Citation profile for Marina Friedrich

Marina Friedrich : Citation Profile

Vrije Universiteit Amsterdam

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 12
   Journals where Marina Friedrich has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (12.2 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr439
   Updated: 2024-11-08    RAS profile: 2021-06-01
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Relations with other researchers

Works with:

Smeekes, Stephan (4)

Edenhofer, Ottmar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marina Friedrich.

Is cited by:

Quemin, Simon (8)

Baudry, marc (7)

Lin, Yicong (3)

GAO, Jiti (3)

Perino, Grischa (3)

Rodriguez Caballero, Carlos (2)

Ruiz, Esther (2)

Kalkuhl, Matthias (2)

Smeekes, Stephan (2)

Gonzalez-Rivera, Gloria (2)

Edenhofer, Ottmar (2)

Cites to:

Lutz, Benjamin (9)

Rotfuß, Waldemar (9)

Chevallier, Julien (8)

Edenhofer, Ottmar (8)

Hintermann, Beat (7)

Shleifer, Andrei (7)

Smeekes, Stephan (6)

Rickels, Wilfried (6)

Joëts, Marc (5)

Peterson, Sonja (4)

Violante, Francesco (3)

Main data

Where Marina Friedrich has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	3
EconStor Preprints / ZBW - Leibniz Information Centre for Economics	2

Recent works citing Marina Friedrich (2024 and 2023)

Year	Title of citing document
2024	High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996. Full description at Econpapers \|\| Download paper
2023	Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers \|\| Download paper
2024	A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701. Full description at Econpapers \|\| Download paper
2024	Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers \|\| Download paper
2024	The validity of bootstrap testing for threshold autoregression. (2024). Giannerini, Simone ; Rahbek, Anders ; Goracci, Greta. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623000040. Full description at Econpapers \|\| Download paper
2024	Long-term issues with the Energy-Only Market design in the context of deep decarbonization. (2024). Saguan, Marcelo ; Quemin, Simon ; Petitet, Marie ; Lebeau, Alexis. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001269. Full description at Econpapers \|\| Download paper
2023	The market stability reserve in the EU emissions trading system: a critical review. (2023). Quemin, Simon ; Borghesi, Simone ; Willner, Maximilian ; Perino, Grischa ; Pahle, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120548. Full description at Econpapers \|\| Download paper
2023	The Market Stability Reserve in the EU Emissions Trading System: A Critical Review. (2023). Quemin, Simon ; Perino, Grischa ; Pahle, Michael ; Borghesi, Simone ; Willner, Maximilian. In: Post-Print. RePEc:hal:journl:hal-04551558. Full description at Econpapers \|\| Download paper
2023	Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049. Full description at Econpapers \|\| Download paper

Works by Marina Friedrich:

Year	Title	Type	Cited
2019	Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers. [Full Text][Citation analysis]	paper	10
2020	Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10	article
2017	Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10	paper
2020	A statistical analysis of time trends in atmospheric ethane In: Papers. [Full Text][Citation analysis]	paper	4
2020	A statistical analysis of time trends in atmospheric ethane.(2020) In: Climatic Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2020	Understanding the explosive trend in EU ETS prices -- fundamentals or speculation? In: Papers. [Full Text][Citation analysis]	paper	4
2020	Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System In: CESifo Working Paper Series. [Full Text][Citation analysis]	paper	2
2020	From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS In: EconStor Preprints. [Full Text][Citation analysis]	paper	16
2020	From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	paper