34 citations · 49 across the 4 of their papers we have counts for
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econ.EM2023
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…
econ.EM2019★ 15 cited
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…