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Mikkel Bennedsen
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Cited by
Year
Decoupling the short- and long-term behavior of stochastic volatility
M Bennedsen, A Lunde, MS Pakkanen
Journal of Financial Econometrics, 1-46, 2021
1722021
Hybrid scheme for Brownian semistationary processes
M Bennedsen, A Lunde, MS Pakkanen
Finance and Stochastics 21, 931-965, 2017
1602017
A rough multi-factor model of electricity spot prices
M Bennedsen
Energy Economics 63, 301-313, 2017
42*2017
Modeling, forecasting, and nowcasting US CO2 emissions using many macroeconomic predictors
M Bennedsen, E Hillebrand, SJ Koopman
Energy Economics 96, 105118, 2021
372021
Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2
M Bennedsen, E Hillebrand, SJ Koopman
Biogeosciences 16 (18), 3651-3663, 2019
232019
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
M Bennedsen
Econometric Reviews 39 (9), 875-903, 2020
162020
Discretization of L\'evy semistationary processes with application to estimation
M Bennedsen, A Lunde, MS Pakkanen
arXiv preprint arXiv:1407.2754, 2014
142014
A multivariate dynamic statistical model of the global carbon budget 1959–2020
M Bennedsen, E Hillebrand, SJ Koopman
Journal of the Royal Statistical Society Series A: Statistics in Society 186á…, 2023
112023
Inference and forecasting for continuous-time integer-valued trawl processes
M Bennedsen, A Lunde, N Shephard, AED Veraart
Journal of Econometrics 236 (2), 105476, 2023
10*2023
A neural network approach to the environmental Kuznets curve
M Bennedsen, E Hillebrand, S Jensen
Energy Economics 126, 106985, 2023
52023
The local fractional bootstrap
M Bennedsen, U Hounyo, A Lunde, MS Pakkanen
Scandinavian Journal of Statistics 46 (1), 329-359, 2019
52019
Designing a statistical procedure for monitoring global carbon dioxide emissions
M Bennedsen
Climatic Change 166 (3-4), 32, 2021
42021
Global temperature projections from a statistical energy balance model using multiple sources of historical data
M Bennedsen, E Hillebrand, J Zhou Lykke
Journal of Climate 36 (19), 6817-6838, 2023
32023
On the evidence of a trend in the CO2 airborne fraction
M Bennedsen, E Hillebrand, SJ Koopman
Nature 616 (7956), E1-E3, 2023
32023
Rough continuous-time processes: Theory and applications
M Bennedsen
Institut for ěkonomi, Aarhus Universitet, 2017
32017
Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year
M Bennedsen
Economics Letters 238, 111730, 2024
2024
Estimating Breakpoints between Climate States in Paleoclimate Data
M Bennedsen, E Hillebrand, SJ Koopman, KB Larsen
arXiv preprint arXiv:2404.08336, 2024
2024
Continuous-time state-space methods for delta-O-18 and delta-C-13
M Bennedsen, E Hillebrand, SJ Koopman, KB Larsen
arXiv preprint arXiv:2404.05401, 2024
2024
Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility
M Bennedsen, K Christensen, P Christensen
arXiv preprint arXiv:2403.12653, 2024
2024
Estimating Breakpoints between Climate States in Paleoclimate Data
K Larsen, M Bennedsen, E Hillebrand, SJ Koopman
EGU24, 2024
2024
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