Stochastic modelling of electricity and related markets FE Benth, JS Benth, S Koekebakker World Scientific, 2008 | 521 | 2008 |
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance V Zakamouline, S Koekebakker Journal of Banking & Finance 33 (7), 1242-1254, 2009 | 238 | 2009 |
Stochastic modeling of financial electricity contracts FE Benth, S Koekebakker Energy Economics 30 (3), 1116-1157, 2008 | 229 | 2008 |
Forward curve dynamics in the Nordic electricity market S Koekebakker, F Ollmar Managerial Finance, 2005 | 163 | 2005 |
Putting a price on temperature FE Benth, J Šaltytė Benth, S Koekebakker Scandinavian Journal of Statistics 34 (4), 746-767, 2007 | 149 | 2007 |
Market switching in shipping—A real option model applied to the valuation of combination carriers S Sødal, S Koekebakker, R Aadland Review of Financial Economics 17 (3), 183-203, 2008 | 108 | 2008 |
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation FE Benth, S Koekkebakker, F Ollmar The Journal of Derivatives 15 (1), 52-66, 2007 | 107 | 2007 |
Ship valuation using cross-sectional sales data: A multivariate non-parametric approach R Adland, S Koekebakker Maritime Economics & Logistics 9 (2), 105-118, 2007 | 90 | 2007 |
Are spot freight rates stationary? S Koekebakker, R Adland, S Sødal Journal of Transport Economics and Policy (JTEP) 40 (3), 449-472, 2006 | 90 | 2006 |
Volatility and price jumps in agricultural futures prices—evidence from wheat options S Koekebakker, G Lien American Journal of Agricultural Economics 86 (4), 1018-1031, 2004 | 90 | 2004 |
Pricing freight rate options S Koekebakker, R Adland, S Sødal Transportation Research Part E: Logistics and Transportation Review 43 (5 …, 2007 | 87 | 2007 |
Market efficiency in the second-hand market for bulk ships AOS Ådland, S Koekebakker Maritime Economics & Logistics 6 (1), 1-15, 2004 | 69 | 2004 |
Value based trading of real assets in shipping under stochastic freight rates S Sødal, S Koekebakker, R Adland Applied Economics 41 (22), 2793-2807, 2009 | 66 | 2009 |
Modelling forward freight rate dynamics—empirical evidence from time charter rates S Koekebakker*, R Os Ådland Maritime Policy & Management 31 (4), 319-335, 2004 | 61 | 2004 |
Forward curve dynamics in the Nordic electricity market S Koekebakker, F Ollmar Norwegian School of Economics and Business Administration. Department of …, 2001 | 60 | 2001 |
A generalisation of the mean‐variance analysis V Zakamouline, S Koekebakker European Financial Management 15 (5), 934-970, 2009 | 51 | 2009 |
Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution A Andresen, S Koekebakker, S Westgaard Incisive Media, 2010 | 39 | 2010 |
Stochastic dynamical modelling of spot freight rates FE Benth, S Koekebakker, CMIC Taib IMA Journal of Management Mathematics 26 (3), 273-297, 2015 | 37 | 2015 |
Modeling term structure dynamics in the Nordic electricity swap market D Frestad, FE Benth, S Koekebakker The Energy Journal 31 (2), 2010 | 34 | 2010 |
Multivariate modeling and analysis of regional ocean freight rates R Adland, FE Benth, S Koekebakker Transportation Research Part E: Logistics and Transportation Review 113, 194-221, 2018 | 30 | 2018 |