Mikkel Bennedsen
Mikkel Bennedsen is an Assistant Professor at the Department of Economics and Business Economics, Aarhus University and a research fellow at CREATES. He holds a PhD in Economics from Aarhus University (2017). His main research interests are in climate econometrics, financial econometrics, and in the statistical properties of stochastic processes.
Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2023). A statistical model of the global carbon budget 1959-2020. Journal of the Royal Statistical Society. Series A: Statistics in Society, 186(1), 20-42. https://doi.org/10.1093/jrsssa/qnac014
Bennedsen, M. (2021). Designing a statistical procedure for monitoring global carbon dioxide emissions. Climatic Change, 166(3-4), [32]. https://doi.org/10.1007/s10584-021-03123-y
Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2021). Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. Energy Economics, 96, [105118]. https://doi.org/10.1016/j.eneco.2021.105118
Bennedsen, M. (2020). Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data. Econometric Reviews, 39(9), 875-903. https://doi.org/10.1080/07474938.2020.1721832
Bennedsen, M., Hounyo, U., Lunde, A. & Pakkanen, M. S. (2019). The local fractional bootstrap. Scandinavian Journal of Statistics, 46(1), 329-359. https://doi.org/10.1111/sjos.12355
Bennedsen, M., Hillebrand, E. & Jan Koopman, S. (2019). Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2. Biogeosciences, 16(18), 3651-3663. https://doi.org/10.5194/bg-16-3651-2019
Bennedsen, M. (2017). A rough multi-factor model of electricity spot prices. Energy Economics, 63, 301-313. https://doi.org/10.1016/j.eneco.2017.02.007
Bennedsen, M., Lunde, A. & Pakkanen, M. S. (2017). Hybrid scheme for Brownian semistationary processes. Finance and Stochastics, 21(4), 931-965. https://doi.org/10.1007/s00780-017-0335-5
