Julien Chevallier : Citation Profile

Are you Julien Chevallier?

Université Paris-Saint-Denis (Paris VIII)

16

H index

29

i10 index

989

Citations

RESEARCH PRODUCTION:

94

Articles

69

Papers

3

Chapters

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 89
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 56 (5.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch595
   Updated: 2019-03-16    RAS profile: 2019-02-05    
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Relations with other researchers

Works with:

Aboura, Sofiane (17)

Wei, Yi-Ming (14)

Goutte, Stéphane (6)

Sévi, Benoît (6)

Ielpo, Florian (6)

Zhang, Yue-Jun (2)

Tiwari, Aviral (2)

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

Is cited by:

Zhang, Yue-Jun (38)

Wei, Yi-Ming (37)

Aguiar-Conraria, Luís (26)

Koop, Gary (25)

Nguyen, Duc Khuong (22)

GUPTA, RANGAN (18)

Sousa, Ricardo (16)

Feng, Zhen-Hua (16)

Hammoudeh, Shawkat (14)

Sousa, Rita (13)

Rotfuß, Waldemar (12)

Cites to:

Engle, Robert (49)

Chèze, Benoît (46)

Bollerslev, Tim (37)

Wei, Yi-Ming (29)

Bai, Jushan (28)

Hamilton, James (28)

Ielpo, Florian (28)

Caballero, Ricardo (26)

Ng, Serena (24)

Watson, Mark (22)

Quirion, Philippe (22)

Main data

Where Julien Chevallier has published?

Journals with more than one article published# docs
Economics Bulletin10
Energy Policy9
Economic Modelling8
Energy Economics7
Applied Economics Letters6
Research in International Business and Finance5
International Journal of Global Energy Issues4
Computational Economics3
The Energy Journal3
Applied Economics3
Studies in Nonlinear Dynamics & Econometrics2
International Economics2
Economie Internationale2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / HAL24
Post-Print / HAL24
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Working Papers / Department of Research, Ipag Business School4
Working Papers / Chaire Economie du climat3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Julien Chevallier (2019 and 2018)

YearTitle of citing document
2018Multivariate Analysis of Carbon Price with Energy Market, Climate Change, and Political Issues. (2018). Yoo, Do-Il ; Kim, So-Jin ; Kwon, Ji-Soo. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274298.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip. In: Papers. RePEc:arx:papers:1808.04710.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

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2018Information linkages between emission allowance and energy markets. (2018). Schultz, Emma ; Swieringa, John. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:921-935.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Bohl, Martin T ; Sulewski, Christoph. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression. (2017). Wei, Yi-Ming ; Zhang, Tao ; Wu, Zhanchi ; Wang, Ping ; Zhu, Bangzhu. In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:521-530.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2017The exploration on the trade preferences of cooperation partners in four energy commodities’ international trade: Crude oil, coal, natural gas and photovoltaic. (2017). Guan, Qing. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:154-163.

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2017How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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2018Interregional carbon flows of China. (2018). Duan, Cuncun ; Ahmad, Bashir ; Alsaedi, Ahmed ; Hayat, Tasawar ; Liu, Zhu ; Feng, Kuishuang ; Chen, Bin. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:342-352.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2018Regional impacts of launching national carbon emissions trading market: A case study of Shanghai. (2018). Liu, Zhiqing ; Yu, Zhongjue ; You, Wei ; Wu, Rui ; Xie, Yang ; Wilson, Jeffrey ; Dai, Hancheng ; Geng, Yong. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:232-240.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2018Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Inequality across Chinas Staple Crops in Energy Consumption and Related GHG Emissions. (2018). Wei, Yi-Ming ; QIAN, XIAOYING ; Qin, Quande ; Zhen, Wei. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:17-30.

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2017The asymmetric volatility in the gold market revisited. (2017). Todorova, Neda. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:138-141.

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2018Filterbased stochastic volatility in continuous-time hidden Markov models. (2018). Krishnamurthy, Vikram ; Sass, Jorn ; Leoff, Elisabeth . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:1-21.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2017Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition. (2017). DA FONSECA, José ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:410-422.

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2018Contributions to sector-level carbon intensity change: An integrated decomposition analysis. (2018). Zhou, Peng ; Su, Bin ; Hang, YE ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:12-25.

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2018A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting. (2018). Wei, Yi-Ming ; Zhang, Tao ; He, Kaijian ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:143-157.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2018Uncovering household indirect energy-saving responsibility from a sectoral perspective: An empirical analysis of Guangdong, China. (2018). Wei, Yi-Ming ; Li, LI ; Zhong, Zhangqi ; Qin, Quande ; Zhen, Wei. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:451-461.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018EU ETS facets in the net: Structure and evolution of the EU ETS network. (2018). Borghesi, Simone ; Flori, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:602-635.

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2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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2018The asymmetric return-volatility relationship of commodity prices. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387.

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2018Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

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2018Flexibility in the market for international carbon credits and price dynamics difference with European allowances. (2018). Gavard, Claire ; Kirat, Djamel. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:504-518.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2017Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Peng, Yu-Lu ; Shen, BO. In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:18-28.

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2017What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun. In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2018Does government ideology affect environmental pollutions? New evidence from instrumental variable quantile regression estimations. (2018). Chang, Chun-Ping ; Hao, YU ; Dong, Minyi ; Wen, Jun. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:386-400.

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2018Transmission mechanism between energy prices and carbon emissions using geographically weighted regression. (2018). Li, Wei ; Zhao, Guohao ; Cui, Pengfei ; Wu, Wen ; Jin, Baihui ; Sun, Wen. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:434-442.

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2018The moderating role of corruption between economic growth and CO2 emissions: Evidence from BRICS economies. (2018). Wang, Zhao-Hua ; Zhang, Bin. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:506-513.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2018Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Dutta, Anupam ; Noor, Md Hasib ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:803-810.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018Crude oil price forecasting based on internet concern using an extreme learning machine. (2018). Wang, Jue ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:665-677.

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2018Sector spillovers in credit markets. (2018). Collet, Jerome ; Ielpo, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:267-278.

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2019The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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2018An alternative assessment of global climate policies. (2018). Atalla, Tarek ; Polinori, Paolo ; Bollino, Carlo Andrea ; Bigerna, Simona. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1272-1289.

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2018The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124.

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2018Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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2018Networks of volatility spillovers among stock markets. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Koenda, Even ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1555-1574.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2019The stability of Chinese stock network and its mechanism. (2019). Zhang, Weiping ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:748-761.

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2019Examining the multi-timescales of European carbon market with grey relational analysis and empirical mode decomposition. (2019). Zhu, Bangzhu ; Ye, Shunxin ; Yuan, Lili. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:392-399.

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2018The impacts of renewable energy and technological innovation on environment-energy-growth nexus: New evidence from a panel quantile regression. (2018). Chen, Wenhui ; Lei, Yalin. In: Renewable Energy. RePEc:eee:renene:v:123:y:2018:i:c:p:1-14.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2018The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China. (2018). Chang, Kai ; Wang, Weihong ; Zhang, Chao ; Ge, Fangping. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:98:y:2018:i:c:p:415-425.

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2018Limit theorems for Markovian Hawkes processes with a large initial intensity. (2018). Gao, Xuefeng ; Zhu, Lingjiong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:11:p:3807-3839.

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2018Some asymptotic results for nonlinear Hawkes processes. (2018). Gao, Fuqing ; Zhu, Lingjiong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:12:p:4051-4077.

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2019Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels. (2019). Chevallier, J ; Ost, G ; Locherbach, E ; Duarte, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:1:p:1-27.

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2018Optimizing China’s energy consumption structure under energy and carbon constraints. (2018). Sun, Jiasen ; Wang, Zhaohua ; Li, Guo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:47:y:2018:i:c:p:57-72.

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2019Disentangling the drivers of carbon prices in Chinas ETS pilots — An EEMD approach. (2019). Xu, Jia ; Liu, YU ; He, Gang ; Tan, Xiujie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:139:y:2019:i:c:p:1-9.

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2017The impact of technology progress on aviation noise and emissions. (2017). Martini, Gianmaria ; Scotti, Davide ; Lo, Pak Lam ; Grampella, Mattia . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:103:y:2017:i:c:p:525-540.

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2018Measuring the rebound effects in air transport: The impact of jet fuel prices and air carriers’ fuel efficiency improvement of the European airlines. (2018). Miyoshi, Chikage ; Fukui, Hideki . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:112:y:2018:i:c:p:71-84.

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2018Predicting the Carbon Price Sequence in the Shenzhen Emissions Exchange Using a Multiscale Ensemble Forecasting Model Based on Ensemble Empirical Mode Decomposition. (2018). Zhou, Jian Guo ; Yuan, Xiaolei. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1907-:d:159232.

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2019Multi-Step-Ahead Carbon Price Forecasting Based on Variational Mode Decomposition and Fast Multi-Output Relevance Vector Regression Optimized by the Multi-Objective Whale Optimization Algorithm. (2019). Xiong, Shenghua ; Ma, Dan ; Fang, Zhenming ; Wang, Chunfeng. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:1:p:147-:d:194435.

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2018Linkage Analysis among China’s Seven Emissions Trading Scheme Pilots. (2018). Li, Xuedi ; Zheng, Haitao ; Chen, Zhu ; Ma, Jie. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3389-:d:171598.

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2018Decision and Performance Analysis of a Price-Setting Manufacturer with Options under a Flexible-Cap Emission Trading Scheme (ETS). (2018). Wang, Shuyi ; Yang, Baochen ; Wu, Zhenhua. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3681-:d:175585.

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2018The Price Determinants of the EU Allowance in the EU Emissions Trading Scheme. (2018). Chung, Chune Young ; Young, Jason ; Jeong, Minkyu. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4009-:d:180002.

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2018How Do Verified Emissions Announcements Affect the Comoves between Trading Behaviors and Carbon Prices? Evidence from EU ETS. (2018). Guo, Jianfeng ; Liu, Yinpeng ; Feng, Lianyong ; Yang, Guang ; Su, Bin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3255-:d:169312.

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2018Evolutionary Analysis of a Three-Dimensional Carbon Price Dynamic System. (2018). Fan, Xinghua ; Yin, Jiuli ; Zhang, Ying. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:116-:d:193281.

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2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01484117.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2017Marché européen des quotas de CO2 : Les enjeux du passage à la phase 3. (2017). Trotignon, Raphael ; de Perthuis, Christian. In: Working Papers. RePEc:hal:wpaper:hal-01504990.

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2018What Determines Bitcoin’s Value?. (2018). Tiwari, Aviral ; Selmi, Refk ; Olayeni, Olaolu Richard ; Bouoiyour, Jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880330.

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2017Realized volatility of CO2 futures. (2017). López Cabrera, Brenda ; Benschop, Thijs. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-025.

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2018Offset Credits in the EU ETS: A Quantile Estimation of Firm-Level Transaction Costs. (2018). Naegele, Helene. In: Environmental & Resource Economics. RePEc:kap:enreec:v:70:y:2018:i:1:d:10.1007_s10640-017-0111-1.

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2018Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Dupoyet, Brice V ; Shank, Corey A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7.

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2017Emissions trading, non-compliance and bankable permits. (2017). Lappi, Pauli. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:6:d:10.1007_s10797-017-9439-2.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17010.

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2018A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip. In: MPRA Paper. RePEc:pra:mprapa:89680.

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2018Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing. (2018). Cifarelli, Giulio ; Paesani, Paolo. In: MPRA Paper. RePEc:pra:mprapa:90470.

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More than 100 citations found, this list is not complete...

Works by Julien Chevallier:

YearTitleTypeCited
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal.
[Full Text][Citation analysis]		article53
2007European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers.
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2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal.
[Full Text][Citation analysis]		article2
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
[Full Text][Citation analysis]		article6
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print.
[Citation analysis]
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2014Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2012BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article12
2016The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2016The place of gold in the cross-market dependencies.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2011Options introduction and volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]		paper15
2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 15		paper
2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
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This paper has another version. Agregated cites: 15		article
2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2009Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2012Air traffic energy efficiency differs from place to place: new results from a macro-level approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Air traffic energy efficiency differs from place to place: New results from a macro-level approach.(2011) In: International Economics.
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2012Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? In: Working Papers.
[Full Text][Citation analysis]		paper0
2008The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale.
[Full Text][Citation analysis]		article14
2009Economic Consequences of Permits Allocation Rules In: Economie Internationale.
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2011The impact of nonlinearities for carbon markets analyses In: International Economics.
[Full Text][Citation analysis]		article1
2007A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2007European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper6
2008The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper24
2008Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper3
2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper10
2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2011On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance.
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2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper24
2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
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2012Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? In: EconomiX Working Papers.
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2014Cross-Market Spillovers with ‘Volatility Surprise’ In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper11
2014Cross-market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics.
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2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Post-Print.
[Citation analysis]
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2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 11		paper
2008Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices In: Economics Bulletin.
[Full Text][Citation analysis]		article19
2010EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article13
2010Volatility forecasting of carbon prices using factor models In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2011Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2011Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2012EUAs and CERs: Interactions in a Markov regime-switching environment In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Cointegration between carbon spot and futures prices: from linear to nonlinear modeling In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2011Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin.
[Full Text][Citation analysis]		article9
2012Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism.(2012) In: Post-Print.
[Citation analysis]
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2013Common risk factors in commodities In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2019Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach In: Applied Energy.
[Full Text][Citation analysis]		article0
2010Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling.
[Full Text][Citation analysis]		article19
2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model In: Economic Modelling.
[Full Text][Citation analysis]		article8
2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 8		article
2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models In: Economic Modelling.
[Full Text][Citation analysis]		article19
2012Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis In: Economic Modelling.
[Full Text][Citation analysis]		article2
2013Variance risk-premia in CO2 markets In: Economic Modelling.
[Full Text][Citation analysis]		article4
2014Modelling the dynamics of European carbon futures price: A Zipf analysis In: Economic Modelling.
[Full Text][Citation analysis]		article21
2014Modeling the dynamics of European carbon futures price: a Zipf analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2014Cross-market index with Factor-DCC In: Economic Modelling.
[Full Text][Citation analysis]		article2
2014Cross-market index with Factor-DCC.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth? In: Ecological Economics.
[Full Text][Citation analysis]		article13
2014Volatility equicorrelation: A cross-market perspective In: Economics Letters.
[Full Text][Citation analysis]		article6
2014Volatility equicorrelation: A cross-market perspective.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2009Carbon futures and macroeconomic risk factors: A view from the EU ETS In: Energy Economics.
[Full Text][Citation analysis]		article100
2011Detecting instability in the volatility of carbon prices In: Energy Economics.
[Full Text][Citation analysis]		article26
2011Nonparametric modeling of carbon prices In: Energy Economics.
[Full Text][Citation analysis]		article8
2011A model of carbon price interactions with macroeconomic and energy dynamics In: Energy Economics.
[Full Text][Citation analysis]		article36
2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
[Full Text][Citation analysis]		article4
2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots In: Energy Economics.
[Full Text][Citation analysis]		article0
2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 In: Energy Policy.
[Full Text][Citation analysis]		article2
2018On the road to Chinas 2020 carbon intensity target from the perspective of “double control” In: Energy Policy.
[Full Text][Citation analysis]		article0
2018Allocating CO2 allowances to emitters in China: A multi-objective decision approach In: Energy Policy.
[Full Text][Citation analysis]		article0
2018An intertemporal carbon emissions trading system with cap adjustment and path control In: Energy Policy.
[Full Text][Citation analysis]		article0
2008Price drivers and structural breaks in European carbon prices 2005-2007 In: Energy Policy.
[Full Text][Citation analysis]		article158
2009Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event In: Energy Policy.
[Full Text][Citation analysis]		article33
2010The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis In: Energy Policy.
[Full Text][Citation analysis]		article0
2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread In: Energy Policy.
[Full Text][Citation analysis]		article29
2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025) In: Energy Policy.
[Full Text][Citation analysis]		article13
2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025).(2011) In: Post-Print.
[Citation analysis]
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2015Cross-market volatility index with Factor-DCC In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2015Cross-market volatility index with Factor-DCC.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015Cross-market volatility index with Factor-DCC.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 2		paper
2017A new weighting-scheme for equity indexes In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2013Leverage vs. feedback: Which Effect drives the oil market? In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2013Leverage vs. Feedback: Which Effect Drives the Oil Market ?.(2013) In: Post-Print.
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2012Leverage vs. Feedback: Which Effect Drives the Oil Market?.(2012) In: Working Papers.
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2015A cross-volatility index for hedging the country risk In: Journal of International Financial Markets, Institutions and Money.
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2015A cross-volatility index for hedging the country risk.(2015) In: Post-Print.
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2009Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article33
2015Geographical diversification with a World Volatility Index In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article0
2015Geographical Diversification with a World Volatility Index.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 0		paper
2011Bankable emission permits under uncertainty and optimal risk-management rules In: Research in Economics.
[Full Text][Citation analysis]		article6
2015Volatility returns with vengeance: Financial markets vs. commodities In: Research in International Business and Finance.
[Full Text][Citation analysis]		article14
2015Volatility returns with vengeance: Financial markets vs. commodities.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 14		paper
2016Spikes and crashes in the oil market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2016Spikes and crashes in the oil market.(2016) In: Post-Print.
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2017Investigating the leverage effect in commodity markets with a recursive estimation approach In: Research in International Business and Finance.
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2017Oil vs. gasoline: The dark side of volatility and taxation In: Research in International Business and Finance.
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2016Oil vs. gasoline: The dark side of volatility and taxation.(2016) In: Post-Print.
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2018Tail risk and the return-volatility relation In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2017Mean-field limit of generalized Hawkes processes In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article4
2018Supply-side structural effects of air pollutant emissions in China: A comparative analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
2016The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article5
2013Carbon trading: past, present and future In: Chapters.
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2013At the crossroads: can China grow in a low-carbon way? In: Chapters.
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2014“Time series momentum” in commodity markets In: Managerial Finance.
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2013A Fear Index to Predict Oil Futures Returns In: Working Papers.
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2014A fear index to predict oil futures returns.(2014) In: Post-Print.
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2014A fear index to predict oil futures returns.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 29		paper
2009Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2011Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models In: Post-Print.
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2012Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models.(2012) In: Applied Economics.
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2015Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets In: Post-Print.
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2015Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets.(2015) In: Post-Print.
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2015Realized EquiCorrelation: a birds-eye view of financial stress on equity markets.(2015) In: Applied Economics.
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2014On the Stochastic Properties of Carbon Futures Prices In: Post-Print.
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2012On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers.
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2014On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics.
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2014The cross-market index for volatility surprise In: Post-Print.
[Citation analysis]		paper1
2010The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market In: Post-Print.
[Full Text][Citation analysis]		paper5
2013Understanding the link between aggregated industrial production and the carbon price In: Post-Print.
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2014Detecting jumps and regime-switches in international stock markets returns In: Working Papers.
[Full Text][Citation analysis]		paper2
2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
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2009Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Re-examining the concept of sustainable development in light of climate change In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market In: Working Papers.
[Full Text][Citation analysis]		paper3
2009Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2009The EU ETS: CO2 prices drivers during the learning experience (2005-2007) In: Working Papers.
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2009Emissions Trading: What Makes It Work? In: Working Papers.
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2009Energy Risk Management with Carbon Assets In: Working Papers.
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2009Energy risk management with carbon assets.(2009) In: International Journal of Global Energy Issues.
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2009Les déterminants du prix du carbone sur le marché européen des quotas In: Working Papers.
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2010Price relationships in the EU emissions trading system In: Working Papers.
[Full Text][Citation analysis]		paper0
2010The European carbon market (2005-2007): banking, pricing and risk-hedging strategies In: Working Papers.
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2010Spéculation et marchés dérivés du pétrole In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Spéculation et marchés dérivés du pétrole.(2010) In: Revue d'Économie Financière.
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2010Etudes économétriques récentes réalisées à partir des données de la CFTC In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis In: Working Papers.
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2010Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK.(2010) In: Global Business and Economics Review.
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2011Carbon Price Drivers: An Updated Literature Review In: Working Papers.
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2018Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries In: Working Papers.
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2011CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model In: International Journal of Global Energy Issues.
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2012A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) In: International Journal of Global Energy Issues.
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2015Forecasting the density of returns in crude oil futures markets In: International Journal of Global Energy Issues.
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2014Carbon price analysis using empirical mode decomposition In: Working Papers.
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2015Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics.
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2014The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers.
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2018Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics.
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2018Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics.
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2017Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research.
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2013Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies.
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2013Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters.
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2013Volatility spillovers in commodity markets In: Applied Economics Letters.
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2013Understanding momentum in commodity markets In: Applied Economics Letters.
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2013An equicorrelation measure for equity, bond, foreign exchange and commodity returns In: Applied Economics Letters.
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2015Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters.
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2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
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2014Twenty years of jumps in commodity markets In: International Review of Applied Economics.
[Full Text][Citation analysis]		article5
2016Capital–energy substitution in China: regional differences and dynamic evolution In: Post-Communist Economies.
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2014Commodity markets through the business cycle In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2018Enriching the VaR framework to EEMD with an application to the European carbon market In: International Journal of Finance & Economics.
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2016An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting In: Journal of Forecasting.
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2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: World Scientific Book Chapters.
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