Steen Koekebakker : Citation Profile


Are you Steen Koekebakker?

Universitetet i Agder

8

H index

5

i10 index

193

Citations

RESEARCH PRODUCTION:

14

Articles

1

Papers

RESEARCH ACTIVITY:

   8 years (2002 - 2010). See details.
   Cites by year: 24
   Journals where Steen Koekebakker has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 4 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko610
   Updated: 2018-06-16    RAS profile: 2014-06-17    
   Missing citations? Add them    Incorrect content? Let us know

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:

McAleer, Michael (8)

Chang, Chia-Lin (6)

woo, chi-keung (6)

Caporin, Massimiliano (5)

Zarnikau, Jay (5)

López Cabrera, Brenda (4)

Fleten, Stein-Erik (3)

Prokopczuk, Marcel (3)

Roe, Brian (3)

Wong, Wing-Keung (3)

Cartea, Álvaro (3)

Cites to:

Kavussanos, Manolis (9)

Bessembinder, Hendrik (4)

Cartea, Álvaro (4)

Johansen, Soren (3)

Cao, Charles (3)

Chen, Zhiwu (3)

Alizadeh, Amir (3)

merton, robert (3)

Prescott, Edward (2)

Engle, Robert (2)

Constantinides, George (2)

Main data


Where Steen Koekebakker has published?


Journals with more than one article published# docs
Maritime Economics & Logistics3

Recent works citing Steen Koekebakker (2018 and 2017)


YearTitle of citing document
2018On the spot-futures no-arbitrage relations in commodity markets. (2018). Lautier, Delphine ; Ren'e A"id, ; Campi, Luciano . In: Papers. RePEc:arx:papers:1501.00273.

Full description at Econpapers || Download paper

2017Sharp Target Range Strategy for Multiperiod Portfolio Choice by Decensored Least Squares Monte Carlo. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1704.00416.

Full description at Econpapers || Download paper

2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

Full description at Econpapers || Download paper

2017Differential equations connecting VaR and CVaR. (2017). Balbas, Raquel . In: INDEM - Working Paper Business Economic Series. RePEc:cte:idrepe:24017.

Full description at Econpapers || Download paper

2017Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Schlag, N ; Chen, Y ; Olson, A ; Moore, J ; Ong, A ; Ho, T. In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:531-543.

Full description at Econpapers || Download paper

2017Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. (2017). Caldana, Ruggero ; Roncoroni, Andrea ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:715-734.

Full description at Econpapers || Download paper

2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

Full description at Econpapers || Download paper

2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

Full description at Econpapers || Download paper

2018Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Luo, X ; Liu, Y ; Shiu, A. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:887-902.

Full description at Econpapers || Download paper

2017A comparison of wavelet networks and genetic programming in the context of temperature derivatives. (2017). Cramer, Sam ; Alexandridis, Antonis K ; Kampouridis, Michael . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:21-47.

Full description at Econpapers || Download paper

2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

Full description at Econpapers || Download paper

2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

Full description at Econpapers || Download paper

2018Does energy efficiency affect ship values in the second-hand market?. (2018). Wolff, François-Charles ; Cariou, Pierre ; Adland, Roar . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:111:y:2018:i:c:p:347-359.

Full description at Econpapers || Download paper

2017Does fuel efficiency pay? Empirical evidence from the drybulk timecharter market revisited. (2017). Banyte, Justina ; Jia, Haiying ; Alger, Harrison ; Adland, Roar . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:95:y:2017:i:c:p:1-12.

Full description at Econpapers || Download paper

2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

Full description at Econpapers || Download paper

2017Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Alizadeh, Amir H ; Yip, Tsz Leung ; Thanopoulou, Helen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

Full description at Econpapers || Download paper

2018Capacity expansion under regulatory uncertainty:A real options-based study in international container shipping. (2018). Haehl, Christian ; Spinler, Stefan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:75-93.

Full description at Econpapers || Download paper

2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). Visvikis, I ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

Full description at Econpapers || Download paper

2017Theory and Application of an Economic Performance Measure of Risk. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, X ; Niu, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:100417.

Full description at Econpapers || Download paper

2017Determinants of power spreads in electricity futures markets: A multinational analysis. (2017). Spodniak, Petr ; Bertsch, Valentin. In: Papers. RePEc:esr:wpaper:wp580.

Full description at Econpapers || Download paper

2018Does energy efficiency affect ship values in the second-hand market?. (2018). Wolff, François-Charles ; Cariou, Pierre ; Adland, Roar . In: Working Papers. RePEc:hal:wpaper:halshs-01706627.

Full description at Econpapers || Download paper

2018The value of foresight in the drybulk freight market. (2018). Wallace, Stein ; Prochazka, Vit ; Adland, Roar . In: Discussion Papers. RePEc:hhs:nhhfms:2018_001.

Full description at Econpapers || Download paper

2018Short-term price density forecasts in the lean hog futures market. (2018). Trujillo-Barrera, Andres ; Mallory, Mindy L ; Garcia, Philip. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:45:y:2018:i:1:p:121-142..

Full description at Econpapers || Download paper

2017Are recent tanker freight rates stationary?. (2017). Poblacion, Javier . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:4:d:10.1057_mel.2016.7.

Full description at Econpapers || Download paper

2017The Baltic Dry Index: cyclicalities, forecasting and hedging strategies. (2017). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1081-9.

Full description at Econpapers || Download paper

2017Theory and Application of an Economic Performance Measure of Risk. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, XU ; Niu, Cuizhen. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170055.

Full description at Econpapers || Download paper

2017Theory and Application of an Economic Performance Measure of Risk. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, XU ; Niu, Cuizhen. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1718.

Full description at Econpapers || Download paper

Works by Steen Koekebakker:


YearTitleTypeCited
2010Modeling Term Structure Dynamics in the Nordic Electricity Swap Market In: The Energy Journal.
[Full Text][Citation analysis]
article9
2002Term Structure of Volatility and Price Jumps in Agricultural Markets - Evidence from Option Data In: 2002 International Congress, August 28-31, 2002, Zaragoza, Spain.
[Full Text][Citation analysis]
paper0
2007Putting a Price on Temperature In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article12
2008Stochastic modeling of financial electricity contracts In: Energy Economics.
[Full Text][Citation analysis]
article49
2009Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article50
2008Market switching in shipping -- A real option model applied to the valuation of combination carriers In: Review of Financial Economics.
[Full Text][Citation analysis]
article10
2007Pricing freight rate options In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]
article7
2007Predictive power and unbiasedness of implied forward charter rates In: Journal of Forecasting.
[Full Text][Citation analysis]
article1
2004Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article23
2004Market Efficiency in the Second-hand Market for Bulk Ships In: Maritime Economics & Logistics.
[Full Text][Citation analysis]
article5
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.
[Full Text][Citation analysis]
article0
2007Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach In: Maritime Economics & Logistics.
[Full Text][Citation analysis]
article6
2009Value based trading of real assets in shipping under stochastic freight rates In: Applied Economics.
[Full Text][Citation analysis]
article5
2004Modelling forward freight rate dynamics—empirical evidence from time charter rates In: Maritime Policy & Management.
[Full Text][Citation analysis]
article8
2006Are Spot Freight Rates Stationary? In: Journal of Transport Economics and Policy.
[Full Text][Citation analysis]
article8

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team