Publications

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Kjartan Kloster Osmundsen, Tore Selland Kleppe, Roman Liesenfeld, Atle Oglend (2021). Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. Econometrics, 9(4), 40.

Kjartan Kloster Osmundsen, Tore Selland Kleppe, Roman Liesenfeld (2021). Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. Journal of Computational and Graphical Statistics, 1-32.

Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend (2019). MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood. Communications in Statistics-Simulation and Computation, 1-22.

Kjartan Kloster Osmundsen (2018). Using expected shortfall for credit risk regulation. Journal of International Financial Markets, Institutions and Money 57, 80-93.