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Kleppe, Tore Selland, Liesenfeld, Roman ORCID: 0000-0001-6996-6215, Moura, Guilherme Valle and Oglend, Atle (2022). Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. Econom. Stat., 23. S. 105 - 128. AMSTERDAM: ELSEVIER. ISSN 2452-3062
Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman ORCID: 0000-0001-6996-6215 and Oglend, Atle (2021). Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. Econometrics, 9 (4). BASEL: MDPI. ISSN 2225-1146
Osmundsen, Kjartan Kloster, Kleppe, Tore Selland and Liesenfeld, Roman ORCID: 0000-0001-6996-6215 (2021). Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. J. Comput. Graph. Stat., 30 (4). S. 906 - 920. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1537-2715