3
H index
0
i10 index
30
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 (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Modeling 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 |
| 2022 | The 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 |
| 2021 | Solving 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 |
| 2022 | Analyzing 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. Full description at Econpapers || Download paper |
| 2022 | Estimating 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 |
| 2022 | Nonlinear 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Time Commitments in LNG Shipping and Natural Gas Price Convergence In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
| 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 | 0 |
| 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 another 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 | 6 |
| 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 | 1 |
| 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 | 2 |
| 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 | 5 |
| 2017 | Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
| 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 another 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 | 1 |
| 2019 | Can limits?to?arbitrage from bounded storage improve commodity term?structure modeling? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2011 | Efficient high-dimensional importance sampling in mixture frameworks In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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