Marc Gronwald

Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou

111 Ren'ai Road

Suzhou Industrial Park

Suzhou, Jiangsu 215123

China

SCHOLARLY PAPERS

5

DOWNLOADS

219

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Measuring the European Carbon Market Efficiency - A Quantitative Evaluation of Higher Order Dependence

USAEE Working Paper No. 21-531
Number of pages: 30 Posted: 10 Dec 2021
Cristina Sattarhoff and Marc Gronwald
Kiel University and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 70 (580,429)

Abstract:

Loading...

Weak-Form Market Efficiency, Degree of Market Efficiency, Multifractality, Multi- fractal Random Walk, European Union Emissions Trading Scheme

2.

Co-Movement between Commodity and Equity Markets Revisited - an Application of the Thick Pen Method

USAEE Working Paper No. 21-521
Number of pages: 34 Posted: 07 Sep 2021
University of Aberdeen - Business School, Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and University of Aberdeen
Downloads 55 (654,772)
Citation 1

Abstract:

Loading...

Co-movement, financialisation, thick pen measure, commodity markets, equity markets

3.

Measuring World Oil Market Integration with a Thick Pen

USAEE Working Paper No. 21-513
Number of pages: 24 Posted: 31 Aug 2021
Marc Gronwald and Xin Jin
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 36 (775,981)

Abstract:

Loading...

Co-Movement, World Crude Oil Market, Thick Pen

4.

Macroeconomics with a Thick Pen

CESifo Working Paper No. 10430
Number of pages: 22 Posted: 23 May 2023
Marc Gronwald and Xin Jin
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 33 (806,682)
Citation 1

Abstract:

Loading...

co-movement, macroeconomics, Thick Pen, covariability

5.

Explosive Temperatures

CESifo Working Paper No. 10680
Number of pages: 22 Posted: 09 Oct 2023
Marc Gronwald
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 25 (864,962)

Abstract:

Loading...

global temperature anomalies, hemispheric temperature anomalies, explosiveness, climate change