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Featured Co-authors

Tore Selland Kleppe
8 publications
Roman Liesenfeld
3 publications
Kjartan Kloster Osmundsen
2 publications
Guilherme Valle Moura
1 publication

research

∙ 01/12/2020

Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices

We propose a state-space model (SSM) for commodity prices that combines ...

0 Kjartan Kloster Osmundsen, et al. ∙

research

∙ 08/21/2019

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

We propose a factor state-space approach with stochastic volatility to m...

0 Tore Selland Kleppe, et al. ∙