PB 8002
Stavanger, 4036
Norway
University of Stavanger
LNG, natural gas, export, trade policy
LNG; natural gas; export; trade policy
Commodities, Bayesian inference, Dynamic Nelson-Siegel model, State space model, Wishart stochastic volatility
Dynamic latent variable model, Importance sampling, Marginalized likelihood, Mixture, Monte Carlo, Realized Volatility, Stochastic volatility
Ancestor sampling, Dynamic latent variable models, Efficient importance sampling, Markov chain Monte Carlo, Sequential importance sampling
Hamiltonian Monte Carlo, Efficient Importance Sampling, Bayesian Hierarchical Models, State Space Models
Dynamic Stochastic general equilibrium, Particle filter, Smoothing
Commodity price dynamics, Bayesian posterior analysis, Particle marginal Metropolis Hastings, State-space model