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Thomas K. Kloster

Aarhus University (from arXiv:2605.13320, 2026) · OpenAlex

3 papers in scope · 1 published · 2 on the econ.EM arXiv · 1 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Fred Espen Benth
  2. Hans Manner
  3. Laleh Tafakori
  4. Matias Quiroz
  5. Mark Podolskij
  6. Kim Christensen
  7. Peter Reinhard Hansen
  8. Ilya Archakov
  9. Chen Tong
  10. Tong Chen
  11. Yuta Kurose
  12. Asger Lunde
  13. Giuseppe Storti
  14. Lingxiang Zhang
  15. Qianli Zhao
  16. Yiyao Luo
  17. Xinxian Chen
  18. Chen Zhang
  19. Tetsuya Takabatake
  20. Shifan Yu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 3)

Forecasting of volatility and risk premia in electricity markets
working paper2026 · arXiv
with Fred Espen Benth
Paper profile arXiv arXiv:2606.05991
The fine structure of electricity price volatility
working paper2026 · arXiv
with Fred Espen Benth
Paper profile arXiv arXiv:2605.13320
An orthogonal expansion approach to joint SPX and VIX calibration in affine stochastic volatility models with jumps
published2024 · Quantitative Finance · 1 citations
with Elisa Nicolato
Quantitative Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.