5
H index
2
i10 index
64
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 |
|---|---|
| Scandinavian Journal of Statistics | 2 |
| Computational Statistics & Data Analysis | 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Structural Price Fluctuation Caused by Oil Price Variation in China’s Mutton and Beef Market. (2024). Zheng, X ; Taasim, S I ; Rosli, A ; Daud, A. In: ASEAN University for Sustainable Food System, Faculty of Economics, Kasetsart University, Bangkok, Thailand, April 18-19, 2024. RePEc:ags:asea24:344441. Full description at Econpapers || Download paper |
| 2024 | Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods. (2024). Kleppe, Tore Selland. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1206-1229. Full description at Econpapers || Download paper |
| 2024 | A flexible policy instrument to encourage externality abatement technologies in salmon aquaculture. (2024). Pincinato, Ruth B ; Nielsen, Rasmus ; Tveters, Ragnar ; Jensen, Frank ; Misund, Brd ; Cojocaru, Andreea L. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924002143. Full description at Econpapers || Download paper |
| 2024 | Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Ait-Sahalia, Yacine ; Xu, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389. Full description at Econpapers || Download paper |
| 2025 | Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178. Full description at Econpapers || Download paper |
| 2024 | Cross-hedging wild salmon prices. (2024). Nygaard, Rune ; Roll, Kristin H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000096. Full description at Econpapers || Download paper |
| 2024 | Explainable Artificial Intelligence methods for financial time series. (2024). Giudici, Paolo ; Piergallini, Alessandro ; Raffinetti, Emanuela ; Recchioni, Maria Cristina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:655:y:2024:i:c:s037843712400685x. Full description at Econpapers || Download paper |
| 2024 | Rent formation and distortions due to quotas in biological production processes. (2024). Straume, Hans-Martin ; Asche, Frank ; Oglend, Atle. In: Resource and Energy Economics. RePEc:eee:resene:v:77:y:2024:i:c:s0928765524000149. Full description at Econpapers || Download paper |
| 2024 | Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Cai, Yuan ; Zhang, Feipeng ; Li, Dongxin ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939. Full description at Econpapers || Download paper |
| 2024 | A stochastic optimal stopping model for storable commodity prices. (2024). Karimi, Nader ; Adibi, Hojatollah ; Assa, Hirbod ; Salavati, Erfan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:204:y:2024:i:c:s0167715223001657. Full description at Econpapers || Download paper |
| 2025 | Fast Computation of Randomly Walking Volatility with Chained Gamma Distributions. (2025). Zhang, DI ; Zhou, Youzhou. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10777-0. Full description at Econpapers || Download paper |
| 2024 | Endogenous price fluctuations: Evidence from the chicken supply chain in Pakistan. (2024). Chaudhry, Muhammad Imran ; Miranda, Mario J. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:2:p:637-658. Full description at Econpapers || Download paper |
| 2025 | The implications of non‐synchronous trading in G‐7 financial markets. (2025). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Tsioutsios, Alexandros ; Simos, Theodore. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:689-709. Full description at Econpapers || Download paper |
| 2025 | The role of storage in commodity markets: Indirect inference based on grain data. (2025). Legrand, Nicolas ; Gouel, Christophe. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:705-747. 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 | 5 |
| 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 | 14 |
| 2014 | Maximum likelihood estimation of partially observed diffusion models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Estimating the competitive storage model: A simulated likelihood approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 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 | 5 |
| 2021 | Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 11 |
| 2017 | Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 9 |
| 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 | 3 |
| 2019 | Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 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. Last updated December, 22 2025. Contact: CitEc Team