Working papers
The Global Carbon Budget as a cointegrated system, with E. Hillebrand and M. Ø. Nielsen, 2024.
arXiv: https://arxiv.org/abs/2412.09226 .
A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections, with E. Hillebrand and S. J. Koopman, 2024.
arXiv: https://arxiv.org/abs/2407.04351.
Continuous-time state-space methods for delta-O-18 and delta-C-13, with E. Hillebrand, S. J. Koopman, and K. Larsen, 2024.
arXiv: https://arxiv.org/abs/2404.05401.
Eric Hillebrand's website for the paper can be found here.
Estimating breakpoints between climate states in paleoclimate data, with E. Hillebrand, S. J. Koopman, and K. Larsen, 2024.
arXiv: https://arxiv.org/abs/2404.08336.
Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility, with K. Christensen and P. Christensen, 2024.
Energy, economy, and emissions: A non-linear state space approach to projections, with E. Hillebrand and J. Z. Lykke, 2023.
arXiv: http://arxiv.org/abs/2312.06600.
Papers in peer-reviewed journals
Dealing with regression models' endogeneity by means of an adjusted estimator for the Gaussian copula approach, with B. D. Liengaard, J.-M. Becker, P. Heiler, L. N. Taylor, and C. M. Ringle, 2025. Journal of the Academy of Marketing Science, Volume 53, pp. 279-299.
A Regression-Based Approach to the CO2 Airborne Fraction, with E. Hillebrand and S. J. Koopman, 2024. Nature Communications, Volume 15, 8507.
Supplementary Information: pdf.
arXiv: https://arxiv.org/abs/2311.01053.
MATLAB Code: GitHub.
Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year, 2024. Economics Letters, Volume 238, 111730.
arXiv: https://arxiv.org/abs/2401.05347.
A Neural Network Approach to the Environmental Kuznets Curve, with E. Hillebrand and S. M. Jensen, 2023. Energy Economics, Volume 126, 106985.
(Older version) CREATES Research paper: CREATES-WP-2022-09.
Inference and forecasting for continuous-time integer-valued trawl processes, with A. Lunde, N. Shephard, and A. E. D. Veraart, 2023. Journal of Econometrics, Volume 236, Issue 2, 105476.
MATLAB Code: GitHub.
Supplementary Material: pdf.
arXiv: https://arxiv.org/abs/2107.03674.
(Older version) CREATES Research paper: CREATES-WP-2021-12.
Global temperature projections from a statistical energy balance model using multiple sources of historical data, with E. Hillebrand and J. Z. Lykke, 2023. Journal of Climate, Volume 36, Issue 19, p. 6817-6838.
arXiv: https://arxiv.org/abs/2205.10269.
On the evidence of a trend in the CO2 airborne fraction, with E. Hillebrand and S. J. Koopman, 2023. Nature, Volume 616, Issue 7956, E1-E3.
This manuscript is a Matters Arising comment on New land-use-change emissions indicate a declining CO2 airborne fraction by van Marle et al. (2022).
MATLAB Code: GitHub.
arXiv: https://arxiv.org/abs/2204.11651.
A statistical model of the global carbon budget, with E. Hillebrand and S. J. Koopman, 2023. Journal of the Royal Statistical Society: Series A, Volume 186, Issue 1, p. 20-42.
(Older version) CREATES Research paper: CREATES-WP-2020-18.
Eric Hillebrand's website for the paper can be found here.
Decoupling the short- and long-term behavior of stochastic volatility with A. Lunde and M. S. Pakkanen, 2022. Journal of Financial Econometrics, Volume 20, Issue 5, p. 961-1006.
arXiv: http://arxiv.org/abs/1610.00332. SSRN: http://ssrn.com/abstract=2846756.
Designing a statistical procedure for monitoring global carbon dioxide emissions, 2021. Climatic Change, Volume 166, Number 32, p. 1-19.
arXiv: https://arxiv.org/abs/1904.03702. Supplementary Material: PDF.
MATLAB Code: GitHub.
(Older version) CREATES Research paper: CREATES-WP-2020-01. Supplementary Material: pdf.
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors with E. Hillebrand and S. J. Koopman, 2021. Energy Economics, Volume 96.
CREATES Research Paper: CREATES-WP-2019-21.
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data, 2020. Econometric Reviews, Volume 39, Issue 9, p. 875-903.
arXiv: http://arxiv.org/abs/1608.01895.
MATLAB Code: GitHub.
Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2 with E. Hillebrand and S. J. Koopman, 2019. Biogeosciences, 16, p. 3651-3663.
The Local Fractional Bootstrap with U. Hounyo, A. Lunde, and M. S. Pakkanen, 2018. Scandinavian Journal of Statistics, Volume 46, Issue 1, p. 329-359.
arXiv: https://arxiv.org/abs/1605.00868.
Hybrid scheme for Brownian semistationary processes with A. Lunde and M. S. Pakkanen, 2017. Finance and Stochastics, Volume 21, Issue 4, p. 931-965.
arXiv: http://arxiv.org/abs/1507.03004.
MATLAB Code: GitHub.
A rough multi-factor model of electricity spot prices, 2017. Energy Economics, Volume 63, p. 301-313.
Perpetual working papers
Discretization of Lévy semistationary processes with application to estimation with A. Lunde and M. S. Pakkanen, 2014.
arXiv: http://arxiv.org/abs/1407.2754.
PhD thesis