Julien Chevallier : Citation Profile


Are you Julien Chevallier?

Institut de Préparation à l'Administration et à la Gestion (IPAG) (55% share)
Université Paris-Saint-Denis (Paris VIII) (45% share)

18

H index

35

i10 index

1190

Citations

RESEARCH PRODUCTION:

102

Articles

85

Papers

4

Chapters

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 91
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 166.    Total self citations: 57 (4.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch595
   Updated: 2020-05-16    RAS profile: 2020-05-05    
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Relations with other researchers


Works with:

Wei, Yi-Ming (14)

Aboura, Sofiane (14)

Goutte, Stéphane (12)

Guesmi, Khaled (8)

Sévi, Benoît (6)

Ielpo, Florian (3)

Chèze, Benoît (2)

Guerreiro, David (2)

Saglio, Sophie (2)

Sanhaji, Bilel (2)

Zhang, Yue-Jun (2)

Nguyen, Duc Khuong (2)

Saadi, Samir (2)

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

Is cited by:

Wei, Yi-Ming (45)

Zhang, Yue-Jun (42)

Koop, Gary (27)

Aguiar-Conraria, Luís (26)

Nguyen, Duc Khuong (22)

GUPTA, RANGAN (21)

Mandel, Antoine (19)

battiston, stefano (19)

Sousa, Ricardo (16)

Feng, Zhen-Hua (16)

Hammoudeh, Shawkat (14)

Cites to:

Engle, Robert (57)

Chèze, Benoît (47)

Bollerslev, Tim (39)

Wei, Yi-Ming (36)

Rubin, Jonathan (29)

Hamilton, James (29)

Bai, Jushan (28)

Ielpo, Florian (27)

Caballero, Ricardo (26)

Bekaert, Geert (23)

Ng, Serena (23)

Main data


Where Julien Chevallier has published?


Journals with more than one article published# docs
Energy Economics11
Economics Bulletin10
Energy Policy9
Economic Modelling9
Applied Economics Letters6
Research in International Business and Finance5
International Journal of Global Energy Issues4
Computational Economics3
Applied Economics3
The Energy Journal3
International Economics2
Annals of Operations Research2
Economie Internationale2
International Review of Financial Analysis2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / HAL32
Post-Print / HAL29
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Working Papers / Department of Research, Ipag Business School4
Working Papers / Chaire Economie du climat3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Julien Chevallier (2020 and 2019)


YearTitle of citing document
2018Multivariate 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.

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2017Dynamic 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.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018Commodity 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.

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2020Using 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.

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2019Searching 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.

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2017Networks 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.

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2019Searching 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.

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2019London 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.

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2017Does the EU ETS Cause Carbon Leakage in European Manufacturing?. (2017). Zaklan, Aleksandar ; Naegele, Helene. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1689.

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2017On 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.

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2019Determination of Causality in Prices of Crude Oil. (2019). Ahmed, Farhan ; Aqil, Muhammad ; Kashif, Muhammad ; Sarwat, Salman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-37.

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2017Dependence 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.

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2017Forecasting 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.

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2017Emission 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.

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2017The 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.

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2017How 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.

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2018Usefulness 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.

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2018New 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.

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2019Similarity 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.

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2019Comparison 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.

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2019Is 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.

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2019Impacts 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.

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2017Can 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.

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2018Risk 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.

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2018Return 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.

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2019Limit 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.

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2019Political 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.

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2019A 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.

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2017The 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.

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2019Regime 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.

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2018Filterbased 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.

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2017Forecasting 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.

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2017Higher 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.

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2018EU 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.

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2018Flexibility 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.

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2018The 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.

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2019Do 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.

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2019A 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.

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2019Industrial 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.

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2019Distributional 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.

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2019Carbon 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.

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2019Diversifying 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.

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2019The 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.

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2019Corruption, 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.

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2019Financialization, 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.

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2019Volatility 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.

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2019What happens to the relationship between EU allowances prices and stock market indices in Europe?. (2019). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:13-24.

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2019Stochastic 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.

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2019Information 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.

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2019An 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.

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2019The reformed EU ETS - Intertemporal emission trading with restricted banking. (2019). Wildgrube, Theresa ; Schmidt, Lukas ; Hintermayer, Martin ; Bocklet, Johanna. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302671.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Ferrer, Roman ; Hussain, Syed Jawad ; Alam, Md Samsul. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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2019How 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.

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2019How 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.

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2017Can 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.

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2017What 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.

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2017Multiple 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.

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2019Energy 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.

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2019Source 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.

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2019Transmission 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.

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2018Exploiting 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.

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2019Forecasting 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.

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2019Volatility 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.

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2017Dynamic 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.

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2019Can 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.

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2019China’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.

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2019Long-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.

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2019The 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.

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2019Jump 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.

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2018Price 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.

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2019Does 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.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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2019Volatility 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.

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2019Jumps 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.

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2019The 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.

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2019Asymmetric 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.

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2018The 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.

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2019Dynamic 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.

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2019The 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.

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2019Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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2019The impact of feed-in and capacity policies on electricity generation from renewable energy sources in Spain. (2019). Macedo, Daniela Pereira ; Fuinhas, Jose Alberto ; Marques, Antonio Cardoso. In: Utilities Policy. RePEc:eee:juipol:v:56:y:2019:i:c:p:159-168.

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2019Directional spillover effects between ASEAN and world stock markets. (2019). Troster, Victor ; Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

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2018Networks of volatility spillovers among stock markets. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Koenda, Even ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1555-1574.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2019The stability of Chinese stock network and its mechanism. (2019). Zhang, Weiping ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:748-761.

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2019Examining the multi-timescales of European carbon market with grey relational analysis and empirical mode decomposition. (2019). Zhu, Bangzhu ; Ye, Shunxin ; Yuan, Lili. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:392-399.

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2019Carbon price forecasting with variational mode decomposition and optimal combined model. (2019). Zhou, Ligang ; Liu, Jinpei ; Chen, Huayou ; Wu, Peng ; Zhu, Jiaming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:140-158.

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2019Influencing factors and fluctuation characteristics of China’s carbon emission trading price. (2019). Li, Yiwen ; Zhou, Kaile. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:459-474.

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2019Analyzing the dynamic sectoral influence in Chinese and American stock markets. (2019). Zeng, Daniel Danjun ; Zheng, Xiaolong ; Tian, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305369.

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2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

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2020Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets. (2020). Zhang, Tian ; Zou, Shaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931338x.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2019Financialization and commodity excess spillovers. (2019). Zhang, Xiang ; Liu, LU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:195-216.

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2019OPEC and non-OPEC production, global demand, and the financialization of oil. (2019). Michieka, Nyakundi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:201-225.

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2019Energy price implications for emerging market bond returns. (2019). Morrison, Eleanor J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:398-415.

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2019Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels. (2019). Chevallier, J ; Ost, G ; Locherbach, E ; Duarte, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:1:p:1-27.

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2019Analyzing the role of governance in CO2 emissions mitigation: The BRICS experience. (2019). Wang, BO ; Baloch, Muhammad Awais. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:119-125.

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2019Factor decomposition of China’s industrial electricity consumption using structural decomposition analysis. (2019). Gao, Yuning ; Zhao, Xintong ; Yu, Miao. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:67-76.

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

Works by Julien Chevallier:


YearTitleTypeCited
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal.
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2007European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers.
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2019Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models.(2019) In: Economics Discussion Papers.
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2018Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics.
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2018Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics.
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