18
H index
35
i10 index
1185
Citations
Julien Chevallier : Citation Profile
Institut de Préparation à l'Administration et à la Gestion (IPAG) (55% share) | RESEARCH PRODUCTION: 105 Articles 85 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2007 - 2020). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Chevallier. | Is cited by:
| Cites to:
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Main data
Where Julien Chevallier has published?
Recent works citing Julien Chevallier (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Multivariate Analysis of Carbon Price with Energy Market, Climate Change, and Political Issues. (2018). Kim, So-Jin ; Kwon, Ji-Soo ; Yoo, Do-Il. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274298. Full description at Econpapers || Download paper | |
| 2017 | Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas ; Papaioannou, George P. In: Papers. RePEc:arx:papers:1708.07063. Full description at Econpapers || Download paper | |
| 2019 | Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; BarunÃk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2017 | Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455. Full description at Econpapers || Download paper | |
| 2018 | Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479. Full description at Econpapers || Download paper | |
| 2019 | Higher Moments and Exchange Rate Behavior. (2019). Sharma, Susan ; Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:201-229. Full description at Econpapers || Download paper | |
| 2020 | Using Supply-Side Policies to Raise Ambition: The Case of the EU ETS and the 2021 Review. (2020). Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:2002. Full description at Econpapers || Download paper | |
| 2019 | Searching for Carbon Leaks in Multinational Companies. (2019). Dechezleprêtre, Antoine ; Stoerk, Thomas ; Muuls, Mirabelle ; Martin, Ralf ; Gennaioli, Caterina ; Dechezlepretre, Antoine. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1601. Full description at Econpapers || Download paper | |
| 2017 | Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kocenda, Evzen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476. Full description at Econpapers || Download paper | |
| 2019 | Searching for Carbon Leaks in Multinational Companies. (2019). Dechezleprêtre, Antoine ; Stoerk, Thomas ; Muuls, Mirabelle ; Martin, Ralf ; Gennaioli, Caterina ; Dechezlepretre, Antoine. In: Working Papers. RePEc:cgs:wpaper:97. Full description at Econpapers || Download paper | |
| 2019 | London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS. (2019). Wellenreuther, Claudia ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:8719. Full description at Econpapers || Download paper | |
| 2017 | Does the EU ETS Cause Carbon Leakage in European Manufacturing?. (2017). Zaklan, Aleksandar ; Naegele, Helene. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1689. Full description at Econpapers || Download paper | |
| 2017 | On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11. Full description at Econpapers || Download paper | |
| 2019 | Determination of Causality in Prices of Crude Oil. (2019). Sarwat, Salman ; Ahmed, Farhan ; Aqil, Muhammad ; Kashif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-37. Full description at Econpapers || Download paper | |
| 2017 | Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325. Full description at Econpapers || Download paper | |
| 2017 | Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression. (2017). Wei, Yi-Ming ; Zhang, Tao ; Wu, Zhanchi ; Wang, Ping ; Zhu, Bangzhu. In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:521-530. Full description at Econpapers || Download paper | |
| 2017 | Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425. Full description at Econpapers || Download paper | |
| 2017 | The exploration on the trade preferences of cooperation partners in four energy commodities’ international trade: Crude oil, coal, natural gas and photovoltaic. (2017). Guan, Qing. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:154-163. Full description at Econpapers || Download paper | |
| 2017 | How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344. Full description at Econpapers || Download paper | |
| 2018 | Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141. Full description at Econpapers || Download paper | |
| 2018 | New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217. Full description at Econpapers || Download paper | |
| 2019 | Similarity and heterogeneity of price dynamics across China’s regional carbon markets: A visibility graph network approach. (2019). Tian, Lixin ; Yin, Jiuli ; Li, Xuxia ; Fan, Xinghua ; Liang, Jiaochen. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:739-746. Full description at Econpapers || Download paper | |
| 2019 | Comparison of marginal and average emission factors for passenger transportation modes. (2019). Bigazzi, Alexander. In: Applied Energy. RePEc:eee:appene:v:242:y:2019:i:c:p:1460-1466. Full description at Econpapers || Download paper | |
| 2019 | Is energy efficiency of Belt and Road Initiative countries catching up or falling behind? Evidence from a panel quantile regression approach. (2019). Tan, Xiujie ; Zhang, Xiaoling ; Peng, Huarong ; Qi, Shaozhou. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:49. Full description at Econpapers || Download paper | |
| 2019 | Impacts of international export on global and regional carbon intensity. (2019). Su, Bin ; Yang, Xue. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:89. Full description at Econpapers || Download paper | |
| 2020 | Hybrid genetic algorithm method for efficient and robust evaluation of remaining useful life of supercapacitors. (2020). Kang, LE ; Wang, Kai ; Zhou, Yanting ; Pang, Jinbo ; Peng, Fei. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919318562. Full description at Econpapers || Download paper | |
| 2020 | Technologies and policies to decarbonize global industry: Review and assessment of mitigation drivers through 2070. (2020). Roy, Joyashree ; Sisson, Bill ; Dell, Rebecca ; Helseth, Jonas ; de la Rue, Stephane ; Elliott, Neal ; Dinkel, Jens ; Williams, Ellen D ; Zhou, Nan ; Lorber, Tom ; Hone, David ; Morrow, William R ; Lu, Hongyou ; Blank, Thomas Koch ; Aden, Nate ; Danielson, David ; Cremmins, Betty ; Masanet, Eric ; Ping, HE ; Fennell, Paul ; Bataille, Chris ; Sethi, Girish ; Miller, Sabbie A ; Rissman, Jeffrey ; Burtraw, Dallas ; Cresko, Joe ; Katzenberger, John ; Huckestein, Brigitta ; Heeren, Niko. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920303603. Full description at2020 | Analysis of regional carbon allocation and carbon trading based on net primary productivity in China. (2020). Song, Malin ; Chen, Jiandong ; Liu, Xin ; Wang, Ping ; Wu, Yinyin. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301622. Full description at Econpapers || Download paper |
| 2017 | Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206. Full description at Econpapers || Download paper | |
| 2018 | Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79. Full description at Econpapers || Download paper | |
| 2018 | Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185. Full description at Econpapers || Download paper | |
| 2019 | Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures. (2019). Rannou, Yves. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:387-410. Full description at Econpapers || Download paper | |
| 2019 | Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841. Full description at Econpapers || Download paper | |
| 2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper | |
| 2020 | Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615. Full description at Econpapers || Download paper | |
| 2019 | A Fuzzy Stochastic Model for Carbon Price Prediction Under the Effect of Demand-related Policy in Chinas Carbon Market. (2019). Song, Xiaoqiu ; Li, Yin ; Liang, Dapeng ; Liu, Tiansen. In: Ecological Economics. RePEc:eee:ecolec:v:157:y:2019:i:c:p:253-265. Full description at Econpapers || Download paper | |
| 2017 | The asymmetric volatility in the gold market revisited. (2017). Todorova, Neda. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:138-141. Full description at Econpapers || Download paper | |
| 2020 | London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS. (2020). Wellenreuther, Claudia ; Stefan, Martin. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s016517652030029x. Full description at Econpapers || Download paper | |
| 2019 | Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515. Full description at Econpapers || Download paper | |
| 2018 | Filterbased stochastic volatility in continuous-time hidden Markov models. (2018). Krishnamurthy, Vikram ; Sass, Jorn ; Leoff, Elisabeth . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:1-21. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145. Full description at Econpapers || Download paper | |
| 2017 | Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition. (2017). DA FONSECA, José ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:410-422. Full description at Econpapers || Download paper | |
| 2018 | EU ETS facets in the net: Structure and evolution of the EU ETS network. (2018). Borghesi, Simone ; Flori, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:602-635. Full description at Econpapers || Download paper | |
| 2018 | Flexibility in the market for international carbon credits and price dynamics difference with European allowances. (2018). Gavard, Claire ; Kirat, Djamel. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:504-518. Full description at Econpapers || Download paper | |
| 2018 | The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75. Full description at Econpapers || Download paper | |
| 2019 | Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201. Full description at Econpapers || Download paper | |
| 2019 | A multiscale analysis for carbon price drivers. (2019). Wei, Yi-Ming ; Han, Dong ; Ye, Shunxin ; Zhu, Bangzhu ; Xie, Rui ; He, Kaijian ; Wang, Ping. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:202-216. Full description at Econpapers || Download paper | |
| 2019 | Industrial characteristics and air emissions: Long-term determinants in the UK manufacturing sector. (2019). Arvanitopoulos, Theodoros ; Agnolucci, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:546-566. Full description at Econpapers || Download paper | |
| 2019 | Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628. Full description at Econpapers || Download paper | |
| 2019 | Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill. (2019). Weron, Rafał ; Truck, Stefan ; Maryniak, Pawe. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:45-58. Full description at Econpapers || Download paper | |
| 2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152. Full description at Econpapers || Download paper | |
| 2019 | The impact of regional convergence in energy-intensive industries on Chinas CO2 emissions and emission goals. (2019). Hu, Mingming ; Wang, Juan ; Tukker, Arnold. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:512-523. Full description at Econpapers || Download paper | |
| 2019 | Corruption, climate and the energy-environment-growth nexus. (2019). Menegaki, Angeliki N ; Arminen, Heli. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:621-634. Full description at Econpapers || Download paper | |
| 2019 | Financialization, fundamentals, and the time-varying determinants of US natural gas prices. (2019). Zhang, Dayong ; Broadstock, David Clive ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:707-719. Full description at Econpapers || Download paper | |
| 2019 | Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009. Full description at Econpapers || Download paper | |
| 2019 | What happens to the relationship between EU allowances prices and stock market indices in Europe?. (2019). Jiménez-RodrÃguez, Rebeca ; Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:13-24. Full description at Econpapers || Download paper | |
| 2019 | Stochastic modeling of intraday photovoltaic power generation. (2019). Muller, Gernot ; Lingohr, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:175-186. Full description at Econpapers || Download paper | |
| 2019 | Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597. Full description at Econpapers || Download paper | |
| 2019 | An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414. Full description at Econpapers || Download paper | |
| 2019 | The reformed EU ETS - Intertemporal emission trading with restricted banking. (2019). Bocklet, Johanna ; Wildgrube, Theresa ; Schmidt, Lukas ; Hintermayer, Martin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302671. Full description at Econpapers || Download paper | |
| 2019 | Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020. Full description at Econpapers || Download paper | |
| 2019 | How to effectively stabilize Chinas commodity price fluctuations?. (2019). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303391. Full description at Econpapers || Download paper | |
| 2019 | How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective. (2019). Zhang, Yue-Jun ; Ma, Shu-Jiao. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303573. Full description at Econpapers || Download paper | |
| 2020 | The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x. Full description at Econpapers || Download paper | |
| 2020 | Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901. Full description at Econpapers || Download paper | |
| 2020 | Who shapes Chinas carbon intensity and how? A demand-side decomposition analysis. (2020). Su, Bin ; Wang, Qunwei ; Zhou, Dequn. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303950. Full description at Econpapers || Download paper | |
| 2020 | Exploring the effect of carbon trading mechanism on Chinas green development efficiency: A novel integrated approach. (2020). Wei, Yi-Ming ; Su, Bin ; Wang, Ping ; Huang, Liqing ; Zhang, Mengfan ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303962. Full description at Econpapers || Download paper | |
| 2020 | Chinas carbon emissions trading and stock returns. (2020). Gong, XU ; Wu, Nan ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244. Full description at Econpapers || Download paper | |
| 2017 | Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Peng, Yu-Lu ; Shen, BO. In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:18-28. Full description at Econpapers || Download paper | |
| 2017 | What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun. In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164. Full description at Econpapers || Download paper | |
| 2017 | Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130. Full description at Econpapers || Download paper | |
| 2019 | Energy market liberalization and renewable energy policies in OECD countries. (2019). Vona, Francesco ; Nicolli, Francesco. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:853-867. Full description at Econpapers || Download paper | |
| 2019 | Source control or end-of-pipe control: Mitigating air pollution at the regional level from the perspective of the Total Factor Productivity change decomposition. (2019). Baležentis, Tomas ; Sun, Chuanwang ; Baleentis, Tomas ; Wu, GE ; Xu, Shuhua. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:1227-1239. Full description at Econpapers || Download paper | |
| 2019 | Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403. Full description at Econpapers || Download paper | |
| 2020 | Energy conservation and emission reduction path selection in China: A simulation based on Bi-Level multi-objective optimization model. (2020). Ding, Tao ; Zhang, Boya ; Chen, Kunkun ; Ning, Yadong ; Guo, Fei. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519307037. Full description at Econpapers || Download paper | |
| 2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473. Full description at Econpapers || Download paper | |
| 2019 | Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. (2019). Kang, Wanglin ; Zhao, Xin ; Ding, Lili ; Han, Meng. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:69-76. Full description at Econpapers || Download paper | |
| 2019 | Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China’s emissions trading scheme pilots. (2019). Wang, Weihong ; Ye, Zhifang ; Chang, Kai. In: Energy. RePEc:eee:energy:v:185:y:2019:i:c:p:1314-1324. Full description at Econpapers || Download paper | |
| 2020 | An optimized low-carbon production planning model for power industry in coal-dependent regions - A case study of Shandong, China. (2020). Lv, J ; Zhong, L N ; Guan, P B ; Wu, C B ; Li, C C ; Huang, G H. In: Energy. RePEc:eee:energy:v:192:y:2020:i:c:s036054421932331x. Full description at Econpapers || Download paper | |
| 2020 | Is flexible and dispatchable generation capacity rewarded in electricity futures markets? A multinational impact analysis. (2020). Spodniak, Petr ; Bertsch, Valentin. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220301572. Full description at Econpapers || Download paper | |
| 2020 | Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries. (2020). Dauda, Lamini ; Salman, Muhammad ; Long, Xingle ; Muhammad, Sulaman. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302097. Full description at Econpapers || Download paper | |
| 2017 | Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118. Full description at Econpapers || Download paper | |
| 2019 | Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387. Full description at Econpapers || Download paper | |
| 2019 | China’s crude oil futures: Introduction and some stylized facts. (2019). Zhang, Dayong ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:376-380. Full description at Econpapers || Download paper | |
| 2019 | Long-term forecasting of fuel demand at theater entry points. (2019). Grazaitis, Peter J ; Brown, Donald E ; Lobo, Benjamin J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:502-520. Full description at Econpapers || Download paper | |
| 2019 | The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136. Full description at Econpapers || Download paper | |
| 2019 | Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market. (2019). Ignatieva, Katja ; da Fonseca, Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:45-62. Full description at Econpapers || Download paper | |
| 2018 | Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122. Full description at Econpapers || Download paper | |
| 2019 | Does the EU ETS cause carbon leakage in European manufacturing?. (2019). Zaklan, Aleksandar ; Naegele, Helene. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:93:y:2019:i:c:p:125-147. Full description at Econpapers || Download paper | |
| 2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; BarunÃk, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56. Full description at Econpapers || Download paper | |
| 2019 | Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360. Full description at Econpapers || Download paper | |
| 2019 | Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70. Full description at Econpapers || Download paper | |
| 2019 | The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630. Full description at Econpapers || Download paper | |
| 2020 | The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028. Full description at Econpapers || Download paper | |
| 2020 | Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x. Full description at Econpapers || Download paper | |
| 2019 | Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246. Full description at Econpapers || Download paper | |
| 2020 | Sign and size asymmetry in the stock returns-implied volatility relationship. (2020). Fousekis, Panos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300098. Full description at Econpapers || Download paper | |
| 2018 | The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124. Full description at Econpapers || Download paper | |
| 2019 | Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239. Full description at Econpapers || Download paper | |
| 2019 | The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator. (2019). Yousaf, Sheikh Usman ; Islam, Talat ; Ur, Haroon ; Hishan, Sanil S ; Aamir, Alamzeb ; Gani, Showkat ; Sharkawy, Mohamed A ; Shoukry, Alaa Mohamd ; Zaman, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:240-255. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Julien Chevallier:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal. [Full Text][Citation analysis] | article | 55 |
| 2007 | European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2009 | European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2009 | European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2017 | Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal. [Full Text][Citation analysis] | article | 24 |
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 8 |
| 2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers. [Full Text][Citation analysis] | paper | 10 |
| 2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2013 | A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 30 |
| 2013 | A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2014 | A fear index to predict oil futures returns.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2014 | A fear index to predict oil futures returns.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2018 | Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2012 | BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 15 |
| 2016 | The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Options introduction and volatility in the EU ETS In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2009 | Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2009 | Options introduction and volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2009 | Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Air traffic energy efficiency differs from place to place: new results from a macro-level approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Air traffic energy efficiency differs from place to place: New results from a macro-level approach.(2011) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale. [Full Text][Citation analysis] | article | 15 |
| 2009 | Economic Consequences of Permits Allocation Rules In: Economie Internationale. [Full Text][Citation analysis] | article | 2 |
| 2011 | The impact of nonlinearities for carbon markets analyses In: International Economics. [Full Text][Citation analysis] | article | 1 |
| 2007 | A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2008 | Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2012 | On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2012 | Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Cross-Market Spillovers with ‘Volatility Surprise’ In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Cross-market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2014 | Cross-Market Spillovers with Volatility Surprise.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | Cross-Market Spillovers with Volatility Surprise.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2008 | Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices In: Economics Bulletin. [Full Text][Citation analysis] | article | 22 |
| 2010 | EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 13 |
| 2010 | Volatility forecasting of carbon prices using factor models In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2011 | Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2011 | Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2012 | EUAs and CERs: Interactions in a Markov regime-switching environment In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2012 | Cointegration between carbon spot and futures prices: from linear to nonlinear modeling In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2011 | Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin. [Full Text][Citation analysis] | article | 13 |
| 2012 | Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Common risk factors in commodities In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach In: Applied Energy. [Full Text][Citation analysis] | article | 1 |
| 2010 | Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
| 2011 | Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2011 | Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2011 | Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models In: Economic Modelling. [Full Text][Citation analysis] | article | 21 |
| 2012 | Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2013 | Variance risk-premia in CO2 markets In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2014 | Modelling the dynamics of European carbon futures price: A Zipf analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
| 2014 | Modeling the dynamics of European carbon futures price: a Zipf analysis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2014 | Cross-market index with Factor-DCC In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2014 | Cross-market index with Factor-DCC.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Regime changes and fiscal sustainability in Kenya In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Can China achieve its carbon intensity target by 2020 while sustaining economic growth? In: Ecological Economics. [Full Text][Citation analysis] | article | 17 |
| 2014 | Volatility equicorrelation: A cross-market perspective In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2014 | Volatility equicorrelation: A cross-market perspective.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2020 | Local Gaussian correlations in financial and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | Carbon futures and macroeconomic risk factors: A view from the EU ETS In: Energy Economics. [Full Text][Citation analysis] | article | 109 |
| 2011 | Detecting instability in the volatility of carbon prices In: Energy Economics. [Full Text][Citation analysis] | article | 27 |
| 2011 | Nonparametric modeling of carbon prices In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
| 2011 | A model of carbon price interactions with macroeconomic and energy dynamics In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
| 2017 | “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
| 2018 | Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | A conditional dependence approach to CO2-energy price relationships In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | A dynamic conditional regime-switching GARCH CAPM for energy and financial markets In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
| 2018 | On the road to Chinas 2020 carbon intensity target from the perspective of “double control” In: Energy Policy. [Full Text][Citation analysis] | article | 6 |
| 2018 | Allocating CO2 allowances to emitters in China: A multi-objective decision approach In: Energy Policy. [Full Text][Citation analysis] | article | 2 |
| 2018 | An intertemporal carbon emissions trading system with cap adjustment and path control In: Energy Policy. [Full Text][Citation analysis] | article | 2 |
| 2008 | Price drivers and structural breaks in European carbon prices 2005-2007 In: Energy Policy. [Full Text][Citation analysis] | article | 168 |
| 2009 | Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event In: Energy Policy. [Full Text][Citation analysis] | article | 35 |
| 2010 | The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis In: Energy Policy. [Full Text][Citation analysis] | article | 0 |
| 2011 | EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread In: Energy Policy. [Full Text][Citation analysis] | article | 34 |
| 2011 | EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2011 | Forecasting world and regional aviation jet fuel demands to the mid-term (2025) In: Energy Policy. [Full Text][Citation analysis] | article | 18 |
| 2011 | Forecasting world and regional aviation jet fuel demands to the mid-term (2025).(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2015 | Cross-market volatility index with Factor-DCC In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | Cross-market volatility index with Factor-DCC.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | A new weighting-scheme for equity indexes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Leverage vs. feedback: Which Effect drives the oil market? In: Finance Research Letters. [Full Text][Citation analysis] | article | 17 |
| 2013 | Leverage vs. Feedback: Which Effect Drives the Oil Market ?.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Leverage vs. Feedback: Which Effect Drives the Oil Market?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2015 | A cross-volatility index for hedging the country risk In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2015 | A cross-volatility index for hedging the country risk.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 35 |
| 2015 | Geographical diversification with a World Volatility Index In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2015 | Geographical Diversification with a World Volatility Index.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Bankable emission permits under uncertainty and optimal risk-management rules In: Research in Economics. [Full Text][Citation analysis] | article | 6 |
| 2015 | Volatility returns with vengeance: Financial markets vs. commodities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
| 2015 | Volatility returns with vengeance: Financial markets vs. commodities.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2016 | Spikes and crashes in the oil market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Spikes and crashes in the oil market.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Investigating the leverage effect in commodity markets with a recursive estimation approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Oil vs. gasoline: The dark side of volatility and taxation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Oil vs. gasoline: The dark side of volatility and taxation.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Tail risk and the return-volatility relation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Mean-field limit of generalized Hawkes processes In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 5 |
| 2018 | Supply-side structural effects of air pollutant emissions in China: A comparative analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2016 | The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 13 |
| 2013 | Carbon trading: past, present and future In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | At the crossroads: can China grow in a low-carbon way? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2014 | “Time series momentum” in commodity markets In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 16 |
| 2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2015 | Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Realized EquiCorrelation: a birds-eye view of financial stress on equity markets.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | On the Stochastic Properties of Carbon Futures Prices In: Post-Print. [Citation analysis] | paper | 16 |
| 2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2014 | On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2014 | The cross-market index for volatility surprise In: Post-Print. [Citation analysis] | paper | 1 |
| 2018 | Oil Price Risk and Financial Contagion In: Post-Print. [Citation analysis] | paper | 2 |
| 2020 | On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data In: Post-Print. [Citation analysis] | paper | 1 |
| 2010 | The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Understanding the link between aggregated industrial production and the carbon price In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2019 | Financial Mathematics, Volatility and Covariance Modelling In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | International Financial Markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Detecting jumps and regime-switches in international stock markets returns In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Forecasting air traffic and corresponding jet-fuel demande until 2025 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Re-examining the concept of sustainable development in light of climate change In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The EU ETS: CO2 prices drivers during the learning experience (2005-2007) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Emissions Trading: What Makes It Work? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Energy Risk Management with Carbon Assets In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Energy risk management with carbon assets.(2009) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2009 | Les déterminants du prix du carbone sur le marché européen des quotas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Price relationships in the EU emissions trading system In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The European carbon market (2005-2007): banking, pricing and risk-hedging strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Spéculation et marchés dérivés du pétrole In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Spéculation et marchés dérivés du pétrole.(2010) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2010 | Etudes économétriques récentes réalisées à partir des données de la CFTC In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK.(2010) In: Global Business and Economics Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Carbon Price Drivers: An Updated Literature Review In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Primary balance dynamics and public debt sustainability in Kenya In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models.(2019) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Study of the dynamic of Bitcoins price In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 0 |
| 2012 | A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 1 |
| 2015 | Forecasting the density of returns in crude oil futures markets In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2014 | Carbon price analysis using empirical mode decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2015 | Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2014 | The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2019 | Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2013 | Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies. [Full Text][Citation analysis] | article | 4 |
| 2019 | Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China In: The European Journal of Health Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | Volatility spillovers in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2013 | Understanding momentum in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | An equicorrelation measure for equity, bond, foreign exchange and commodity returns In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2017 | Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Twenty years of jumps in commodity markets In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Capital–energy substitution in China: regional differences and dynamic evolution In: Post-Communist Economies. [Full Text][Citation analysis] | article | 0 |
| 2014 | Commodity markets through the business cycle In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Enriching the VaR framework to EEMD with an application to the European carbon market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2019 | Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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