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Mikkel Bennedsen

Aarhus University (from arXiv:2403.12653, 2024) · ORCID · OpenAlex

14 papers in scope · 12 published · 2 on the econ.EM arXiv · 252 citations · h-index 7 (over the papers listed here)

Related authors

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

  1. Tetsuya Takabatake
  2. Chen Zhang
  3. Chan Kim
  4. Wade Kimbrough
  5. Jun Yu
  6. Peter Christensen
  7. Kim Christensen
  8. Peter Reinhard Hansen
  9. Viktor Todorov
  10. Carsten Chong
  11. Jarosław Kwapień
  12. Marcin Wątorek
  13. Stanisław Drożdż
  14. Jakub Zwydak
  15. Ilya Archakov
  16. Torben G. Andersen
  17. Mark Podolskij
  18. Chen Tong
  19. H. Peter Boswijk
  20. Yang Zu

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

(3 of 14)

To be or not to be: Roughness or long memory in volatility?
published2026 · Journal of Econometrics · 1 citations · first circulated 2024
with Kim Christensen, Peter Korsbakke Christensen, Peter Christensen
Paper profile Journal of Econometrics arXiv:2403.12653
A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections
published2025 · Journal of Climate · first circulated 2024
with Eric Hillebrand, Siem Jan Koopman
Journal of Climate
The Global Carbon Budget as a cointegrated system
working paper2024 · arXiv
with Eric Hillebrand, Morten Ørregaard Nielsen
Paper profile arXiv arXiv:2412.09226
Dealing with regression models’ endogeneity by means of an adjusted estimator for the Gaussian copula approach
published2024 · Journal of the Academy of Marketing Science · 45 citations
with Benjamin D. Liengaard, Jan-Michael Becker, Phillip Heiler, Luke Taylor, Christian M. Ringle
Journal of the Academy of Marketing Science
Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year
published2024 · Economics Letters · 3 citations · first circulated 2023
Economics Letters
Composite Likelihood Estimation Of Stationary Gaussian Processes With a View Toward Stochastic Volatility
working paper2024 · arXiv · 2 citations
with Kim Christensen, Peter Christensen
Paper profile arXiv arXiv:2403.12653
A neural network approach to the environmental Kuznets curve
published2023 · Energy Economics · 11 citations
with Eric Hillebrand, Sebastian Jensen
Energy Economics
Inference and forecasting for continuous-time integer-valued trawl processes
published2023 · Journal of Econometrics · 10 citations · first circulated 2021
with Asger Lunde, Neil Shephard, Almut E. D. Veraart
Journal of Econometrics
Global Temperature Projections from a Statistical Energy Balance Model Using Multiple Sources of Historical Data
published2023 · Journal of Climate · 5 citations · first circulated 2022
with Eric Hillebrand, Jingying Zhou Lykke
Journal of Climate
A multivariate dynamic statistical model of the global carbon budget 1959–2020
published2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 15 citations
with Eric Hillebrand, Siem Jan Koopman
Journal of the Royal Statistical Society Series A (Statistics in Society)
Designing a statistical procedure for monitoring global carbon dioxide emissions
published2021 · Climatic Change · 3 citations · first circulated 2019
Climatic Change
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
published2021 · Energy Economics · 41 citations
with Eric Hillebrand, Siem Jan Koopman
Energy Economics
Decoupling the Short-and Long-Term Behavior of Stochastic Volatility
published2020 · Journal of Financial Econometrics · 87 citations · first circulated 2016
with Asger Lunde, and Mikko S Pakkanen, Mikko S. Pakkanen
Journal of Financial Econometrics
A rough multi-factor model of electricity spot prices
published2017 · Energy Economics · 29 citations · first circulated 2015
Energy Economics

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.