34 citations · 49 across the 4 of their papers we have counts for
4 papers
High-Dimensional Granger Causality for Climatic Attribution
Marina Friedrich, Luca Margaritella, Stephan Smeekes
In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcing…
Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?
Marina Friedrich, Sébastien Fries, Michael Pahle +1
In 2018, allowance prices in the EU Emission Trading Scheme (EU ETS) experienced a run-up from persistently low levels in previous years. Regulators attribute this to a comprehensi…
A statistical analysis of time trends in atmospheric ethane
Marina Friedrich, Eric Beutner, Hanno Reuvers +6
Ethane is the most abundant non-methane hydrocarbon in the Earth's atmosphere and an important precursor of tropospheric ozone through various chemical pathways. Ethane is also an…
Autoregressive Wild Bootstrap Inference for Nonparametric Trends
Marina Friedrich, Stephan Smeekes, Jean-Pierre Urbain
In this paper we propose an autoregressive wild bootstrap method to construct confidence bands around a smooth deterministic trend. The bootstrap method is easy to implement and do…