22
H index
36
i10 index
1357
Citations
Julien Chevallier : Citation Profile
Institut de Préparation à l'Administration et à la Gestion (IPAG) (55% share) | RESEARCH PRODUCTION: 114 Articles 91 Papers 2 Books 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2007 - 2021). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Chevallier. | Is cited by:
| Cites to:
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Main data
Where Julien Chevallier has published?
Recent works citing Julien Chevallier (2021 and 2020)
| Year | Title of citing document | |
|---|---|---|
| 2020 | A Short Review on Carbon Footprint. (2020). Horst, Diogo Jos. In: Open Access Journal Of Environmental & Soil Science. RePEc:abr:oajess:v:5:y:2020:i:3:p:642-651. Full description at Econpapers || Download paper | |
| 2020 | Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458. Full description at Econpapers || Download paper | |
| 2020 | Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318. Full description at Econpapers || Download paper | |
| 2020 | Implications of a cap?and?trade system for emission reductions under an asymmetric duopoly. (2020). Nie, Pu-yan ; Chen, Zi-rui. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3135-3145. Full description at Econpapers || Download paper | |
| 2020 | Using Supply-Side Policies to Raise Ambition: The Case of the EU ETS and the 2021 Review. (2020). Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:2002. Full description at Econpapers || Download paper | |
| 2020 | Energy Contagion in the COVID-19 Crisis. (2020). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8345. Full description at Econpapers || Download paper | |
| 2020 | How Does the EU ETS Reform Impact Allowance Prices? The Role of Myopia, Hedging Requirements and the Hotelling Rule. (2020). Hintermayer, Martin ; Bocklet, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8579. Full description at Econpapers || Download paper | |
| 2020 | Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983. Full description at Econpapers || Download paper | |
| 2020 | The dynamics of groundwater markets: Price leadership and groundwater demand elasticity in the Murrumbidgee, Australia. (2020). Zuo, Alec ; Wheeler, Sarah Ann ; de Bonviller, Simon. In: Agricultural Water Management. RePEc:eee:agiwat:v:239:y:2020:i:c:s0378377419315185. Full description at Econpapers || Download paper | |
| 2020 | Hybrid genetic algorithm method for efficient and robust evaluation of remaining useful life of supercapacitors. (2020). Kang, LE ; Wang, Kai ; Zhou, Yanting ; Pang, Jinbo ; Peng, Fei. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919318562. Full description at Econpapers || Download paper | |
| 2020 | Technologies and policies to decarbonize global industry: Review and assessment of mitigation drivers through 2070. (2020). Roy, Joyashree ; Sisson, Bill ; Dell, Rebecca ; Helseth, Jonas ; de la Rue, Stephane ; Elliott, Neal ; Dinkel, Jens ; Williams, Ellen D ; Zhou, Nan ; Lorber, Tom ; Hone, David ; Morrow, William R ; Lu, Hongyou ; Blank, Thomas Koch ; Aden, Nate ; Danielson, David ; Cremmins, Betty ; Masanet, Eric ; Ping, HE ; Fennell, Paul ; Bataille, Chris ; Sethi, Girish ; Miller, Sabbie A ; Rissman, Jeffrey ; Burtraw, Dallas ; Cresko, Joe ; Katzenberger, John ; Huckestein, Brigitta ; Heeren, Niko. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920303603. Full description at2020 | Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint. (2020). Zhu, Bangzhu ; Zakiyeva, Nazgul ; Koch, Thorsten ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311053. Full description at Econpapers || Download paper |
| 2020 | Analysis of regional carbon allocation and carbon trading based on net primary productivity in China. (2020). Song, Malin ; Chen, Jiandong ; Liu, Xin ; Wang, Ping ; Wu, Yinyin. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301622. Full description at Econpapers || Download paper | |
| 2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
| 2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper | |
| 2020 | Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615. Full description at Econpapers || Download paper | |
| 2020 | London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS. (2020). Wellenreuther, Claudia ; Stefan, Martin. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s016517652030029x. Full description at Econpapers || Download paper | |
| 2020 | The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x. Full description at Econpapers || Download paper | |
| 2020 | Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901. Full description at Econpapers || Download paper | |
| 2020 | Who shapes Chinas carbon intensity and how? A demand-side decomposition analysis. (2020). Zhou, Dequn ; Su, Bin ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303950. Full description at Econpapers || Download paper | |
| 2020 | Exploring the effect of carbon trading mechanism on Chinas green development efficiency: A novel integrated approach. (2020). Wei, Yi-Ming ; Zhu, Bangzhu ; Su, Bin ; Wang, Ping ; Huang, Liqing ; Zhang, Mengfan. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303962. Full description at Econpapers || Download paper | |
| 2020 | Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244. Full description at Econpapers || Download paper | |
| 2020 | Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967. Full description at Econpapers || Download paper | |
| 2020 | Forward-looking assessment of the GHG abatement cost: Application to China. (2020). Zhou, Xun ; Kuosmanen, Timo ; Dai, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300979. Full description at Econpapers || Download paper | |
| 2020 | Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146. Full description at Econpapers || Download paper | |
| 2020 | The long-term impact of the market stability reserve on the EU emission trading system. (2020). Ovaere, Marten ; Delarue, Erik ; Bruninx, Kenneth. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320300852. Full description at Econpapers || Download paper | |
| 2020 | Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092. Full description at Econpapers || Download paper | |
| 2020 | Synergizing Chinas energy and carbon mitigation goals: General equilibrium modeling and policy assessment. (2020). Tsvetanov, Tsvetan ; Duan, Hongbo ; Yuan, Yongna. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301274. Full description at Econpapers || Download paper | |
| 2020 | Dynamics of Australias LNG export performance: A modified constant market shares analysis. (2020). Shi, Xunpeng ; Laurenceson, James ; Liu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301481. Full description at Econpapers || Download paper | |
| 2020 | How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103. Full description at Econpapers || Download paper | |
| 2020 | Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900. Full description at Econpapers || Download paper | |
| 2020 | Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413. Full description at Econpapers || Download paper | |
| 2020 | Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541. Full description at Econpapers || Download paper | |
| 2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper | |
| 2020 | Energy conservation and emission reduction path selection in China: A simulation based on Bi-Level multi-objective optimization model. (2020). Ding, Tao ; Zhang, Boya ; Chen, Kunkun ; Ning, Yadong ; Guo, Fei. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519307037. Full description at Econpapers || Download paper | |
| 2020 | Convergence analysis of city-level energy intensity in China. (2020). Lin, Boqiang ; Zhu, Junpeng. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520301142. Full description at Econpapers || Download paper | |
| 2020 | What are the impacts of climate policies on trade? A quantified assessment of the Paris Agreement for the G20 economies. (2020). Paroussos, Leonidas ; Charalampidis, Ioannis ; Vrontisi, Zoi. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520301324. Full description at Econpapers || Download paper | |
| 2020 | Determinants of internal carbon pricing. (2020). Gianfrate, Gianfranco ; Bento, Nuno. In: Energy Policy. RePEc:eee:enepol:v:143:y:2020:i:c:s0301421520302445. Full description at Econpapers || Download paper | |
| 2020 | Constructing energy-consuming right trading system for Chinas manufacturing industry in 2025. (2020). Duan, Hongbo ; Fang, Chao ; Hou, Yaru ; Yang, Mian. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303402. Full description at Econpapers || Download paper | |
| 2020 | A carbon price floor in the reformed EU ETS: Design matters!. (2020). Hintermayer, Martin. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520306170. Full description at Econpapers || Download paper | |
| 2020 | An optimized low-carbon production planning model for power industry in coal-dependent regions - A case study of Shandong, China. (2020). Lv, J ; Zhong, L N ; Guan, P B ; Wu, C B ; Li, C C ; Huang, G H. In: Energy. RePEc:eee:energy:v:192:y:2020:i:c:s036054421932331x. Full description at Econpapers || Download paper | |
| 2020 | Is flexible and dispatchable generation capacity rewarded in electricity futures markets? A multinational impact analysis. (2020). Spodniak, Petr ; Bertsch, Valentin. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220301572. Full description at Econpapers || Download paper | |
| 2020 | Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries. (2020). Long, Xingle ; Muhammad, Sulaman ; Dauda, Lamini ; Salman, Muhammad. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302097. Full description at Econpapers || Download paper | |
| 2020 | Do country risks influence carbon dioxide emissions? A non-linear perspective. (2020). Chiu, Yi-Bin ; Zhang, Wenwen. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220311555. Full description at Econpapers || Download paper | |
| 2020 | How technological progress affects input substitution and energy efficiency in China: A case of the non-ferrous metals industry. (2020). Lin, Boqiang ; Chen, Xing. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220312597. Full description at Econpapers || Download paper | |
| 2020 | Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478. Full description at Econpapers || Download paper | |
| 2020 | Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508. Full description at Econpapers || Download paper | |
| 2021 | Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088. Full description at Econpapers || Download paper | |
| 2021 | The fossil energy trade relations among BRICS countries. (2021). Shahbaz, Muhammad ; Wu, Yuliang ; Song, Malin ; Xie, Qiaoli ; Chen, Jiandong. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324907. Full description at Econpapers || Download paper | |
| 2020 | Financialization and de-financialization of commodity futures: A quantile regression approach. (2020). Todorova, Neda ; Fan, John Hua ; Bianchi, Robert J. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301164. Full description at Econpapers || Download paper | |
| 2020 | Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095. Full description at Econpapers || Download paper | |
| 2020 | Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227. Full description at Econpapers || Download paper | |
| 2020 | The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538. Full description at Econpapers || Download paper | |
| 2020 | Meta-analysis in finance research: Opportunities, challenges, and contemporary applications. (2020). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030168x. Full description at Econpapers || Download paper | |
| 2020 | Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812. Full description at Econpapers || Download paper | |
| 2020 | Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106. Full description at Econpapers || Download paper | |
| 2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137. Full description at Econpapers || Download paper | |
| 2020 | Flying into the future: A scenario-based analysis of carbon emissions from Chinas civil aviation. (2020). Zhou, Dequn ; Wang, Qunwei ; Hang, YE ; Liu, Xiao. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:85:y:2020:i:c:s0969699719301401. Full description at Econpapers || Download paper | |
| 2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper | |
| 2020 | The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028. Full description at Econpapers || Download paper | |
| 2020 | Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x. Full description at Econpapers || Download paper | |
| 2020 | Sign and size asymmetry in the stock returns-implied volatility relationship. (2020). Fousekis, Panos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300098. Full description at Econpapers || Download paper | |
| 2020 | The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828. Full description at Econpapers || Download paper | |
| 2020 | Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030307x. Full description at Econpapers || Download paper | |
| 2020 | Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets. (2020). Zhang, Tian ; Zou, Shaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931338x. Full description at Econpapers || Download paper | |
| 2020 | Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632. Full description at Econpapers || Download paper | |
| 2020 | Carbon price forecasting with complex network and extreme learning machine. (2020). Wang, Minggang ; Xu, Hua ; Yang, Weiguo ; Jiang, Shumin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119316097. Full description at Econpapers || Download paper | |
| 2020 | Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691. Full description at Econpapers || Download paper | |
| 2020 | A comparative study on the volatility of EU and China’s carbon emission permits trading markets. (2020). Xiang, Meiqi ; Sun, Limei ; Shen, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305409. Full description at Econpapers || Download paper | |
| 2021 | Self-excited Ising game. (2021). Semenov, A ; Leonidov, A ; Antonov, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306889. Full description at Econpapers || Download paper | |
| 2021 | Gainers and losers with higher order portfolio risk optimization. (2021). Ayub, Usman ; Ashfaq, Saira ; Gulzar, Saqib ; Raza, Naveed ; Mujtaba, Ghulam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307524. Full description at Econpapers || Download paper | |
| 2020 | The production of renewable aviation fuel from waste cooking oil. Part II: Catalytic hydro-cracking/isomerization of hydro-processed alkanes into jet fuel range products. (2020). Wang, Wei-Cheng ; Hsieh, Chung-Hung ; Chen, Yu-Kai. In: Renewable Energy. RePEc:eee:renene:v:157:y:2020:i:c:p:731-740. Full description at Econpapers || Download paper | |
| 2020 | Quantitative models in emission trading system research: A literature review. (2020). Mi, Zhifu ; Li, Ling ; Wang, Haohan ; Tang, Ling ; Yang, Kaitong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:132:y:2020:i:c:s1364032120303439. Full description at Econpapers || Download paper | |
| 2020 | Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper | |
| 2020 | The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains. (2020). Yan, Xing-Xing ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:750-768. Full description at Econpapers || Download paper | |
| 2020 | Role of energy finance in geothermal power development in Japan. (2020). TAGHIZADEH-HESARY, Farhad ; Fraser, Timothy ; Shigetomi, Yosuke ; Chapman, Andrew ; Sarker, Tapan ; Farabi-Asl, Hadi ; Mortha, Aline. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:398-412. Full description at Econpapers || Download paper | |
| 2020 | Analysis of brand influence in the rockets and feathers effect using disaggregated data. (2020). Palencia-González, Francisco ; Juberias-Caceres, Gema ; Navio-Marco, Julio ; Palencia-Gonzalez, Francisco J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306385. Full description at Econpapers || Download paper | |
| 2020 | Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287. Full description at Econpapers || Download paper | |
| 2020 | Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638. Full description at Econpapers || Download paper | |
| 2020 | Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659. Full description at Econpapers || Download paper | |
| 2020 | Long time behavior of a mean-field model of interacting neurons. (2020). Veltz, Romain ; Tanre, Etienne ; Cormier, Quentin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:5:p:2553-2595. Full description at Econpapers || Download paper | |
| 2020 | Using the Tapio-Z decoupling model to evaluate the decoupling status of Chinas CO2 emissions at provincial level and its dynamic trend. (2020). Sun, Junjie ; Song, Yan ; Zhang, Ming. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:120-129. Full description at Econpapers || Download paper | |
| 2020 | The driving factors of Chinas embodied carbon emissions. (2020). Gao, Peng ; Yue, Shujing ; Pu, Zhengning. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519322620. Full description at Econpapers || Download paper | |
| 2021 | Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609. Full description at Econpapers || Download paper | |
| 2020 | Evaluating the implementation of performance-based fuel uplift regulation for airline operation. (2020). Tan, David ; Wu, Cheng-Lung ; Agnes, Nga Yung. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:47-61. Full description at Econpapers || Download paper | |
| 2020 | Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x. Full description at Econpapers || Download paper | |
| 2020 | The determinants of CO2 emissions of air transport passenger traffic: An analysis of Lombardy (Italy). (2020). MARTINI, Gian Maria ; Lo, Pak Lam ; Scotti, Davide ; Porta, Flavio . In: Transport Policy. RePEc:eee:trapol:v:91:y:2020:i:c:p:108-119. Full description at Econpapers || Download paper | |
| 2020 | Resource and Environmental Policies for the Mining Industry: What Should Governments Do About the Increasing Social and Environmental Risks?. (2020). Huhtala, Anni ; Ropponen, Olli. In: Working Papers. RePEc:fer:wpaper:137. Full description at Econpapers || Download paper | |
| 2021 | Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Spillover and Hedging among Carbon, Biofuel and Oil. (2020). Yoon, Seong-Min ; Lee, Yeonjeong . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4382-:d:403869. Full description at Econpapers || Download paper | |
| 2020 | The Impact of Industry on European Union Emissions Trading Market—From Network Perspective. (2020). Fan, Ying ; Liu, Yinpeng ; Wang, Jiqiang ; Guo, Jianfeng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5642-:d:436174. Full description at Econpapers || Download paper | |
| 2020 | The Allocation of Carbon Intensity Reduction Target by 2030 among Cities in China. (2020). Yang, Fengmei ; Shi, Longyu ; Gao, Lijie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:22:p:6006-:d:446501. Full description at Econpapers || Download paper | |
| 2020 | The Linkages between Crude Oil and Food Prices. (2020). Domagaa, Joanna ; Gorecka, Aleksandra ; Roman, Monika. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6545-:d:460633. Full description at Econpapers || Download paper | |
| 2020 | Bubbles in Crude Oil and Commodity Energy Index: New Evidence. (2020). Galyfianakis, Georgios ; Floros, Christos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6648-:d:463170. Full description at Econpapers || Download paper | |
| 2020 | Market Power in Output and Emissions Trading. (2020). de Castro, Luis Miguel ; Andre, Francisco J. In: Games. RePEc:gam:jgames:v:11:y:2020:i:4:p:43-:d:426286. Full description at Econpapers || Download paper | |
| 2020 | Regime-Dependent Good and Bad Volatility of Bitcoin. (2020). Jha, Kislay Kumar ; Baur, Dirk G. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:312-:d:457861. Full description at Econpapers || Download paper | |
| 2021 | Different Measures of Country Risk: An Application to European Countries. (2021). Ivaldi, Enrico ; Ciacci, Andrea ; Bonatti, Guido. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:19-:d:474295. Full description at Econpapers || Download paper | |
| 2020 | General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592. Full description at Econpapers || Download paper | |
| 2020 | Research on the Price Fluctuation and Risk Formation Mechanism of Carbon Emission Rights in China Based on a GARCH Model. (2020). Xu, Yukun ; Zhang, Jilin . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4249-:d:361542. Full description at Econpapers || Download paper | |
| 2020 | Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots. (2020). Du, MO ; Chen, XI ; Chai, Shanglei ; Chu, Wenjun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5581-:d:382935. Full description at Econpapers || Download paper | |
| 2020 | The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market. (2020). Chen, Lirong ; Geng, Yude ; Wang, Guangyu ; Sheng, Chunguang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7317-:d:409876. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Julien Chevallier:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal. [Full Text][Citation analysis] | article | 57 |
| 2007 | European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2009 | European 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: 57 | paper | |
| 2009 | European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2017 | Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal. [Full Text][Citation analysis] | article | 26 |
| 2017 | Carbon leakage and competitiveness of cement and steel industries under the EU ETS: much ado about nothing.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 8 |
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers. [Full Text][Citation analysis] | paper | 10 |
| 2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | On 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 | |
| 2009 | On 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 | |
| 2011 | On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2013 | A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 30 |
| 2013 | A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2014 | A fear index to predict oil futures returns.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2014 | A fear index to predict oil futures returns.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2018 | Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2012 | BANKING 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] | article | 22 |
| 2016 | The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Options introduction and volatility in the EU ETS In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2009 | Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2011 | Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2009 | Options introduction and volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2009 | Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2012 | Air traffic energy efficiency differs from place to place: new results from a macro-level approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Air traffic energy efficiency differs from place to place: New results from a macro-level approach.(2011) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Will 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] | paper | 0 |
| 2008 | The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale. [Full Text][Citation analysis] | article | 16 |
| 2009 | Economic Consequences of Permits Allocation Rules In: Economie Internationale. [Full Text][Citation analysis] | article | 2 |
| 2011 | The impact of nonlinearities for carbon markets analyses In: International Economics. [Full Text][Citation analysis] | article | 1 |
| 2007 | A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2008 | Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2012 | On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2012 | Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Cross-Market Spillovers with ‘Volatility Surprise’ In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2014 | Cross-market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2014 | Cross-Market Spillovers with Volatility Surprise.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2014 | Cross-Market Spillovers with Volatility Surprise.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2008 | Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2010 | A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices In: Economics Bulletin. [Full Text][Citation analysis] | article | 26 |
| 2010 | EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 14 |
| 2010 | Volatility forecasting of carbon prices using factor models In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2011 | Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2011 | Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2012 | EUAs and CERs: Interactions in a Markov regime-switching environment In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2012 | Cointegration between carbon spot and futures prices: from linear to nonlinear modeling In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2011 | Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin. [Full Text][Citation analysis] | article | 13 |
| 2012 | Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Common risk factors in commodities In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
| 2010 | Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
| 2011 | Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2011 | Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2011 | Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
| 2012 | Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2013 | Variance risk-premia in CO2 markets In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2014 | Modelling the dynamics of European carbon futures price: A Zipf analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
| 2014 | Modeling 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: 24 | paper | |
| 2014 | Cross-market index with Factor-DCC In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2014 | Cross-market index with Factor-DCC.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2020 | Regime changes and fiscal sustainability in Kenya In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2020 | Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2015 | Can China achieve its carbon intensity target by 2020 while sustaining economic growth? In: Ecological Economics. [Full Text][Citation analysis] | article | 17 |
| 2015 | Can China achieve its carbon intensity target by 2020 while sustaining economic growth?.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2014 | Volatility equicorrelation: A cross-market perspective In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2014 | Volatility equicorrelation: A cross-market perspective.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2020 | Local Gaussian correlations in financial and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2018 | Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | Carbon futures and macroeconomic risk factors: A view from the EU ETS In: Energy Economics. [Full Text][Citation analysis] | article | 120 |
| 2011 | Detecting instability in the volatility of carbon prices In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
| 2011 | Nonparametric modeling of carbon prices In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
| 2011 | A model of carbon price interactions with macroeconomic and energy dynamics In: Energy Economics. [Full Text][Citation analysis] | article | 53 |
| 2017 | “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
| 2018 | Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2019 | Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2019 | A conditional dependence approach to CO2-energy price relationships In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | A dynamic conditional regime-switching GARCH CAPM for energy and financial markets In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 In: Energy Policy. [Full Text][Citation analysis] | article | 5 |
| 2018 | On the road to Chinas 2020 carbon intensity target from the perspective of “double control” In: Energy Policy. [Full Text][Citation analysis] | article | 8 |
| 2018 | Allocating CO2 allowances to emitters in China: A multi-objective decision approach In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
| 2018 | An intertemporal carbon emissions trading system with cap adjustment and path control In: Energy Policy. [Full Text][Citation analysis] | article | 3 |
| 2008 | Price drivers and structural breaks in European carbon prices 2005-2007 In: Energy Policy. [Full Text][Citation analysis] | article | 177 |
| 2009 | Risk 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] | article | 37 |
| 2010 | The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis In: Energy Policy. [Full Text][Citation analysis] | article | 1 |
| 2011 | EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread In: Energy Policy. [Full Text][Citation analysis] | article | 35 |
| 2011 | EUA 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: 35 | paper | |
| 2011 | Forecasting world and regional aviation jet fuel demands to the mid-term (2025) In: Energy Policy. [Full Text][Citation analysis] | article | 22 |
| 2011 | Forecasting world and regional aviation jet fuel demands to the mid-term (2025).(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2015 | Cross-market volatility index with Factor-DCC In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | Cross-market volatility index with Factor-DCC.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | A new weighting-scheme for equity indexes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Leverage vs. feedback: Which Effect drives the oil market? In: Finance Research Letters. [Full Text][Citation analysis] | article | 23 |
| 2013 | Leverage vs. Feedback: Which Effect Drives the Oil Market ?.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Leverage vs. Feedback: Which Effect Drives the Oil Market?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2020 | Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | A cross-volatility index for hedging the country risk In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2015 | A cross-volatility index for hedging the country risk.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 35 |
| 2020 | Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2015 | Geographical diversification with a World Volatility Index In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2015 | Geographical Diversification with a World Volatility Index.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Bankable emission permits under uncertainty and optimal risk-management rules In: Research in Economics. [Full Text][Citation analysis] | article | 6 |
| 2015 | Volatility returns with vengeance: Financial markets vs. commodities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 22 |
| 2015 | Volatility returns with vengeance: Financial markets vs. commodities.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2016 | Spikes and crashes in the oil market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Spikes and crashes in the oil market.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Investigating the leverage effect in commodity markets with a recursive estimation approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Oil vs. gasoline: The dark side of volatility and taxation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Oil vs. gasoline: The dark side of volatility and taxation.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Tail risk and the return-volatility relation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Mean-field limit of generalized Hawkes processes In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 6 |
| 2018 | Supply-side structural effects of air pollutant emissions in China: A comparative analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2016 | The 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] | article | 14 |
| 2013 | Carbon trading: past, present and future In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | At the crossroads: can China grow in a low-carbon way? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2019 | Portfolio allocation across variance risk premia In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | “Time series momentum” in commodity markets In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | COVID-19 Pandemic and Financial Contagion In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2009 | Emissions 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). [Citation analysis] | paper | 16 |
| 2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2013 | The Economics of Commodity Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 1 |
| 2013 | The Economics of Commodity Markets.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models In: Post-Print. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2015 | Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Realized EquiCorrelation: a birds-eye view of financial stress on equity markets.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | On the Stochastic Properties of Carbon Futures Prices In: Post-Print. [Citation analysis] | paper | 16 |
| 2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2014 | On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2014 | The cross-market index for volatility surprise In: Post-Print. [Citation analysis] | paper | 1 |
| 2018 | Oil Price Risk and Financial Contagion In: Post-Print. [Citation analysis] | paper | 3 |
| 2020 | On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Pricing and Forecasting Carbon Markets: Models and Empirical Analyses In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Understanding the link between aggregated industrial production and the carbon price In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2019 | Financial Mathematics, Volatility and Covariance Modelling In: Post-Print. [Citation analysis] | paper | 5 |
| 2019 | International Financial Markets In: Post-Print. [Citation analysis] | paper | 2 |
| 2014 | Detecting jumps and regime-switches in international stock markets returns In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Forecasting air traffic and corresponding jet-fuel demande until 2025 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Re-examining the concept of sustainable development in light of climate change In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The EU ETS: CO2 prices drivers during the learning experience (2005-2007) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Emissions Trading: What Makes It Work? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Energy Risk Management with Carbon Assets In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Energy risk management with carbon assets.(2009) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2009 | Les déterminants du prix du carbone sur le marché européen des quotas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Price relationships in the EU emissions trading system In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The European carbon market (2005-2007): banking, pricing and risk-hedging strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Spéculation et marchés dérivés du pétrole In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Spéculation et marchés dérivés du pétrole.(2010) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2010 | Etudes économétriques récentes réalisées à partir des données de la CFTC In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK.(2010) In: Global Business and Economics Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Carbon Price Drivers: An Updated Literature Review In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Primary balance dynamics and public debt sustainability in Kenya In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models.(2019) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Study of the dynamic of Bitcoins price In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | CO 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. [Full Text][Citation analysis] | article | 0 |
| 2012 | A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 1 |
| 2015 | Forecasting the density of returns in crude oil futures markets In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2014 | Carbon price analysis using empirical mode decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2015 | Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
| 2014 | The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | 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. [Full Text][Citation analysis] | article | 1 |
| 2018 | Erratum 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. [Full Text][Citation analysis] | article | 1 |
| 2017 | Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2019 | Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2013 | Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies. [Full Text][Citation analysis] | article | 4 |
| 2019 | Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China In: The European Journal of Health Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Pricing and Forecasting Carbon Markets In: Springer Books. [Citation analysis] | book | 0 |
| 2012 | Econometric Analysis of Carbon Markets In: Springer Books. [Citation analysis] | book | 0 |
| 2013 | Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | Volatility spillovers in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 2013 | Understanding momentum in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2013 | An equicorrelation measure for equity, bond, foreign exchange and commodity returns In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2017 | Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Twenty years of jumps in commodity markets In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2016 | Capital–energy substitution in China: regional differences and dynamic evolution In: Post-Communist Economies. [Full Text][Citation analysis] | article | 0 |
| 2014 | Commodity markets through the business cycle In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Enriching the VaR framework to EEMD with an application to the European carbon market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2019 | Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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