0
Hopp til hovedinnhold

Steen Koekebakker

Professor

 
Kontor:
9I249 ( Universitetsveien 19, Kristiansand )

Steen Koekebakker er professor i finans på Handelshøyskolen ved Universitetet i Agder. Han er siviløkonom fra Universitetet i Agder, og har Høyere avdelings studium i bedriftsøkonomi og doktorgrad (Dr. Oecon) fra Norges Handelshøyskole.

Koekebakkers hovedinteresse er modellering og risikostyring i råvaremarkeder, med særskilt fokus på elektrisitets- og shippingmarkeder. Koekebakker er for tiden assosiert redaktør for Journal of Commodity Markets (Elsevier). Koekebakker har vunnet flere priser for sine vitenskapelige artikler.

Koekebakkers andre forskningsinteresser er innen finansielle beslutninger under usikkerhet. Han har utgitt artikler i en rekke akademiske tidsskrifter, blant andre; American Journal of Agricultural Economics, Journal of Banking and Finance, European Financial Management, International Journal of Theoretical and Applied Finance, Journal of Derivatives, Scandinavian Journal of Statistics, Journal of Forecasting, The Energy Journal, Energy Economics, Journal of Shipping and Transport Logistics og Journal of Transport Economics and Policy.

Koekebakker er tidligere spesialrådgiver for Agder Energi.

Vitenskapelige publikasjoner

  • Ådland, Roar Os; Benth, Fred Espen; Koekebakker, Steen (2017). Multivariate modeling and analysis of regional ocean freight rates. Transportation Research Part E: Logistics and Transportation Review. ISSN: 1366-5545. 113s 194 - 221. doi:10.1016/j.tre.2017.10.014.
  • Benth, Fred Espen; Koekebakker, Steen (2016). Stochastic modeling of Supramax spot and forward freight rates. Maritime Economics & Logistics. ISSN: 1479-2931. 18 (4). s 391 - 413. doi:10.1057/mel.2015.22.
  • Benth, Fred Espen; Koekebakker, Steen (2015). Pricing of forwards and other derivatives in cointegrated commodity markets. Energy Economics. ISSN: 0140-9883. 52s 104 - 117. doi:10.1016/j.eneco.2015.09.009.
  • Benth, Fred Espen; Koekebakker, Steen; Che Taib, Che Mohd Imran (2015). Stochastic dynamical modelling of spot freight rates. IMA Journal of Management Mathematics. ISSN: 1471-678X. 26 (3). s 273 - 297. doi:10.1093/imaman/dpu001.
  • Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; Zakamulin, Valeriy (2014). The CARMA interest rate model. International Journal of Theoretical and Applied Finance. ISSN: 0219-0249. 17 (2). doi:10.1142/S0219024914500083.
  • Benth, Fred Espen; Koekebakker, Steen; Zakamouline, Valeri (2010). A Continuous Time Model for Interest Rate with Autoregressive and Moving Average Components. AIP Conference Proceedings. ISSN: 0094-243X. 1281s 531 - 534. doi:10.1063/1.3498530.
  • Benth, Fred Espen; Frestad, Dennis; Koekebakker, Steen (2010). Modeling Term Structure Dynamics in the Nordic Electricity Swap Market. Energy Journal. ISSN: 0195-6574. 31 (2). s 53 - 86.
  • Andresen, Arne; Koekebakker, Steen; Westgaard, Sjur (2010). Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution. Journal of Energy Markets. ISSN: 1756-3607. 3 (3). s 1 - 23.
  • Zakamouline, Valeri; Koekebakker, Steen (2009). A Generalisation of the Mean-Variance Analysis. European Financial Management. ISSN: 1354-7798. 15 (5). s 934 - 970. doi:10.1111/j.1468-036X.2009.00483.x.
  • Zakamulin, Valeriy; Koekebakker, Steen (2009). A generalisation of the mean-variance analysis. European Financial Management. ISSN: 1354-7798. 15 (5). s 934 - 970.
  • Zakamouline, Valeri; Koekebakker, Steen (2009). Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance. Journal of Banking & Finance. ISSN: 0378-4266. 33 (7). s 1242 - 1254. doi:10.1016/j.jbankfin.2009.01.005.
  • Sødal, Sigbjørn; Koekebakker, Steen; Adland, Roar (2009). Value based trading of real assets in shipping under stochastic freight rates. Applied Economics. ISSN: 0003-6846. 41 (22). s 2793 - 2807. doi:10.1080/00036840701720853.
  • Sødal, Sigbjørn; Koekebakker, Steen; Ådland, Roar (2008). Market switching in shipping A real option model applied to the valuation of combination carriers. Review of Financial Economics. ISSN: 1058-3300. 17 (3). s 183 - 203.
  • Benth, Fred Espen; Koekebakker, Steen (2008). Stochastic modeling of financial electricity contracts. Energy Economics. ISSN: 0140-9883. 30 (3). s 1116 - 1157.
  • Benth, Fred Espen; Koekebakker, Steen (2008). Stochastic modeling of financial electricity contracts. Energy Economics. ISSN: 0140-9883. 30 (3). s 1116 - 1157. doi:10.1016/j.eneco.2007.06.005.
  • Benth, Fred Espen; Koekebakker, Steen; Ollmar, Fridthjof (2007). Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation. Journal of Derivatives. ISSN: 1074-1240. 15 (1). s 52 - 66.
  • Benth, Fred Espen; Ollmar, Fridthjof; Koekebakker, Steen (2007). Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation. Journal of Derivatives. ISSN: 1074-1240. 15 (1). s 52 - 66.
  • Alizadeh, Amir; Ådland, Roar; Koekebakker, Steen (2007). Predictive power and unbiasedness of implied forward charter rates. Journal of Forecasting. ISSN: 0277-6693. 26s 385 - 403.
  • Koekebakker, Steen; Ådland, Roar; Sødal, Sigbjørn (2007). Pricing freight rate options. Transportation Research Part E: Logistics and Transportation Review. ISSN: 1366-5545. 43s 535 - 548.
  • Benth, Fred Espen; Saltyte-Benth, Jurate; Koekebakker, Steen (2007). Putting a price on temperature. Scandinavian Journal of Statistics. ISSN: 0303-6898. 34 (4). s 746 - 767.
  • Benth, Fred Espen; Saltyte-Benth, Jurate; Koekebakker, Steen (2007). Putting a price on temperature. Scandinavian Journal of Statistics. ISSN: 0303-6898. 34s 746 - 767. doi:10.1111/j.1467-9469.2007.00564.x.
  • Ådland, Roar; Koekebakker, Steen (2007). Ship valuation using cross sectional sales data: A multivariate non-parametric approach. Maritime Economics & Logistics. ISSN: 1479-2931. 9s 105118.
  • Koekebakker, Steen; Ådland, Roar; Sødal, Sigbjørn (2006). Are spot freight rates stationary?. Journal of Transport Economics and Policy. ISSN: 0022-5258. 40 (3). s 449472.
  • Koekebakker, Steen; Ollmar, Fridthjof (2005). Forward curve dynamics in the Nordic electricity market. Managerial Finance. ISSN: 0307-4358. 31 (6). s 21.
  • Koekebakker, Steen (2004). Bruk av derivater ved konstruksjon av en investeringsportefølje. ?. 20 (3). s 55 - 64.
  • Koekebakker, Steen; Ådland, Roar (2004). Forward freight rate dynamics ? empirical evidence from time charter r. ?.
  • Ådland, Roar; Koekebakker, Steen (2004). Market efficiency in the second-hand market for bulk ships. Maritime Economics & Logistics. ISSN: 1479-2931. 6 (1). s 1 - 15.
  • Ådland, Roar; Haying, Jia; Koekebakker, Steen (2004). The Pricing of Forward Ship Value Agreements and the Unbiasedness of Implied Forward Prices in the Second-Hand Market for Ships. Maritime Economics & Logistics. ISSN: 1479-2931. 6 (2). s 109 - 121.
  • Koekebakker, Steen; Lien, Gudbrand (2004). Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options. American Journal of Agricultural Economics. ISSN: 0002-9092. 86 (4). s 1018 - 1031.
  • Randøy, Trond; Koekebakker, Steen (2002). Verdiskapende eierstyring i norske børsnoterte selskaper. ?. (4). s 36 - 43.
  • Oust, Are; Krakstad, Svein Olav; Boye, Knut; Koekebakker, Steen (2018). Finansielle emner - utgave 15. ISBN: 9788202474140. Cappelen Damm Akademisk. s 320.
  • Benth, Fred Espen; Benth, Jurate S; Koekebakker, Steen (2008). Stochastic Modelling of Electricity and Related Markets. ISBN: 978-981-281-230-8. World Scientific. s 330.
  • Boye, Knut; Koekebakker, Steen (2006). Finansielle Emner. ISBN: 8202257638. Cappelen Damm Akademisk. s 1.
  • Benth, Fred Espen; Saltyte-Benth, Jurate; Koekebakker, Steen (2008). Stochastic Modelling of Electricity and Related Markets. ISBN: 978-981-281-230-8. World Scientific. s 330.
  • Koekebakker, Steen (2017). Rentetabben har kostet 335 mill.
  • Ådland, Roar Os; Koekebakker, Steen; Benth, Fred Espen (2016). Multivariate modelling of regional ocean freight rates.
  • Ådland, Roar Os; Koekebakker, Steen (2016). Decomposing the spot freight rate process.

Sist endret: 13.09.2019 12:09