Logistics.
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article9
2004The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships In: Maritime Economics & Logistics.
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article3
2007Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach In: Maritime Economics & Logistics.
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article10
2009Value based trading of real assets in shipping under stochastic freight rates In: Applied Economics.
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article9
2004Modelling forward freight rate dynamics—empirical evidence from time charter rates In: Maritime Policy & Management.
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article14
2006Are Spot Freight Rates Stationary? In: Journal of Transport Economics and Policy.
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article17
2014THE CARMA INTEREST RATE MODEL In: International Journal of Theoretical and Applied Finance (IJTAF).
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article4
2008Stochastic Modeling of Electricity and Related Markets In: World Scientific Books.
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book33

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