Steen Koekebakker : Citation Profile


Are you Steen Koekebakker?

Universitetet i Agder

9

H index

6

i10 index

224

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 14
   Journals where Steen Koekebakker has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 7 (3.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko610
   Updated: 2018-10-13    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:

McAleer, Michael (9)

VISVIKIS, ILIAS (9)

Tsouknidis, Dimitris (7)

woo, chi-keung (6)

Chang, Chia-Lin (6)

Zarnikau, Jay (5)

Caporin, Massimiliano (5)

López Cabrera, Brenda (4)

Wallace, Stein (3)

Roe, Brian (3)

Prokopczuk, Marcel (3)

Cites to:

Kavussanos, Manolis (13)

Cartea, Álvaro (10)

Prokopczuk, Marcel (5)

Jarrow, Robert (5)

merton, robert (5)

Bessembinder, Hendrik (5)

Alizadeh, Amir (4)

Johansen, Soren (4)

Bollerslev, Tim (4)

Pelsser, Antoon (3)

Barndorff-Nielsen, Ole (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 (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.

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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.

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2018The effect of prudence on the optimal allocation in possibilistic and mixed models. (2018). Georgescu, Irina. In: Papers. RePEc:arx:papers:1805.12066.

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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.

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

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

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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.

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2018Valuation of power plants. (2018). Ernstsen, Rune Ramsdal ; Boomsma, Trine Krogh. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:3:p:1153-1174.

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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.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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2017Risk-minimisation in electricity markets: Fixed price, unknown consumption. (2017). Tegner, Martin ; Poulsen, Rolf ; Skajaa, Anders ; Ernstsen, Rune Ramsdal. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:423-439.

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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.

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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.

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2018Indexing gamble desirability by extending proportional stochastic dominance. (2018). Hellman, Ziv ; Schreiber, Amnon. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:523-543.

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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.

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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.

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2017A two-factor cointegrated commodity price model with an application to spread option pricing. (2017). Necula, Ciprian ; Huitema, Robert ; Gourier, Elise ; Farkas, Walter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:249-268.

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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.

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2018Theory and application of an economic performance measure of risk. (2018). McAleer, Michael ; Wong, Wing-Keung ; Guo, XU ; Niu, Cuizhen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:383-396.

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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.

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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.

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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.

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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.

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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.

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2018A survey of shipping finance research: Setting the future research agenda. (2018). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Kim, Chi Y ; Kavussanos, Manolis G ; Alexandridis, George. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:115:y:2018:i:c:p:164-212.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; 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.

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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.

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

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2017A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices. (2017). Leonhardt, Daniel ; Zagst, Rudi ; Ware, Antony. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:48-:d:111674.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018Ship Acquisition of Shipping Companies by Sale & Purchase Activities for Sustainable Growth: Exploratory Fuzzy-AHP Application. (2018). Park, Keun-Sik ; Ha, Min-Ho ; Kim, A-Rom ; Seo, Young-Joon. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1763-:d:149310.

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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.

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2018Comparing transaction-based and expert-generated price indices in the market for offshore support vessels. (2018). Wolff, François-Charles ; Cariou, Pierre ; Adland, Roar. In: Working Papers. RePEc:hal:wpaper:halshs-01843720.

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

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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..

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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.

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2018Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes. (2018). Kevei, Peter. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:2:d:10.1007_s10463-017-0601-5.

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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.

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2017Calculation of the freight revenues in Turkey-focused maritime transportation. (2017). Erol, Sercan . In: Maritime Policy & Management. RePEc:taf:marpmg:v:44:y:2017:i:7:p:815-824.

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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.

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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.

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2017Pricing spread options by generalized bivariate edgeworth expansion. (2017). , Edward ; Xie, Weiwei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500177.

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2017NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING. (2017). Safarov, Nemat ; Atkinson, Colin. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500042.

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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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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.
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paper0
2007Putting a Price on Temperature In: Scandinavian Journal of Statistics.
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article13
2008Stochastic modeling of financial electricity contracts In: Energy Economics.
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article48
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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article55
2008Market switching in shipping -- A real option model applied to the valuation of combination carriers In: Review of Financial Economics.
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article10
2018Multivariate modeling and analysis of regional ocean freight rates In: Transportation Research Part E: Logistics and Transportation Review.
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article0
2007Pricing freight rate options In: Transportation Research Part E: Logistics and Transportation Review.
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article11
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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article24
2016Stochastic modeling of Supramax spot and forward freight rates In: Maritime Economics & Logistics.
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article1
2004Market Efficiency in the Second-hand Market for Bulk Ships In: Maritime Economics & Logistics.
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article8
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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article2
2007Ship Valuation Using Cross-Sectional Sales Data: A Multivariate Non-Parametric Approach In: Maritime Economics & Logistics.
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article8
2009Value based trading of real assets in shipping under stochastic freight rates In: Applied Economics.
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article4
2004Modelling forward freight rate dynamics—empirical evidence from time charter rates In: Maritime Policy & Management.
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article9
2006Are Spot Freight Rates Stationary? In: Journal of Transport Economics and Policy.
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article9
2014THE CARMA INTEREST RATE MODEL In: International Journal of Theoretical and Applied Finance (IJTAF).
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article2
2008Stochastic Modeling of Electricity and Related Markets In: World Scientific Books.
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book7

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