4
H index
0
i10 index
44
Citations
Tore Selland Kleppe : Citation Profile
| RESEARCH PRODUCTION: 15 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2008 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Tore Selland Kleppe. | Is cited by:
| Cites to:
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Main data
Where Tore Selland Kleppe has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 2 |
| Scandinavian Journal of Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Singapore Management University, School of Economics | 4 |
Recent works citing Tore Selland Kleppe (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Polya tree Monte Carlo method. (2023). Yi, Grace Y ; Diao, Liqun ; Zhuang, Haoxin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002456. Full description at Econpapers || Download paper |
| 2023 | Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64. Full description at Econpapers || Download paper |
| 2023 | Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676. Full description at Econpapers || Download paper |
| 2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper |
| 2023 | A review of the literature on LNG: Hubs development, market integration, and price discovery. (2023). Lee, Thomas ; Simkins, Betty ; Popova, Ivilina ; Hupka, Yuri. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000399. Full description at Econpapers || Download paper |
| 2023 | Local Gaussian Cross-Spectrum Analysis. (2023). Tjostheim, Dag ; Jordanger, Lars Arne. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:12-:d:1129548. Full description at Econpapers || Download paper |
| 2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
Works by Tore Selland Kleppe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Time Commitments in LNG Shipping and Natural Gas Price Convergence In: The Energy Journal. [Full Text][Citation analysis] | article | 1 |
| 2019 | Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Building and Fitting Non?Gaussian Latent Variable Models via the Moment?Generating Function In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Trade with Endogenous Transportation Costs: The Value of LNG Exports In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Trade with Endogenous Transportation Costs: The Value of LNG Exports.(2015) In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2014 | Efficient importance sampling in mixture frameworks In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2017 | On the behavior of commodity prices when speculative storage is bounded In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 2014 | Maximum likelihood estimation of partially observed diffusion models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Estimating the competitive storage model: A simulated likelihood approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2016 | How regular are directional movements in commodity and asset prices? A Wald test In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Trade with endogenous transportation costs: The case of liquefied natural gas In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 9 |
| 2017 | Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Simulated maximum likelihood for general stochastic volatility models: a change of variable approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Simulated Maximum Likelihood Estimation for Latent Diffusion Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Simulated Maximum Likelihood Estimation for Latent Diffusion Models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Gibbs sampler with particle efficient importance sampling for state-space models* In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2019 | Can limits?to?arbitrage from bounded storage improve commodity term?structure modeling? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2011 | Efficient high-dimensional importance sampling in mixture frameworks In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team