Steen Koekebakker

Finance · 2005–2009

A researcher in the Science corpus: 5 papers; trusts 20 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 43 citations into it; #6,755 of 10,518 by trust here, #4,599 by citations
• Economics and Econometrics — 22 citations into it
• Electrical and Electronic Engineering — 18 citations into it; #3,198 of 16,539 by trust here, #7,770 by citations
• Management Science and Operations Research — 9 citations into it

Whom Steen Koekebakker trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Fred Espen Benth
2. Henrik Andersson
3. J. Lucia
4. Ole E. Barndorff-Nielsen
5. Stein-Erik Fleten
6. Mark H. A. Davis
7. Eduardo S. Schwartz
8. Eckhard Platen
9. Damiano Brigo
10. Francis A. Longstaff

Who trusts Steen Koekebakker overall

1. Nina Lange
2. Fred Espen Benth
3. Rafal Weron
4. Ole E. Barndorff-Nielsen
5. D. W. Bunn
6. Iivo Vehviläinen

Papers from Steen Koekebakker's perspective

Ordered by how strongly the researchers Steen Koekebakker trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
3. Martingale Methods in Financial Modelling
4. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
5. An Empirical Examination of Deregulated Electricity Prices
6. Pricing weather derivatives by marginal value
7. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
8. Forward curve dynamics in the Nordic electricity market
9. A note on arbitrage‐free pricing of forward contracts in energy markets
10. Modelling Electricity Prices: International Evidence

Their papers

• Stochastic Modeling of Electricity and Related Markets (2008) — 476 citations
• Forward curve dynamics in the Nordic electricity market (2005) — 181 citations
• Stochastic modeling of financial electricity contracts (2008) — 185 citations
• Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2009) — 205 citations
• Putting a Price on Temperature * (2007) — 125 citations