Research

Publications

• Baur, Dirk G., Thomas Dimpfl and Javier Pena (2025). “A Safe Haven Index.” Finance Research Letters 85, Part B, 107922. [link] [data]

Work in Progress

• “Every Day Counts: Dense EUA Supply Shocks from Asset Prices,” with Michael Kleemann
• “Identifying VAR Models Using Time-to-Peak-Effect Restrictions,” with Markus Kontny

Drafts available on request.