Tore Selland Kleppe : Citation Profile


Are you Tore Selland Kleppe?

3

H index

0

i10 index

30

Citations

RESEARCH PRODUCTION:

15

Articles

9

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 2
   Journals where Tore Selland Kleppe has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 5 (14.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl71
   Updated: 2023-01-28    RAS profile: 2022-02-21    
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Relations with other researchers


Works with:

Oglend, Atle (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tore Selland Kleppe.

Is cited by:

Panagiotidis, Theodore (2)

Hafner, Christian (2)

Laurent, Sébastien (2)

Violante, Francesco (2)

Guillaumin, Cyriac (2)

Yu, Jun (2)

Li, Mengheng (2)

Oglend, Atle (2)

Misund, BÃ¥rd (2)

Bampinas, Georgios (2)

GUPTA, RANGAN (2)

Cites to:

Richard, Jean-Francois (28)

Gouel, Christophe (17)

Shephard, Neil (16)

Wright, Brian (10)

Deaton, Angus (9)

Yu, Jun (9)

Laroque, Guy (9)

Legrand, Nicolas (8)

Koopman, Siem Jan (8)

Osmundsen, Petter (7)

Bobenrieth, Eugenio (7)

Main data


Where Tore Selland Kleppe has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Scandinavian Journal of Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics4

Recent works citing Tore Selland Kleppe (2022 and 2021)


YearTitle of citing document
2022Modeling Randomly Walking Volatility with Chained Gamma Distributions. (2022). Zhou, Youzhou ; Niu, Qiang ; Zhang, DI. In: Papers. RePEc:arx:papers:2207.01151.

Full description at Econpapers || Download paper

2022The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04.

Full description at Econpapers || Download paper

2021Solving dynamic stochastic models with multiple occasionally binding constraints. (2021). Wright, Brian D ; Hochfarber, Juan Bobenrieth ; Vallejos, Ernesto Guerra. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100225x.

Full description at Econpapers || Download paper

2022Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. (2022). Oglend, Atle ; Moura, Guilherme Valle ; Liesenfeld, Roman ; Kleppe, Tore Selland. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:105-127.

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2022Estimating Pricing Rigidities in Bilateral Transactions Markets. (2022). Straume, Hansmartin ; Asche, Frank ; Oglend, Atle. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:104:y:2022:i:1:p:209-227.

Full description at Econpapers || Download paper

2022Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach. (2022). Wang, Shixuan ; Gupta, Rangan ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109.

Full description at Econpapers || Download paper

Works by Tore Selland Kleppe:


YearTitleTypeCited
2020Time Commitments in LNG Shipping and Natural Gas Price Convergence In: The Energy Journal.
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article0
2019Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers.
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paper0
2008Building and Fitting Non?Gaussian Latent Variable Models via the Moment?Generating Function In: Scandinavian Journal of Statistics.
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article0
2016Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers In: Scandinavian Journal of Statistics.
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article0
2015Trade with Endogenous Transportation Costs: The Value of LNG Exports In: CESifo Working Paper Series.
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paper2
2015Trade with Endogenous Transportation Costs: The Value of LNG Exports.(2015) In: UiS Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 2
paper
2012Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling In: Computational Statistics & Data Analysis.
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article4
2014Efficient importance sampling in mixture frameworks In: Computational Statistics & Data Analysis.
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article2
2017On the behavior of commodity prices when speculative storage is bounded In: Journal of Economic Dynamics and Control.
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article6
2014Maximum likelihood estimation of partially observed diffusion models In: Journal of Econometrics.
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article1
2017Estimating the competitive storage model: A simulated likelihood approach In: Econometrics and Statistics.
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article1
2016How regular are directional movements in commodity and asset prices? A Wald test In: Journal of Empirical Finance.
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article0
2016Trade with endogenous transportation costs: The case of liquefied natural gas In: Energy Economics.
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article2
2021Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices In: Econometrics.
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article0
2014Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software.
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article5
2017Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics.
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article3
2008Simulated maximum likelihood for general stochastic volatility models: a change of variable approach In: MPRA Paper.
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paper0
2011Simulated Maximum Likelihood Estimation for Latent Diffusion Models In: Working Papers.
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paper0
2012Simulated Maximum Likelihood Estimation for Latent Diffusion Models.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2010Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time In: Working Papers.
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paper1
2009Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models In: Working Papers.
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paper0
2019The Gibbs sampler with particle efficient importance sampling for state-space models* In: Econometric Reviews.
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article1
2019Can limits?to?arbitrage from bounded storage improve commodity term?structure modeling? In: Journal of Futures Markets.
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article1
2011Efficient high-dimensional importance sampling in mixture frameworks In: Economics Working Papers.
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paper1

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