Tore Selland Kleppe

University of Stavanger

Associate Professor

PB 8002

Stavanger, 4036

Norway

SCHOLARLY PAPERS

8

DOWNLOADS

685

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

Trade with Endogenous Transportation Costs: The Value of LNG Exports

CESifo Working Paper Series No. 5222
Number of pages: 24 Posted: 10 Mar 2015
Atle Oglend, Petter Osmundsen and Tore Selland Kleppe
University of Stavanger, University of Stavanger and University of Stavanger
Downloads 82 (564,631)

Abstract:

Loading...

LNG, natural gas, export, trade policy

Trade with Endogenous Transportation Costs: The Value of LNG Exports

USAEE Working Paper Forthcoming
Number of pages: 23 Posted: 20 Apr 2015
Atle Oglend, Petter Osmundsen and Tore Selland Kleppe
University of Stavanger, University of Stavanger and University of Stavanger
Downloads 77 (586,698)

Abstract:

Loading...

LNG; natural gas; export; trade policy

2.

Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility

Number of pages: 42 Posted: 23 Aug 2019
Tore Selland Kleppe, Roman Liesenfeld, Guilherme V. Moura and Atle Oglend
University of Stavanger, University of Cologne, Department of Economics, Federal University of Santa Catarina (UFSC) - Department of Economics and University of Stavanger
Downloads 115 (445,672)

Abstract:

Loading...

Commodities, Bayesian inference, Dynamic Nelson-Siegel model, State space model, Wishart stochastic volatility

3.

Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling

Number of pages: 29 Posted: 03 Jan 2019
Kjartan Kloster Osmundsen, Tore Selland Kleppe and Roman Liesenfeld
University of Stavanger - Department of Mathematics and Physics, University of Stavanger and University of Cologne, Department of Economics
Downloads 98 (499,339)

Abstract:

Loading...

Hamiltonian Monte Carlo, Efficient Importance Sampling, Bayesian Hierarchical Models, State Space Models

4.

Efficient High-Dimensional Importance Sampling in Mixture Frameworks

Number of pages: 42 Posted: 26 Nov 2011
Tore Selland Kleppe and Roman Liesenfeld
University of Stavanger and University of Cologne, Department of Economics
Downloads 97 (502,634)

Abstract:

Loading...

Dynamic latent variable model, Importance sampling, Marginalized likelihood, Mixture, Monte Carlo, Realized Volatility, Stochastic volatility

5.

The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models

Number of pages: 43 Posted: 07 Jan 2016 Last Revised: 22 Feb 2017
Oliver Grothe, Tore Selland Kleppe and Roman Liesenfeld
KIT, University of Stavanger and University of Cologne, Department of Economics
Downloads 91 (523,589)
Citation 1

Abstract:

Loading...

Ancestor sampling, Dynamic latent variable models, Efficient importance sampling, Markov chain Monte Carlo, Sequential importance sampling

6.

Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices

Number of pages: 31 Posted: 05 Feb 2020
University of Stavanger - Department of Mathematics and Physics, University of Stavanger, University of Cologne, Department of Economics and University of Stavanger
Downloads 51 (712,550)

Abstract:

Loading...

Commodity price dynamics, Bayesian posterior analysis, Particle marginal Metropolis Hastings, State-space model

7.

Bandwidth Selection in Pre-Smoothed Particle Filters

Number of pages: 32 Posted: 16 Jun 2012
Tore Selland Kleppe and Hans Skaug
University of Stavanger and University of Bergen
Downloads 51 (712,550)

Abstract:

Loading...

Dynamic Stochastic general equilibrium, Particle filter, Smoothing

8.

Numerical Generalized Randomized HMC processes for restricted domains

Number of pages: 35 Posted: 01 Dec 2023
Tore Selland Kleppe and Roman Liesenfeld
University of Stavanger and University of Cologne, Department of Economics
Downloads 23 (931,165)

Abstract:

Loading...