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The CARMA interest rate model
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Benth, Fred Espen
23
Koekebakker, Steen
13
Kiesel, Rüdiger
4
Sødal, Sigbjørn
4
Benth, Fred E.
3
Reikvam, Kristin
3
Zakamouline, Valeri
3
Šaltytė Benth, Jūratė
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Aadland, Roar
2
Adland, Roar
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Cartea, Álvaro
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Karlsen, Kenneth Hvistendahl
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Potthoff, Jurgen
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Energy economics
8
Applied mathematical finance
5
Journal of banking & finance
5
Finance and stochastics
4
Journal of forecasting
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of financial economics : RFE
2
Economics research international
1
European financial management : the journal of the European Financial Management Association
1
Journal of transport economics and policy
1
Maritime policy and management : MPM
1
Operations research : the journal of the Operations Research Society of America
1
Review of development finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The energy journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Transportation research / E : an international journal
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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EconStor
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Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10007871190
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2
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1157
Persistent link: https://www.econbiz.de/10007917052
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3
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1158
Persistent link: https://www.econbiz.de/10008900746
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4
Modeling Term Structure Dynamics in the Nordic Electricity Swap Market
Frestad, Dennis
;
Espen Benth, Fred
;
Koekebakker, Steen
- In:
The energy journal
31
(
2010
)
2
,
pp. 53-87
Persistent link: https://www.econbiz.de/10008400852
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5
Sharpe (ratio) thinking about the investment opportunity set and CAPM relationship
Zakamulin, Valeriy
- In:
Economics research international
(
2011
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010009017
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6
Pricing freight rate options
Koekebakker, Steen
;
Adland, Roar
;
Sødal, Sigbjørn
- In:
Transportation research / E : an international journal
43
(
2007
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10007748713
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7
A Generalisation of the Mean-Variance Analysis
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
European financial management : the journal of the …
15
(
2009
)
5
,
pp. 934-970
Persistent link: https://www.econbiz.de/10008322249
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8
Market switching in shipping — A real option model applied to the valuation of combination carriers
Sødal, Sigbjørn
;
Koekebakker, Steen
;
Aadland, Roar
- In:
Review of financial economics : RFE
17
(
2008
)
3
,
pp. 183-203
Persistent link: https://www.econbiz.de/10008071226
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9
Are Spot Freight Rates Stationary?
Koekebakker, Steen
;
Adland, Roar
;
Sødal, Sigbjørn
- In:
Journal of transport economics and policy
40
(
2006
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10007377622
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10
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1242-1255
Persistent link: https://www.econbiz.de/10008882536
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