Julien Chevallier : Citation Profile

Are you Julien Chevallier?

Université Paris-Saint-Denis (Paris VIII)

24

H index

57

i10 index

1975

Citations

RESEARCH PRODUCTION:

128

Articles

107

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 131
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 416.    Total self citations: 68 (3.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch595
   Updated: 2022-07-02    RAS profile: 2022-05-09    
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Relations with other researchers

Works with:

Goutte, Stéphane (13)

Wei, Yi-Ming (10)

Guesmi, Khaled (9)

Aboura, Sofiane (5)

Nguyen, Duc Khuong (3)

Uddin, Gazi (2)

Ben Cheikh, Nidhaleddine (2)

Guerreiro, David (2)

Quirion, Philippe (2)

Saglio, Sophie (2)

Sévi, Benoît (2)

Vo, Dinh-Tri (2)

Chèze, Benoît (2)

Saadi, Samir (2)

Sanhaji, Bilel (2)

Wang, Gang-Jin (2)

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

Is cited by:

Wei, Yi-Ming (53)

Zhang, Yue-Jun (43)

Aguiar-Conraria, Luís (32)

Nguyen, Duc Khuong (27)

Mandel, Antoine (27)

battiston, stefano (27)

Koop, Gary (26)

GUPTA, RANGAN (24)

Feng, Zhen-Hua (22)

Tang, Bao-Jun (19)

Rotfuß, Waldemar (17)

Cites to:

Engle, Robert (69)

Bollerslev, Tim (62)

Chèze, Benoît (55)

Wei, Yi-Ming (49)

Hamilton, James (40)

Diebold, Francis (35)

Nguyen, Duc Khuong (30)

Caballero, Ricardo (30)

Rubin, Jonathan (29)

Bai, Jushan (29)

Watson, Mark (28)

Main data

Where Julien Chevallier has published?

Journals with more than one article published# docs
Energy Economics14
Economic Modelling11
Energy Policy10
Economics Bulletin10
Applied Economics Letters6
Research in International Business and Finance6
International Journal of Global Energy Issues4
Computational Economics4
The Energy Journal3
JRFM3
Journal of Forecasting3
Finance Research Letters3
Applied Economics3
Studies in Nonlinear Dynamics & Econometrics3
Economie Internationale2
International Economics2
International Review of Financial Analysis2
Annals of Operations Research2
Structural Change and Economic Dynamics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL40
Working Papers / HAL33
Working Papers / Department of Research, Ipag Business School12
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL4
Working Papers / Chaire Economie du climat3
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Julien Chevallier (2022 and 2021)

YearTitle of citing document
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2022.

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2022Do female parliamentarians improve environmental quality? Cross-country evidence. (2022). Salahodjaev, Raufhon ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/001.

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2021The risk spillover from economic policy uncertainties to the European Union Emission Trading Scheme. (2020). Fan, Ying ; Liu, Yinpeng ; Dai, Peng-Fei ; Guo, Jianfeng ; Wang, Jiqiang. In: Papers. RePEc:arx:papers:2007.10564.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2021Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach. (2021). Abate, Arega ; Ruiz, Carlos ; Riccardi, Rossana. In: Papers. RePEc:arx:papers:2104.15062.

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2021Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations. (2021). Tjostheim, Dag ; Berentsen, Geir Drage ; Otneim, Haakon ; Stove, Baard ; Sleire, Anders D ; Haugen, Sverre Hauso. In: Papers. RePEc:arx:papers:2106.12425.

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2022Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

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2021Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme. (2021). Harris, Geoff ; Gepp, Adrian ; Aspinall, Thomas ; Vanstone, Bruce ; Southam, Colette ; Kelly, Simone. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3797-3819.

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2020Implications 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.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2021Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149.

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2021Observations on “Risk Transmission Across Supply Chains”. (2021). Bunn, Derek W. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4588-4589.

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2022The Levelised Cost of Frequency Control Ancillary Services in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Nolan, T ; Gilmore, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2203.

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2020Energy Contagion in the COVID-19 Crisis. (2020). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8345.

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2020How 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.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2021Technological Progress and Carbon Price Formation: an Analysis of EU-ETS Plants. (2021). Baudry, marc ; Faure, Anouk. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-18.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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2020Are Carbon Leader Indexes Related with Carbon Prices under Different Regimes?. (2020). Okay, Gulu ; Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-16.

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2021Oil Price and Leverage for Mining Sector Companies in Indonesia. (2021). Razak, A ; Siahaan, Matdio ; Budiasih, Yanti ; Rasyid, Iqbal M ; Endri, Endri ; Sudjono, Sudjono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-4.

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2021The Nexus between Technological Advancement and CO2 Emissions in Malaysia. (2021). Mariana, Adjeng R ; Yuaningsih, Lilis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-19.

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2020The 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.

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2020Hybrid 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.

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2020Challenges for the European steel industry: Analysis, possible consequences and impacts on sustainable development. (2020). Vögele, Stefan ; Rubbelke, Dirk ; Govorukha, Kristina ; Grajewski, Matthias ; Vogele, Stefan. In: Applied Energy. RePEc:eee:appene:v:264:y:2020:i:c:s0306261920301458.

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2020Technologies 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.

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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.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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2021Evaluating the cost of emissions in a pool-based electricity market. (2021). Liberopoulos, George ; Biskas, Pandelis ; Andrianesis, Panagiotis. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006735.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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2022Carbon price forecasting based on CEEMDAN and LSTM. (2022). Zhang, Changhong ; Huang, Zhehao ; Zhou, Feite. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922000782.

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2022What drives urban carbon emission efficiency? – Spatial analysis based on nighttime light data. (2022). Fu, Min ; Tian, Lixin ; Gao, Zhengye ; Fang, Guochang. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002227.

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2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2020Analysis 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.

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2022Hybrid intelligent framework for carbon price prediction using improved variational mode decomposition and optimal extreme learning machine. (2022). He, Maolin ; Cui, Quan ; Wang, Jujie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s096007792101136x.

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2021Emissions trading with rolling horizons. (2021). Trotignon, Raphael ; Quemin, Simon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000348.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2021Returns 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.

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2020A 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.

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2020Dynamic 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.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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2021Air pollution in an urban world: A global view on density, cities and emissions. (2021). Krause, Melanie ; Castells-Quintana, David ; Dienesch, Elisa. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002111.

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2021Carbon pricing of basic materials: Incentives and risks for the value chain and consumers. (2021). Pauliuk, Stefan ; Stede, Jan ; Neuhoff, Karsten ; Hardadi, Gilang. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002263.

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2022Too good to be true: The inverted U-shaped relationship between home-country digitalization and environmental performance. (2022). Leyva-De, Dante I ; Pedauga, Luis E ; Delgado-Marquez, Blanca L ; Ahmadova, Gozal. In: Ecological Economics. RePEc:eee:ecolec:v:196:y:2022:i:c:s0921800922000556.

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2020London 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.

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2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

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2021Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378.

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2021Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x.

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2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929.

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2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

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2021Effects of government subsidies on green technology investment and green marketing coordination of supply chain under the cap-and-trade mechanism. (2021). Zhou, Ming ; Ma, Jianhua ; Yang, Wen ; Pan, Yanchun ; Li, Zhimin. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003194.

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2021How does the one belt one road initiative affect the green economic growth?. (2021). Wang, Yun ; Ma, Xuejiao ; Jiang, Qichuan. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003224.

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2021The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479.

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2021The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315.

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2021Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2021Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms. (2021). Rannou, Yves ; Barneto, Pascal ; Boutabba, Mohamed Amine. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005089.

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2021Do regional emission trading schemes lead to carbon leakage within firms? Evidence from Japan. (2021). Arimura, Toshi ; Sadayuki, Taisuke. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005211.

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2021Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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2021A non-parametric analysis of the driving factors of Chinas carbon prices. (2021). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005399.

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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253.

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2022Global actions under the Paris agreement: Tracing the carbon leakage flow and pursuing countermeasures. (2022). Qian, Haoqi ; Zhou, Ying ; Wu, Libo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006393.

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2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhenhua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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2020The 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.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2020Who 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.

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2020Exploring 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.

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2020Chinas 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.

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2020Forward-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.

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2020Multi-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.

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2020The 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.

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2020Have 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.

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2020Synergizing 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.

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2020Dynamics 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.

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2020How 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.

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2020Asymmetric 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.

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2020Interaction 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.

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2020Time 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.

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2020The 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.

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2021Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418.

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2021A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360.

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2021Does weather, or energy prices, affect carbon prices?. (2021). Young, Martin R ; Maddox, Grace E ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832030356x.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2021Responses of carbon emissions to corruption across Chinese provinces. (2021). Apergis, Nicholas ; Sharp, Basil ; Ma, Chao-Qun ; Ren, Yi-Shuai. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001468.

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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.
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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).
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2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Post-Print.
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2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal.
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2016Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing.(2016) In: Post-Print.
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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print.
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2018Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics.
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2018Allocating provincial CO2 quotas for the Chinese national carbon program.(2018) In: Australian Journal of Agricultural and Resource Economics.
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2018Allocating Provincial CO2 Quotas for the Chinese National Carbon Program.(2018) In: Working Papers.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers.
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2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
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2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers.
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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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2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
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2013A Fear Index to Predict Oil Futures Returns.(2013) 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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2014Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review.
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2012BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys.
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2016The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model In: Studies in Nonlinear Dynamics & Econometrics.
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2011Options introduction and volatility in the EU ETS In: Working Papers.
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2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
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2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
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2011Options introduction and volatility in the EU ETS.(2011) In: Post-Print.
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2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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2009Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers.
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2012Air traffic energy efficiency differs from place to place: new results from a macro-level approach In: Working Papers.
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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.
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2008The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale.
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2009Economic Consequences of Permits Allocation Rules In: Economie Internationale.
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2011The impact of nonlinearities for carbon markets analyses In: International Economics.
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2007A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers.
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2007European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers.
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2008The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: EconomiX Working Papers.
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2008Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers.
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2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
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2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
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2012On the volatility-volume relationship in energy futures markets using intraday data.(2012) In: Post-Print.
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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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2013Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?.(2013) In: Working Papers.
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2014Cross-Market Spillovers with ‘Volatility Surprise’ In: EconomiX Working Papers.
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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.
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2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Working Papers.
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2014Cross?market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics.
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2008Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon In: Economics Bulletin.
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2010A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices In: Economics Bulletin.
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2010EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin.
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2010Volatility forecasting of carbon prices using factor models In: Economics Bulletin.
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2011Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model In: Economics Bulletin.
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2011Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin.
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2012EUAs and CERs: Interactions in a Markov regime-switching environment In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2012Cointegration between carbon spot and futures prices: from linear to nonlinear modeling In: Economics Bulletin.
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2011Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin.
[Full Text][Citation analysis]		article17
2012Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism.(2012) In: Post-Print.
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2013Common risk factors in commodities In: Economics Bulletin.
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2019Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach In: Applied Energy.
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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises In: Economic Modelling.
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2010Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling.
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2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model In: Economic Modelling.
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2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Economic Modelling.
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2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Post-Print.
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2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models In: Economic Modelling.
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2012Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis In: Economic Modelling.
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2013Variance risk-premia in CO2 markets In: Economic Modelling.
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2014Modelling the dynamics of European carbon futures price: A Zipf analysis In: Economic Modelling.
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2014Modeling the dynamics of European carbon futures price: a Zipf analysis.(2014) In: Working Papers.
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2014Cross-market index with Factor-DCC In: Economic Modelling.
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2014Cross-market index with Factor-DCC.(2014) In: Post-Print.
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2020Regime changes and fiscal sustainability in Kenya In: Economic Modelling.
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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling.
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2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth? In: Ecological Economics.
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2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth?.(2015) In: Post-Print.
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2014Volatility equicorrelation: A cross-market perspective In: Economics Letters.
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2014Volatility equicorrelation: A cross-market perspective.(2014) In: Post-Print.
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2020Local Gaussian correlations in financial and commodity markets In: European Journal of Operational Research.
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2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
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2017Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries.(2017) In: Working Papers.
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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? In: Energy Economics.
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2009Carbon futures and macroeconomic risk factors: A view from the EU ETS In: Energy Economics.
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2011Detecting instability in the volatility of carbon prices In: Energy Economics.
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2011Detecting Instability in the Volatility of Carbon Prices.(2011) In: Post-Print.
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2011Nonparametric modeling of carbon prices In: Energy Economics.
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2011A model of carbon price interactions with macroeconomic and energy dynamics In: Energy Economics.
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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model In: Energy Economics.
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2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
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2020A dynamic conditional regime-switching GARCH CAPM for energy and financial markets In: Energy Economics.
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2020Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach In: Energy Economics.
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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence In: Energy Economics.
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2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 In: Energy Policy.
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2018On the road to Chinas 2020 carbon intensity target from the perspective of “double control” In: Energy Policy.
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2018Allocating CO2 allowances to emitters in China: A multi-objective decision approach In: Energy Policy.
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2018An intertemporal carbon emissions trading system with cap adjustment and path control In: Energy Policy.
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2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Energy Policy.
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2008Price drivers and structural breaks in European carbon prices 2005-2007 In: Energy Policy.
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2009Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event In: Energy Policy.
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2010The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis In: Energy Policy.
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2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread In: Energy Policy.
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2011EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Post-Print.
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2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025).(2011) In: Post-Print.
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2017A new weighting-scheme for equity indexes In: International Review of Financial Analysis.
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2013Leverage vs. feedback: Which Effect drives the oil market? In: Finance Research Letters.
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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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2020Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models In: Finance Research Letters.
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2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions In: Finance Research Letters.
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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.
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2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy.
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2015Geographical diversification with a World Volatility Index In: Journal of Multinational Financial Management.
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2015Geographical Diversification with a World Volatility Index.(2015) In: Post-Print.
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2011Bankable emission permits under uncertainty and optimal risk-management rules In: Research in Economics.
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2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions In: International Review of Economics & Finance.
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2015Volatility returns with vengeance: Financial markets vs. commodities In: Research in International Business and Finance.
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2015Volatility returns with vengeance: Financial markets vs. commodities.(2015) In: Post-Print.
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2016Spikes and crashes in the oil market In: Research in International Business and Finance.
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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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2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
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