24
H index
57
i10 index
1975
Citations
Université Paris-Saint-Denis (Paris VIII) | 24 H index 57 i10 index 1975 Citations RESEARCH PRODUCTION: 128 Articles 107 Papers 2 Books 4 Chapters RESEARCH ACTIVITY:
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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: |
Year | Title of citing document | |
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2022 | A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Do female parliamentarians improve environmental quality? Cross-country evidence. (2022). Salahodjaev, Raufhon ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/001. Full description at Econpapers || Download paper | |
2021 | The risk spillover from economic policy uncertainties to the European Union Emission Trading Scheme. (2020). Fan, Ying ; Liu, Yinpeng ; Dai, Peng-Fei ; Guo, Jianfeng ; Wang, Jiqiang. In: Papers. RePEc:arx:papers:2007.10564. Full description at Econpapers || Download paper | |
2021 | Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273. Full description at Econpapers || Download paper | |
2021 | Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach. (2021). Abate, Arega ; Ruiz, Carlos ; Riccardi, Rossana. In: Papers. RePEc:arx:papers:2104.15062. Full description at Econpapers || Download paper | |
2021 | Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations. (2021). Tjostheim, Dag ; Berentsen, Geir Drage ; Otneim, Haakon ; Stove, Baard ; Sleire, Anders D ; Haugen, Sverre Hauso. In: Papers. RePEc:arx:papers:2106.12425. Full description at Econpapers || Download paper | |
2022 | Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967. Full description at Econpapers || Download paper | |
2021 | Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme. (2021). Harris, Geoff ; Gepp, Adrian ; Aspinall, Thomas ; Vanstone, Bruce ; Southam, Colette ; Kelly, Simone. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3797-3819. Full description at Econpapers || Download paper | |
2020 | Implications of a cap?and?trade system for emission reductions under an asymmetric duopoly. (2020). Nie, Pu-yan ; Chen, Zi-rui. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3135-3145. Full description at Econpapers || Download paper | |
2021 | Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers || Download paper | |
2021 | Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149. Full description at Econpapers || Download paper | |
2021 | Observations on “Risk Transmission Across Supply Chains”. (2021). Bunn, Derek W. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4588-4589. Full description at Econpapers || Download paper | |
2022 | The Levelised Cost of Frequency Control Ancillary Services in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Nolan, T ; Gilmore, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2203. Full description at Econpapers || Download paper | |
2020 | Energy Contagion in the COVID-19 Crisis. (2020). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8345. Full description at Econpapers || Download paper | |
2020 | How Does the EU ETS Reform Impact Allowance Prices? The Role of Myopia, Hedging Requirements and the Hotelling Rule. (2020). Hintermayer, Martin ; Bocklet, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8579. Full description at Econpapers || Download paper | |
2021 | Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202. Full description at Econpapers || Download paper | |
2021 | Technological Progress and Carbon Price Formation: an Analysis of EU-ETS Plants. (2021). Baudry, marc ; Faure, Anouk. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-18. Full description at Econpapers || Download paper | |
2021 | Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148. Full description at Econpapers || Download paper | |
2020 | Are Carbon Leader Indexes Related with Carbon Prices under Different Regimes?. (2020). Okay, Gulu ; Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-16. Full description at Econpapers || Download paper | |
2021 | Oil Price and Leverage for Mining Sector Companies in Indonesia. (2021). Razak, A ; Siahaan, Matdio ; Budiasih, Yanti ; Rasyid, Iqbal M ; Endri, Endri ; Sudjono, Sudjono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-4. Full description at Econpapers || Download paper | |
2021 | The Nexus between Technological Advancement and CO2 Emissions in Malaysia. (2021). Mariana, Adjeng R ; Yuaningsih, Lilis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-19. Full description at Econpapers || Download paper | |
2020 | The dynamics of groundwater markets: Price leadership and groundwater demand elasticity in the Murrumbidgee, Australia. (2020). Zuo, Alec ; Wheeler, Sarah Ann ; de Bonviller, Simon. In: Agricultural Water Management. RePEc:eee:agiwat:v:239:y:2020:i:c:s0378377419315185. Full description at Econpapers || Download paper | |
2020 | Hybrid genetic algorithm method for efficient and robust evaluation of remaining useful life of supercapacitors. (2020). Kang, LE ; Wang, Kai ; Zhou, Yanting ; Pang, Jinbo ; Peng, Fei. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919318562. Full description at Econpapers || Download paper | |
2020 | Challenges for the European steel industry: Analysis, possible consequences and impacts on sustainable development. (2020). Vögele, Stefan ; Rubbelke, Dirk ; Govorukha, Kristina ; Grajewski, Matthias ; Vogele, Stefan. In: Applied Energy. RePEc:eee:appene:v:264:y:2020:i:c:s0306261920301458. Full description at Econpapers || Download paper | |
2020 | Technologies and policies to decarbonize global industry: Review and assessment of mitigation drivers through 2070. (2020). Roy, Joyashree ; Sisson, Bill ; Dell, Rebecca ; Helseth, Jonas ; de la Rue, Stephane ; Elliott, Neal ; Dinkel, Jens ; Williams, Ellen D ; Zhou, Nan ; Lorber, Tom ; Hone, David ; Morrow, William R ; Lu, Hongyou ; Blank, Thomas Koch ; Aden, Nate ; Danielson, David ; Cremmins, Betty ; Masanet, Eric ; Ping, HE ; Fennell, Paul ; Bataille, Chris ; Sethi, Girish ; Miller, Sabbie A ; Rissman, Jeffrey ; Burtraw, Dallas ; Cresko, Joe ; Katzenberger, John ; Huckestein, Brigitta ; Heeren, Niko. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920303603. Full description at2020 | Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint. (2020). Zhu, Bangzhu ; Zakiyeva, Nazgul ; Koch, Thorsten ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311053. Full description at Econpapers || Download paper |
2021 | Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x. Full description at Econpapers || Download paper | |
2021 | A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489. Full description at Econpapers || Download paper | |
2021 | Evaluating the cost of emissions in a pool-based electricity market. (2021). Liberopoulos, George ; Biskas, Pandelis ; Andrianesis, Panagiotis. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006735. Full description at Econpapers || Download paper | |
2022 | The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162. Full description at Econpapers || Download paper | |
2022 | Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160. Full description at Econpapers || Download paper | |
2022 | Carbon price forecasting based on CEEMDAN and LSTM. (2022). Zhang, Changhong ; Huang, Zhehao ; Zhou, Feite. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922000782. Full description at Econpapers || Download paper | |
2022 | What drives urban carbon emission efficiency? – Spatial analysis based on nighttime light data. (2022). Fu, Min ; Tian, Lixin ; Gao, Zhengye ; Fang, Guochang. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002227. Full description at Econpapers || Download paper | |
2021 | The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423. Full description at Econpapers || Download paper | |
2020 | Analysis of regional carbon allocation and carbon trading based on net primary productivity in China. (2020). Song, Malin ; Chen, Jiandong ; Liu, Xin ; Wang, Ping ; Wu, Yinyin. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301622. Full description at Econpapers || Download paper | |
2022 | Hybrid intelligent framework for carbon price prediction using improved variational mode decomposition and optimal extreme learning machine. (2022). He, Maolin ; Cui, Quan ; Wang, Jujie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s096007792101136x. Full description at Econpapers || Download paper | |
2021 | Emissions trading with rolling horizons. (2021). Trotignon, Raphael ; Quemin, Simon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000348. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252. Full description at Econpapers || Download paper | |
2021 | Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419. Full description at Econpapers || Download paper | |
2021 | Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86. Full description at Econpapers || Download paper | |
2021 | Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327. Full description at Econpapers || Download paper | |
2021 | Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418. Full description at Econpapers || Download paper | |
2022 | Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384. Full description at Econpapers || Download paper | |
2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper | |
2020 | Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615. Full description at Econpapers || Download paper | |
2021 | Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310. Full description at Econpapers || Download paper | |
2021 | What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327. Full description at Econpapers || Download paper | |
2022 | Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728. Full description at Econpapers || Download paper | |
2022 | Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923. Full description at Econpapers || Download paper | |
2021 | Air pollution in an urban world: A global view on density, cities and emissions. (2021). Krause, Melanie ; Castells-Quintana, David ; Dienesch, Elisa. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002111. Full description at Econpapers || Download paper | |
2021 | Carbon pricing of basic materials: Incentives and risks for the value chain and consumers. (2021). Pauliuk, Stefan ; Stede, Jan ; Neuhoff, Karsten ; Hardadi, Gilang. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002263. Full description at Econpapers || Download paper | |
2022 | Too good to be true: The inverted U-shaped relationship between home-country digitalization and environmental performance. (2022). Leyva-De, Dante I ; Pedauga, Luis E ; Delgado-Marquez, Blanca L ; Ahmadova, Gozal. In: Ecological Economics. RePEc:eee:ecolec:v:196:y:2022:i:c:s0921800922000556. 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 | |
2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28. Full description at Econpapers || Download paper | |
2021 | Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378. Full description at Econpapers || Download paper | |
2021 | Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x. Full description at Econpapers || Download paper | |
2021 | Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383. Full description at Econpapers || Download paper | |
2021 | Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863. Full description at Econpapers || Download paper | |
2021 | Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929. Full description at Econpapers || Download paper | |
2021 | Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066. Full description at Econpapers || Download paper | |
2021 | Effects of government subsidies on green technology investment and green marketing coordination of supply chain under the cap-and-trade mechanism. (2021). Zhou, Ming ; Ma, Jianhua ; Yang, Wen ; Pan, Yanchun ; Li, Zhimin. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003194. Full description at Econpapers || Download paper | |
2021 | How does the one belt one road initiative affect the green economic growth?. (2021). Wang, Yun ; Ma, Xuejiao ; Jiang, Qichuan. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003224. Full description at Econpapers || Download paper | |
2021 | The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479. Full description at Econpapers || Download paper | |
2021 | The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315. Full description at Econpapers || Download paper | |
2021 | Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704. Full description at Econpapers || Download paper | |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576. Full description at Econpapers || Download paper | |
2021 | Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms. (2021). Rannou, Yves ; Barneto, Pascal ; Boutabba, Mohamed Amine. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005089. Full description at Econpapers || Download paper | |
2021 | Do regional emission trading schemes lead to carbon leakage within firms? Evidence from Japan. (2021). Arimura, Toshi ; Sadayuki, Taisuke. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005211. Full description at Econpapers || Download paper | |
2021 | Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387. Full description at Econpapers || Download paper | |
2021 | A non-parametric analysis of the driving factors of Chinas carbon prices. (2021). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005399. Full description at Econpapers || Download paper | |
2022 | Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648. Full description at Econpapers || Download paper | |
2022 | The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253. Full description at Econpapers || Download paper | |
2022 | Global actions under the Paris agreement: Tracing the carbon leakage flow and pursuing countermeasures. (2022). Qian, Haoqi ; Zhou, Ying ; Wu, Libo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006393. Full description at Econpapers || Download paper | |
2022 | Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhenhua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627. Full description at Econpapers || Download paper | |
2020 | The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x. Full description at Econpapers || Download paper | |
2020 | Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901. Full description at Econpapers || Download paper | |
2020 | Who shapes Chinas carbon intensity and how? A demand-side decomposition analysis. (2020). Zhou, Dequn ; Su, Bin ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303950. Full description at Econpapers || Download paper | |
2020 | Exploring the effect of carbon trading mechanism on Chinas green development efficiency: A novel integrated approach. (2020). Wei, Yi-Ming ; Zhu, Bangzhu ; Su, Bin ; Wang, Ping ; Huang, Liqing ; Zhang, Mengfan. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303962. Full description at Econpapers || Download paper | |
2020 | Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244. Full description at Econpapers || Download paper | |
2020 | Forward-looking assessment of the GHG abatement cost: Application to China. (2020). Zhou, Xun ; Kuosmanen, Timo ; Dai, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300979. Full description at Econpapers || Download paper | |
2020 | Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146. Full description at Econpapers || Download paper | |
2020 | The long-term impact of the market stability reserve on the EU emission trading system. (2020). Ovaere, Marten ; Delarue, Erik ; Bruninx, Kenneth. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320300852. Full description at Econpapers || Download paper | |
2020 | Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092. Full description at Econpapers || Download paper | |
2020 | Synergizing Chinas energy and carbon mitigation goals: General equilibrium modeling and policy assessment. (2020). Tsvetanov, Tsvetan ; Duan, Hongbo ; Yuan, Yongna. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301274. Full description at Econpapers || Download paper | |
2020 | Dynamics of Australias LNG export performance: A modified constant market shares analysis. (2020). Shi, Xunpeng ; Laurenceson, James ; Liu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301481. Full description at Econpapers || Download paper | |
2020 | How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103. Full description at Econpapers || Download paper | |
2020 | Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900. Full description at Econpapers || Download paper | |
2020 | Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413. Full description at Econpapers || Download paper | |
2020 | Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541. Full description at Econpapers || Download paper | |
2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper | |
2021 | Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418. Full description at Econpapers || Download paper | |
2021 | A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321. Full description at Econpapers || Download paper | |
2021 | The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360. Full description at Econpapers || Download paper | |
2021 | Does weather, or energy prices, affect carbon prices?. (2021). Young, Martin R ; Maddox, Grace E ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832030356x. Full description at Econpapers || Download paper | |
2021 | Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852. Full description at Econpapers || Download paper | |
2021 | Responses of carbon emissions to corruption across Chinese provinces. (2021). Apergis, Nicholas ; Sharp, Basil ; Ma, Chao-Qun ; Ren, Yi-Shuai. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001468. Full description at Econpapers || Download paper | |
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2021 | Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 32 |
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: 32 | paper | |
2013 | The Economics of Commodity Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 31 |
2013 | The Economics of Commodity Markets.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 31 | 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 | 15 |
2012 | Time-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 another version. Agregated cites: 15 | paper | |
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: 15 | 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 | 17 |
2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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: 17 | article | |
2014 | The cross-market index for volatility surprise In: Post-Print. [Citation analysis] | paper | 1 |
2014 | The cross-market index for volatility surprise.(2014) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | Oil Price Risk and Financial Contagion In: Post-Print. [Citation analysis] | paper | 6 |
2020 | On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
2019 | On 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 another version. Agregated cites: 3 | paper | |
2017 | Pricing and Forecasting Carbon Markets: Models and Empirical Analyses In: Post-Print. [Citation analysis] | paper | 3 |
2015 | Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print. [Citation analysis] | paper | 0 |
2010 | The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
2013 | Understanding the link between aggregated industrial production and the carbon price In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
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 | 11 |
2019 | International Financial Markets In: Post-Print. [Citation analysis] | paper | 2 |
2014 | Detecting jumps and regime-switches in international stock markets returns In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2011 | Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Forecasting air traffic and corresponding jet-fuel demande until 2025 In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
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 | 4 |
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 | 1 |
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 | 7 |
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: 7 | 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 | 2 |
2010 | The European carbon market (2005-2007): banking, pricing and risk-hedging strategies In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 | 5 |
2010 | Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
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 | 10 |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | ||
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 |
2020 | Regime 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 another version. Agregated cites: 0 | paper | |
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 | 2 |
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: 2 | paper | |
2019 | Study of the dynamic of Bitcoins price In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 0 |
2012 | A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 2 |
2015 | Forecasting the density of returns in crude oil futures markets In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 1 |
2014 | Carbon price analysis using empirical mode decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 54 |
2015 | Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | 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 |
2016 | An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | An 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 another version. Agregated cites: 15 | article | |
2017 | Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Including 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] | paper | 3 |
2019 | Including 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 another version. Agregated cites: 3 | article | |
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 | 6 |
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 | 5 |
2021 | Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
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 | 4 |
2013 | Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies. [Full Text][Citation analysis] | article | 5 |
2017 | Pricing and Forecasting Carbon Markets In: Springer Books. [Citation analysis] | book | 8 |
2012 | Econometric Analysis of Carbon Markets In: Springer Books. [Citation analysis] | book | 14 |
2013 | Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2013 | Volatility spillovers in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 26 |
2013 | Understanding momentum in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2013 | An equicorrelation measure for equity, bond, foreign exchange and commodity returns In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2015 | Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
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 | 10 |
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 | 7 |
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 | 2 |
2021 | Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime?switching GARCH?MIDAS models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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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