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Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10010363925

Modeling term structure dynamics in the Nordic electricity swap market

Frestad, Dennis; Benth, Fred Espen; Koekebakker, Steen - In: The energy journal 31 (2010) 2, pp. 53-86

Persistent link: https://www.econbiz.de/10008732275

Stochastic modelling of electricity and related markets

Benth, Fred Espen; Saltyte Benth, Jurate; Koekebakker, Steen - 2008

Persistent link: https://www.econbiz.de/10003676692

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/10003611427

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/10003744845

Stochastic dynamical modelling of spot freight rates

Benth, Fred Espen; Koekebakker, Steen; Taib, Che Mohd … - In: IMA journal of management mathematics 26 (2015) 3, pp. 273-297

Persistent link: https://www.econbiz.de/10011405425

Multivariate modeling and analysis of regional ocean freight rates

Adland, Roar; Benth, Fred Espen; Koekebakker, Steen - In: Transportation research / E : an international journal 113 (2018), pp. 194-221

Persistent link: https://www.econbiz.de/10011864108

Pricing of forwards and other derivatives in cointegrated commodity markets

Benth, Fred Espen; Koekebakker, Steen - In: Energy economics 52 (2015) 1, pp. 104-117

Persistent link: https://www.econbiz.de/10011568135

Stochastic modeling of Supramax spot and forward freight rates

Benth, Fred Espen; Koekebakker, Steen - In: Maritime economics & logistics : a quarterly scientific … 18 (2016) 4, pp. 391-413

Persistent link: https://www.econbiz.de/10011587528

Multivariate Modeling and Analysis of Regional Ocean Freight Rates

Adland, Roar - 2017

In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market factor and stationary regional deviations. The resulting integrated CAR...

Persistent link: https://www.econbiz.de/10012956291