Julien Chevallier : Citation Profile

Are you Julien Chevallier?

Université Paris-Saint-Denis (Paris VIII)

28

H index

68

i10 index

2601

Citations

RESEARCH PRODUCTION:

137

Articles

107

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 162
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 243.    Total self citations: 71 (2.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch595
   Updated: 2024-04-18    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Goutte, Stéphane (9)

Guesmi, Khaled (7)

Wei, Yi-Ming (4)

Vo, Dinh-Tri (2)

Sanhaji, Bilel (2)

Saglio, Sophie (2)

Ben Cheikh, Nidhaleddine (2)

Guerreiro, David (2)

Saadi, Samir (2)

Wang, Gang-Jin (2)

Chèze, Benoît (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 (45)

Nguyen, Duc Khuong (33)

Koop, Gary (27)

battiston, stefano (27)

Mandel, Antoine (27)

GUPTA, RANGAN (27)

Feng, Zhen-Hua (22)

Tiwari, Aviral (21)

Sousa, Ricardo (21)

Tang, Bao-Jun (20)

Cites to:

Engle, Robert (75)

Bollerslev, Tim (69)

Chèze, Benoît (62)

Wei, Yi-Ming (60)

Diebold, Francis (42)

Hamilton, James (41)

Nguyen, Duc Khuong (31)

Rubin, Jonathan (30)

Caballero, Ricardo (30)

Watson, Mark (29)

Ielpo, Florian (28)

Main data

Where Julien Chevallier has published?

Journals with more than one article published# docs
Energy Economics18
Economic Modelling11
Energy Policy11
Economics Bulletin10
Research in International Business and Finance6
Applied Economics Letters6
International Journal of Global Energy Issues4
Finance Research Letters4
Journal of Forecasting4
Computational Economics4
Studies in Nonlinear Dynamics & Econometrics3
Applied Economics3
International Review of Financial Analysis3
The Energy Journal3
JRFM3
Annals of Operations Research2
Annals of Finance2
Structural Change and Economic Dynamics2
Economie Internationale2
International Economics2

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 (2024 and 2023)

YearTitle of citing document
2023Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002.

Full description at Econpapers || Download paper

2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

Full description at Econpapers || Download paper

2024Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter. (2023). Rosenbaum, Mathieu ; Tang, Siu Hin ; Zhou, Chao. In: Papers. RePEc:arx:papers:2311.04727.

Full description at Econpapers || Download paper

2023Regulatory Stringency and Emission Leakage Mitigation. (2023). Tsakiris, Nikos ; Hatzipanayotou, Panos ; Antoniou, Fabio. In: DEOS Working Papers. RePEc:aue:wpaper:2302.

Full description at Econpapers || Download paper

2023Has Chinese Certified Emission Reduction trading reduced rural poverty in China?. (2023). Woodward, Richard T ; Liu, Jingyue ; Zhang, Yuejun. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:3:p:438-458.

Full description at Econpapers || Download paper

2023Dette, taxe et politique environnementale. (2023). Chiroleu-Assouline, Mireille ; Fodha, Mouez. In: Revue française d'économie. RePEc:cai:rferfe:rfe_225_0055.

Full description at Econpapers || Download paper

2023On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10815.

Full description at Econpapers || Download paper

2023Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100.

Full description at Econpapers || Download paper

2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

Full description at Econpapers || Download paper

2023Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-42.

Full description at Econpapers || Download paper

2023Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71.

Full description at Econpapers || Download paper

2023Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093.

Full description at Econpapers || Download paper

2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

Full description at Econpapers || Download paper

2023Development of an integrated BLSVM-MFA method for analyzing renewable power-generation potential under climate change: A case study of Xiamen. (2023). Wen, Yizhuo ; Liu, Jing ; Gao, Pangpang ; Huang, Guohe ; Wang, Bingqing. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002520.

Full description at Econpapers || Download paper

2023Ensemble framework for daily carbon dioxide emissions forecasting based on the signal decomposition–reconstruction model. (2023). Zhang, Xianqi ; Shao, Quanxi ; Chen, Xiaohong ; Wang, Tao ; Song, Chao. In: Applied Energy. RePEc:eee:appene:v:345:y:2023:i:c:s0306261923006943.

Full description at Econpapers || Download paper

2023Role of fiscal and monetary policies for economic recovery in China. (2023). Zhang, Yuan ; Cui, Zhanmin ; Wang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:51-63.

Full description at Econpapers || Download paper

2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

Full description at Econpapers || Download paper

2023How does corruption affect sustainable development? A threshold non-linear analysis. (2023). Sekkat, Khalid ; Nouira, Ridha ; Fhima, Fredj. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:505-523.

Full description at Econpapers || Download paper

2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

Full description at Econpapers || Download paper

2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

Full description at Econpapers || Download paper

2023Does neighboring green development benefit or suffer from local economic growth targets? Evidence from China. (2023). Hao, Xionglei ; Li, Jinye ; Ge, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003868.

Full description at Econpapers || Download paper

2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

Full description at Econpapers || Download paper

2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

Full description at Econpapers || Download paper

2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

Full description at Econpapers || Download paper

2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

Full description at Econpapers || Download paper

2023Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158.

Full description at Econpapers || Download paper

2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

Full description at Econpapers || Download paper

2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

Full description at Econpapers || Download paper

2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

Full description at Econpapers || Download paper

2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

Full description at Econpapers || Download paper

2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

Full description at Econpapers || Download paper

2023A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572.

Full description at Econpapers || Download paper

2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

Full description at Econpapers || Download paper

2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

Full description at Econpapers || Download paper

2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

Full description at Econpapers || Download paper

2023Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection: An improved interval-valued time series analysis mode. (2023). Chen, Huayou ; Liu, Jinpei ; Tao, Zhifu ; Wang, Piao. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006314.

Full description at Econpapers || Download paper

2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

Full description at Econpapers || Download paper

2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

Full description at Econpapers || Download paper

2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

Full description at Econpapers || Download paper

2023Carbon pricing and enterprise productivity-The role of price stabilization mechanism. (2023). Wang, Jianing ; Tu, Qiang ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001299.

Full description at Econpapers || Download paper

2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

Full description at Econpapers || Download paper

2023Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

Full description at Econpapers || Download paper

2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

Full description at Econpapers || Download paper

2023Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades. (2023). Chang, Ching-Hui ; Lin, Jyh-Jiuan ; Zhou, Wei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001822.

Full description at Econpapers || Download paper

2023Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962.

Full description at Econpapers || Download paper

2023The role of fundamentals and policy in New Zealands carbon prices. (2023). Gehricke, Sebastian ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Liao, Ling. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002359.

Full description at Econpapers || Download paper

2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

Full description at Econpapers || Download paper

2023Economic growth and environmental pollution in China: New evidence from government work reports. (2023). Song, Chenchen ; Duan, Shenglan ; Li, KE ; Yu, Yongze. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003018.

Full description at Econpapers || Download paper

2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

Full description at Econpapers || Download paper

2023Unleashing the impact of ecological civilization pilot policies on green technology innovation: Evidence from a novel SC-DID model. (2023). Irfan, Muhammad ; Hu, Mingjun ; Bai, Dongbei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003110.

Full description at Econpapers || Download paper

2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

Full description at Econpapers || Download paper

2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

Full description at Econpapers || Download paper

2023Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

Full description at Econpapers || Download paper

2023Forecasting crude oil futures price using machine learning methods: Evidence from China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300587x.

Full description at Econpapers || Download paper

2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

Full description at Econpapers || Download paper

2023The impact of carbon markets on the financial performance of power producers: Evidence based on China. (2023). Zhang, Qianqian ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006175.

Full description at Econpapers || Download paper

2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

Full description at Econpapers || Download paper

2023How carbon emission prices accelerate net zero: Evidence from Chinas coal-fired power plants. (2023). Zheng, Heran ; Meng, Jing ; Wu, Yongtao ; Wang, Daoping ; Tan, Chang. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s030142152300109x.

Full description at Econpapers || Download paper

2023An inter-provincial carbon quota study in China based on the contribution of clean energy to carbon reduction. (2023). Zhang, Guowei ; Wang, Weijuan ; Qiao, Fuwei ; Li, Wei ; Shi, Wei. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003555.

Full description at Econpapers || Download paper

2023Revisiting the pricing benchmarks for Asian LNG — An equilibrium analysis. (2023). Luo, Meifeng ; Wu, Shining ; Yang, Dong ; Zhang, Lingge. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023088.

Full description at Econpapers || Download paper

2023Short-term load forecasting with an improved dynamic decomposition-reconstruction-ensemble approach. (2023). Sun, Shaolong ; Li, Yanzhao ; Guo, Ju-e, ; Yang, Dongchuan ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024951.

Full description at Econpapers || Download paper

2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

Full description at Econpapers || Download paper

2023How do the electricity market and carbon market interact and achieve integrated development?--A bibliometric-based review. (2023). Zhang, Meng-Xi ; Liu, Li-Li ; Feng, Tian-Tian. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222031942.

Full description at Econpapers || Download paper

2023The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

Full description at Econpapers || Download paper

2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

Full description at Econpapers || Download paper

2023The energy rebound effect of digital development: Evidence from 285 cities in China. (2023). Liu, Jing-Yue ; Zhang, Yue-Jun ; Peng, Hua-Rong. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002311.

Full description at Econpapers || Download paper

2023Forecasting European Union allowances futures: The role of technical indicators. (2023). Tang, Pan ; Zhang, Ditian. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003109.

Full description at Econpapers || Download paper

2023Research on the evolutionary strategy of carbon market under “dual carbon” goal: From the perspective of dynamic quota allocation. (2023). Han, Ying ; Qi, Xiaoyuan. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s036054422300659x.

Full description at Econpapers || Download paper

2023Natural gas crisis, system resilience and emergency responses: A China case. (2023). Chen, Zhisong ; Meng, Fanyi ; Wang, Wenya ; Bai, Yang ; Qian, Lanping. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223008940.

Full description at Econpapers || Download paper

2023How to facilitate efficient blue carbon trading? A simulation study using the game theory to find the optimal strategy for each participant. (2023). Wang, Yanwei ; Zhang, Fengxuan ; He, Yixiong. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223009155.

Full description at Econpapers || Download paper

2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

Full description at Econpapers || Download paper

2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

Full description at Econpapers || Download paper

2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

Full description at Econpapers || Download paper

2023Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182.

Full description at Econpapers || Download paper

2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

Full description at Econpapers || Download paper

2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

Full description at Econpapers || Download paper

2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

Full description at Econpapers || Download paper

2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

Full description at Econpapers || Download paper

2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

Full description at Econpapers || Download paper

2023Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539.

Full description at Econpapers || Download paper

2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

Full description at Econpapers || Download paper

2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

Full description at Econpapers || Download paper

2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

Full description at Econpapers || Download paper

2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

Full description at Econpapers || Download paper

2023A study of interconnections and contagion among Chinese financial institutions using a ?CoV aR network. (2022). Xu, Zezhou ; Mo, Dongxu ; Chen, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321003950.

Full description at Econpapers || Download paper

2023How do stock prices respond to the leading economic indicators? Analysis of large and small shocks. (2023). Chen, Zhonglu ; Liu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006079.

Full description at Econpapers || Download paper

2023Do weather conditions drive Chinas carbon-coal-electricity markets systemic risk? A multi-timescale analysis. (2023). Wang, Qunwei ; Zhang, Dongna ; Dai, Xingyu ; Zhao, YI ; Cao, Yaru. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006092.

Full description at Econpapers || Download paper

2023Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791.

Full description at Econpapers || Download paper

2023The macroeconomic attention index: Evidence from China. (2023). Dong, Dayong ; Guo, Yangli ; Cao, Jiawei ; Zeng, Qing. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007437.

Full description at Econpapers || Download paper

2023Network characteristics and stock liquidity:Evidence from the UK. (2023). Yang, Xiaoguang ; Huang, Chuangxia ; Jin, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322008017.

Full description at Econpapers || Download paper

2023The driving factors of Chinas carbon prices: Evidence from using ICEEMDAN-HC method and quantile regression. (2023). Fang, Yan ; Zhang, Jing Jie ; Liu, Yinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001290.

Full description at Econpapers || Download paper

2023Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? Evidence from Chinese stock market. (2023). Lang, Qiaoqi ; Lu, Xinjie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003082.

Full description at Econpapers || Download paper

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

Works by Julien Chevallier:

YearTitleTypeCited
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal.
[Full Text][Citation analysis]		article81
2007European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal.
[Full Text][Citation analysis]		article55
2016Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
[Full Text][Citation analysis]		article19
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article8
2018Allocating provincial CO2 quotas for the Chinese national carbon program.(2018) In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2018Allocating Provincial CO2 Quotas for the Chinese National Carbon Program.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers.
[Full Text][Citation analysis]		paper18
2009On 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 nother version. Agregated cites: 18		paper
2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2011On 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 nother version. Agregated cites: 18		article
2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
[Full Text][Citation analysis]		paper38
2013A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2014A fear index to predict oil futures returns.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2014A fear index to predict oil futures returns.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2014Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2012BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article32
2016The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2011Options introduction and volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]		paper26
2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2011Options introduction and volatility in the EU ETS.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2012Air traffic energy efficiency differs from place to place: new results from a macro-level approach In: Working Papers.
[Full Text][Citation analysis]		paper10
2011Air 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 nother version. Agregated cites: 10		article
2012Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? In: Working Papers.
[Full Text][Citation analysis]		paper0
2008The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale.
[Full Text][Citation analysis]		article27
2009Economic Consequences of Permits Allocation Rules In: Economie Internationale.
[Full Text][Citation analysis]		article2
2011The impact of nonlinearities for carbon markets analyses In: International Economics.
[Full Text][Citation analysis]		article1
2007A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2007European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper9
2008The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper32
2008Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper3
2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper38
2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2012On the volatility-volume relationship in energy futures markets using intraday data.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2012Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper17
2013Will 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 nother version. Agregated cites: 17		paper
2014Cross-Market Spillovers with ‘Volatility Surprise’ In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper15
2014Cross-market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2014Cross?market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2008Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2010A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices In: Economics Bulletin.
[Full Text][Citation analysis]		article27
2010EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article17
2010Volatility forecasting of carbon prices using factor models In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2011Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model In: Economics Bulletin.
[Full Text][Citation analysis]		article9
2011Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article4
2011Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin.
[Full Text][Citation analysis]		article22
2012Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013Common risk factors in commodities In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2019Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach In: Applied Energy.
[Full Text][Citation analysis]		article14
2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises In: Economic Modelling.
[Full Text][Citation analysis]		article9
2010Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling.
[Full Text][Citation analysis]		article26
2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model In: Economic Modelling.
[Full Text][Citation analysis]		article22
2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models In: Economic Modelling.
[Full Text][Citation analysis]		article33
2012Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis In: Economic Modelling.
[Full Text][Citation analysis]		article6
2013Variance risk-premia in CO2 markets In: Economic Modelling.
[Full Text][Citation analysis]		article9
2014Modelling the dynamics of European carbon futures price: A Zipf analysis In: Economic Modelling.
[Full Text][Citation analysis]		article28
2014Modeling the dynamics of European carbon futures price: a Zipf analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2014Cross-market index with Factor-DCC In: Economic Modelling.
[Full Text][Citation analysis]		article3
2014Cross-market index with Factor-DCC.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Regime changes and fiscal sustainability in Kenya In: Economic Modelling.
[Full Text][Citation analysis]		article0
2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling.
[Full Text][Citation analysis]		article36
2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth? In: Ecological Economics.
[Full Text][Citation analysis]		article30
2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth?.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2014Volatility equicorrelation: A cross-market perspective In: Economics Letters.
[Full Text][Citation analysis]		article16
2014Volatility equicorrelation: A cross-market perspective.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Local Gaussian correlations in financial and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2017Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? In: Energy Economics.
[Full Text][Citation analysis]		article4
2022Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method In: Energy Economics.
[Full Text][Citation analysis]		article7
2022Emission trading, induced innovation and firm performance In: Energy Economics.
[Full Text][Citation analysis]		article2
2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? In: Energy Economics.
[Full Text][Citation analysis]		article0
2023Trading, storage, or penalty? Uncovering firms decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling In: Energy Economics.
[Full Text][Citation analysis]		article1
2009Carbon futures and macroeconomic risk factors: A view from the EU ETS In: Energy Economics.
[Full Text][Citation analysis]		article167
2011Detecting instability in the volatility of carbon prices In: Energy Economics.
[Full Text][Citation analysis]		article44
2011Detecting Instability in the Volatility of Carbon Prices.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2011Nonparametric modeling of carbon prices In: Energy Economics.
[Full Text][Citation analysis]		article28
2011A model of carbon price interactions with macroeconomic and energy dynamics In: Energy Economics.
[Full Text][Citation analysis]		article80
2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
[Full Text][Citation analysis]		article71
2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots In: Energy Economics.
[Full Text][Citation analysis]		article19
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article2
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model In: Energy Economics.
[Full Text][Citation analysis]		article22
2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
[Full Text][Citation analysis]		article24
2020A dynamic conditional regime-switching GARCH CAPM for energy and financial markets In: Energy Economics.
[Full Text][Citation analysis]		article1
2020Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach In: Energy Economics.
[Full Text][Citation analysis]		article29
2020Does 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]		article18
2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 In: Energy Policy.
[Full Text][Citation analysis]		article18
2018On the road to Chinas 2020 carbon intensity target from the perspective of “double control” In: Energy Policy.
[Full Text][Citation analysis]		article10
2018Allocating CO2 allowances to emitters in China: A multi-objective decision approach In: Energy Policy.
[Full Text][Citation analysis]		article9
2018An intertemporal carbon emissions trading system with cap adjustment and path control In: Energy Policy.
[Full Text][Citation analysis]		article6
2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Energy Policy.
[Full Text][Citation analysis]		article11
2022Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? In: Energy Policy.
[Full Text][Citation analysis]		article2
2008Price drivers and structural breaks in European carbon prices 2005-2007 In: Energy Policy.
[Full Text][Citation analysis]		article294
2009Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event In: Energy Policy.
[Full Text][Citation analysis]		article41
2010The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis In: Energy Policy.
[Full Text][Citation analysis]		article3
2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread In: Energy Policy.
[Full Text][Citation analysis]		article46
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).
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2011EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025) In: Energy Policy.
[Full Text][Citation analysis]		article26
2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025).(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2015Cross-market volatility index with Factor-DCC In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2015Cross-market volatility index with Factor-DCC.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017A new weighting-scheme for equity indexes In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2022Macroeconomic attention, economic policy uncertainty, and stock volatility predictability In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2013Leverage vs. feedback: Which Effect drives the oil market? In: Finance Research Letters.
[Full Text][Citation analysis]		article32
2013Leverage vs. Feedback: Which Effect Drives the Oil Market ?.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2012Leverage vs. Feedback: Which Effect Drives the Oil Market?.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2020Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2022Stock market return predictability revisited: Evidence from a new index constructing the oil market In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2015A cross-volatility index for hedging the country risk In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2015A cross-volatility index for hedging the country risk.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article45
2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy.
[Full Text][Citation analysis]		article15
2015Geographical diversification with a World Volatility Index In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article0
2015Geographical Diversification with a World Volatility Index.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Bankable emission permits under uncertainty and optimal risk-management rules In: Research in Economics.
[Full Text][Citation analysis]		article6
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article16
2015Volatility returns with vengeance: Financial markets vs. commodities In: Research in International Business and Finance.
[Full Text][Citation analysis]		article23
2015Volatility returns with vengeance: Financial markets vs. commodities.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2016Spikes and crashes in the oil market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2016Spikes and crashes in the oil market.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017Investigating the leverage effect in commodity markets with a recursive estimation approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2017Oil vs. gasoline: The dark side of volatility and taxation In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2016Oil vs. gasoline: The dark side of volatility and taxation.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018Tail risk and the return-volatility relation In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2021On 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]		article21
2017Mean-field limit of generalized Hawkes processes In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article13
2018Supply-side structural effects of air pollutant emissions in China: A comparative analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article5
2022Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article2
2016The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article51
2013Carbon trading: past, present and future In: Chapters.
[Full Text][Citation analysis]		chapter0
2013At the crossroads: can China grow in a low-carbon way? In: Chapters.
[Full Text][Citation analysis]		chapter0
2019Portfolio allocation across variance risk premia In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2021Is It Possible to Forecast the Price of Bitcoin? In: Forecasting.
[Full Text][Citation analysis]		article2
2020COVID-19 Pandemic and Financial Contagion In: JRFM.
[Full Text][Citation analysis]		article10
2021Covid-19 Pandemic and Financial Contagion.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2020Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices In: JRFM.
[Full Text][Citation analysis]		article2
2020COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages In: JRFM.
[Full Text][Citation analysis]		article7
2021Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2009Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]		paper36
2009Emissions 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 nother version. Agregated cites: 36		paper
2013The Economics of Commodity Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]		paper32
2013The Economics of Commodity Markets.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2011Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models In: Post-Print.
[Full Text][Citation analysis]		paper37
2012Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Time-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 nother version. Agregated cites: 37		article
2015Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets In: Post-Print.
[Citation analysis]		paper0
2015Realized EquiCorrelation: a birds-eye view of financial stress on equity markets.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2014On the Stochastic Properties of Carbon Futures Prices In: Post-Print.
[Citation analysis]		paper22
2012On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2014On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2014The cross-market index for volatility surprise In: Post-Print.
[Citation analysis]		paper1
2014The cross-market index for volatility surprise.(2014) In: Journal of Asset Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018Oil Price Risk and Financial Contagion In: Post-Print.
[Citation analysis]		paper9
2020On 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]		paper8
2019On the CO2 emissions determinants during the EU ETS Phases I and II : a plant-level analysis merging the EUTL and Platts power data.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017Pricing and Forecasting Carbon Markets: Models and Empirical Analyses In: Post-Print.
[Citation analysis]		paper4
2015Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print.
[Citation analysis]		paper0
2010The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market In: Post-Print.
[Full Text][Citation analysis]		paper5
2013Understanding the link between aggregated industrial production and the carbon price In: Post-Print.
[Full Text][Citation analysis]		paper2
2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print.
[Citation analysis]		paper0
2017Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
[Citation analysis]		paper11
2019International Financial Markets In: Post-Print.
[Citation analysis]		paper2
2014Detecting jumps and regime-switches in international stock markets returns In: Working Papers.
[Full Text][Citation analysis]		paper5
2015Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2011Air 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]		paper7
2010Forecasting air traffic and corresponding jet-fuel demande until 2025 In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Re-examining the concept of sustainable development in light of climate change In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market In: Working Papers.
[Full Text][Citation analysis]		paper4
2009Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2009The EU ETS: CO2 prices drivers during the learning experience (2005-2007) In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Emissions Trading: What Makes It Work? In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Options Introduction and Volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]		paper3
2009Energy Risk Management with Carbon Assets In: Working Papers.
[Full Text][Citation analysis]		paper7
2009Energy risk management with carbon assets.(2009) In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2009Les déterminants du prix du carbone sur le marché européen des quotas In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Price relationships in the EU emissions trading system In: Working Papers.
[Full Text][Citation analysis]		paper2
2010The European carbon market (2005-2007): banking, pricing and risk-hedging strategies In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Spéculation et marchés dérivés du pétrole In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Spéculation et marchés dérivés du pétrole.(2010) In: Revue d'Économie Financière.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2010Etudes économétriques récentes réalisées à partir des données de la CFTC In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK.(2010) In: Global Business and Economics Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Carbon Price Drivers: An Updated Literature Review In: Working Papers.
[Full Text][Citation analysis]		paper10
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2018Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Primary balance dynamics and public debt sustainability in Kenya In: Working Papers.
[Full Text][Citation analysis]		paper0
2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Investigating 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]		paper4
2019Investigating 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 nother version. Agregated cites: 4		paper
2019Study of the dynamic of Bitcoins price In: Working Papers.
[Full Text][Citation analysis]		paper1
2011CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]		article0
2012A 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]		article3
2015Forecasting the density of returns in crude oil futures markets In: International Journal of Global Energy Issues.
[Full Text][Citation analysis]		article1
2014Carbon price analysis using empirical mode decomposition In: Working Papers.
[Full Text][Citation analysis]		paper60
2015Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2014The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers.
[Full Text][Citation analysis]		paper0
2016An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting In: Working Papers.
[Full Text][Citation analysis]		paper26
2016An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2017Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China In: Working Papers.
[Full Text][Citation analysis]		paper3
2019Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China.(2019) In: The European Journal of Health Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2022Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors In: Annals of Finance.
[Full Text][Citation analysis]		article3
2018Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics.
[Full Text][Citation analysis]		article9
2018Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics.
[Full Text][Citation analysis]		article9
2021Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms In: Computational Economics.
[Full Text][Citation analysis]		article1
2017Estimation 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]		article6
2019Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article8
2013Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies.
[Full Text][Citation analysis]		article5
2017Pricing and Forecasting Carbon Markets In: Springer Books.
[Citation analysis]		book11
2012Econometric Analysis of Carbon Markets In: Springer Books.
[Citation analysis]		book21
2013Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2013Volatility spillovers in commodity markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article37
2013Understanding momentum in commodity markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2013An equicorrelation measure for equity, bond, foreign exchange and commodity returns In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2015Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters.
[Full Text][Citation analysis]		article14
2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
[Full Text][Citation analysis]		article2
2014Twenty years of jumps in commodity markets In: International Review of Applied Economics.
[Full Text][Citation analysis]		article14
2016Capital–energy substitution in China: regional differences and dynamic evolution In: Post-Communist Economies.
[Full Text][Citation analysis]		article0
2014Commodity markets through the business cycle In: Quantitative Finance.
[Full Text][Citation analysis]		article8
2018Enriching the VaR framework to EEMD with an application to the European carbon market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article4
2021Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime?switching GARCH?MIDAS models In: Journal of Forecasting.
[Full Text][Citation analysis]		article17
2022Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2023A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2019Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team