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)

22

H index

36

i10 index

1357

Citations

RESEARCH PRODUCTION:

114

Articles

91

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 96
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 59 (4.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch595
   Updated: 2021-03-01    RAS profile: 2021-02-05    
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Relations with other researchers


Works with:

Goutte, Stéphane (11)

Wei, Yi-Ming (9)

Guesmi, Khaled (8)

Aboura, Sofiane (5)

Sévi, Benoît (2)

Zhang, Yue-Jun (2)

Nguyen, Duc Khuong (2)

Saglio, Sophie (2)

Guerreiro, David (2)

Vo, Dinh-Tri (2)

Saadi, Samir (2)

Sanhaji, Bilel (2)

Quirion, Philippe (2)

Ben Cheikh, Nidhaleddine (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 (41)

Aguiar-Conraria, Luís (26)

Koop, Gary (25)

Nguyen, Duc Khuong (23)

GUPTA, RANGAN (21)

battiston, stefano (20)

Mandel, Antoine (20)

Sousa, Ricardo (16)

Feng, Zhen-Hua (16)

Hammoudeh, Shawkat (14)

Cites to:

Engle, Robert (57)

Chèze, Benoît (46)

Bollerslev, Tim (46)

Wei, Yi-Ming (38)

Hamilton, James (35)

Caballero, Ricardo (30)

Rubin, Jonathan (29)

Bai, Jushan (28)

Ielpo, Florian (26)

Farhi, Emmanuel (25)

Gourinchas, Pierre-Olivier (24)

Main data


Where Julien Chevallier has published?


Journals with more than one article published# docs
Energy Economics13
Economic Modelling10
Economics Bulletin10
Energy Policy9
Research in International Business and Finance6
Applied Economics Letters6
International Journal of Global Energy Issues4
The Energy Journal3
Computational Economics3
Journal of Risk and Financial Management3
Applied Economics3
International Economics2
Economie Internationale2
Studies in Nonlinear Dynamics & Econometrics2
International Review of Financial Analysis2
Annals of Operations Research2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Post-Print / HAL34
Working Papers / HAL32
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) / HAL3
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Julien Chevallier (2021 and 2020)


YearTitle of citing document
2020A Short Review on Carbon Footprint. (2020). Horst, Diogo Jos. In: Open Access Journal Of Environmental & Soil Science. RePEc:abr:oajess:v:5:y:2020:i:3:p:642-651.

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2020Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458.

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2020Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318.

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2020Implications of a cap?and?trade system for emission reductions under an asymmetric duopoly. (2020). Nie, Pu-yan ; Chen, Zi-rui. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:3135-3145.

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

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2020How Does the EU ETS Reform Impact Allowance Prices? The Role of Myopia, Hedging Requirements and the Hotelling Rule. (2020). Hintermayer, Martin ; Bocklet, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8579.

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2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

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2020The dynamics of groundwater markets: Price leadership and groundwater demand elasticity in the Murrumbidgee, Australia. (2020). Zuo, Alec ; Wheeler, Sarah Ann ; de Bonviller, Simon. In: Agricultural Water Management. RePEc:eee:agiwat:v:239:y:2020:i:c:s0378377419315185.

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2020Hybrid genetic algorithm method for efficient and robust evaluation of remaining useful life of supercapacitors. (2020). Kang, LE ; Wang, Kai ; Zhou, Yanting ; Pang, Jinbo ; Peng, Fei. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919318562.

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2020Technologies and policies to decarbonize global industry: Review and assessment of mitigation drivers through 2070. (2020). Roy, Joyashree ; Sisson, Bill ; Dell, Rebecca ; Helseth, Jonas ; de la Rue, Stephane ; Elliott, Neal ; Dinkel, Jens ; Williams, Ellen D ; Zhou, Nan ; Lorber, Tom ; Hone, David ; Morrow, William R ; Lu, Hongyou ; Blank, Thomas Koch ; Aden, Nate ; Danielson, David ; Cremmins, Betty ; Masanet, Eric ; Ping, HE ; Fennell, Paul ; Bataille, Chris ; Sethi, Girish ; Miller, Sabbie A ; Rissman, Jeffrey ; Burtraw, Dallas ; Cresko, Joe ; Katzenberger, John ; Huckestein, Brigitta ; Heeren, Niko. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920303603.

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Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint. (2020). Zhu, Bangzhu ; Zakiyeva, Nazgul ; Koch, Thorsten ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311053.

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2020Analysis of regional carbon allocation and carbon trading based on net primary productivity in China. (2020). Song, Malin ; Chen, Jiandong ; Liu, Xin ; Wang, Ping ; Wu, Yinyin. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301622.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615.

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2020London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS. (2020). Wellenreuther, Claudia ; Stefan, Martin. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s016517652030029x.

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2020The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x.

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

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2020Who shapes Chinas carbon intensity and how? A demand-side decomposition analysis. (2020). Zhou, Dequn ; Su, Bin ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303950.

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2020Exploring the effect of carbon trading mechanism on Chinas green development efficiency: A novel integrated approach. (2020). Wei, Yi-Ming ; Zhu, Bangzhu ; Su, Bin ; Wang, Ping ; Huang, Liqing ; Zhang, Mengfan. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303962.

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2020Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244.

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2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

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2020Forward-looking assessment of the GHG abatement cost: Application to China. (2020). Zhou, Xun ; Kuosmanen, Timo ; Dai, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300979.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020The long-term impact of the market stability reserve on the EU emission trading system. (2020). Ovaere, Marten ; Delarue, Erik ; Bruninx, Kenneth. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320300852.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2020Synergizing Chinas energy and carbon mitigation goals: General equilibrium modeling and policy assessment. (2020). Tsvetanov, Tsvetan ; Duan, Hongbo ; Yuan, Yongna. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301274.

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2020Dynamics of Australias LNG export performance: A modified constant market shares analysis. (2020). Shi, Xunpeng ; Laurenceson, James ; Liu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301481.

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2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

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2020Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900.

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2020Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413.

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2020Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

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2020Energy 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.

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2020Convergence analysis of city-level energy intensity in China. (2020). Lin, Boqiang ; Zhu, Junpeng. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520301142.

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2020What are the impacts of climate policies on trade? A quantified assessment of the Paris Agreement for the G20 economies. (2020). Paroussos, Leonidas ; Charalampidis, Ioannis ; Vrontisi, Zoi. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520301324.

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2020Determinants of internal carbon pricing. (2020). Gianfrate, Gianfranco ; Bento, Nuno. In: Energy Policy. RePEc:eee:enepol:v:143:y:2020:i:c:s0301421520302445.

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2020Constructing energy-consuming right trading system for Chinas manufacturing industry in 2025. (2020). Duan, Hongbo ; Fang, Chao ; Hou, Yaru ; Yang, Mian. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303402.

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2020A carbon price floor in the reformed EU ETS: Design matters!. (2020). Hintermayer, Martin. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520306170.

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2020An 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.

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2020Is 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.

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2020Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries. (2020). Long, Xingle ; Muhammad, Sulaman ; Dauda, Lamini ; Salman, Muhammad. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302097.

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2020Do country risks influence carbon dioxide emissions? A non-linear perspective. (2020). Chiu, Yi-Bin ; Zhang, Wenwen. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220311555.

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2020How technological progress affects input substitution and energy efficiency in China: A case of the non-ferrous metals industry. (2020). Lin, Boqiang ; Chen, Xing. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220312597.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2020Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508.

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2021Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

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2021The fossil energy trade relations among BRICS countries. (2021). Shahbaz, Muhammad ; Wu, Yuliang ; Song, Malin ; Xie, Qiaoli ; Chen, Jiandong. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324907.

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2020Financialization and de-financialization of commodity futures: A quantile regression approach. (2020). Todorova, Neda ; Fan, John Hua ; Bianchi, Robert J. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301164.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020Meta-analysis in finance research: Opportunities, challenges, and contemporary applications. (2020). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030168x.

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2020Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812.

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2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

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2020Flying into the future: A scenario-based analysis of carbon emissions from Chinas civil aviation. (2020). Zhou, Dequn ; Wang, Qunwei ; Hang, YE ; Liu, Xiao. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:85:y:2020:i:c:s0969699719301401.

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2020Forecasting 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.

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2020The 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.

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2020Spillovers, 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.

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2020Sign 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.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2020Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030307x.

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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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2020Carbon price forecasting with complex network and extreme learning machine. (2020). Wang, Minggang ; Xu, Hua ; Yang, Weiguo ; Jiang, Shumin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119316097.

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2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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2020A comparative study on the volatility of EU and China’s carbon emission permits trading markets. (2020). Xiang, Meiqi ; Sun, Limei ; Shen, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305409.

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2021Self-excited Ising game. (2021). Semenov, A ; Leonidov, A ; Antonov, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306889.

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2021Gainers and losers with higher order portfolio risk optimization. (2021). Ayub, Usman ; Ashfaq, Saira ; Gulzar, Saqib ; Raza, Naveed ; Mujtaba, Ghulam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307524.

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2020The production of renewable aviation fuel from waste cooking oil. Part II: Catalytic hydro-cracking/isomerization of hydro-processed alkanes into jet fuel range products. (2020). Wang, Wei-Cheng ; Hsieh, Chung-Hung ; Chen, Yu-Kai. In: Renewable Energy. RePEc:eee:renene:v:157:y:2020:i:c:p:731-740.

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2020Quantitative models in emission trading system research: A literature review. (2020). Mi, Zhifu ; Li, Ling ; Wang, Haohan ; Tang, Ling ; Yang, Kaitong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:132:y:2020:i:c:s1364032120303439.

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2020Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175.

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2020The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains. (2020). Yan, Xing-Xing ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:750-768.

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2020Role of energy finance in geothermal power development in Japan. (2020). TAGHIZADEH-HESARY, Farhad ; Fraser, Timothy ; Shigetomi, Yosuke ; Chapman, Andrew ; Sarker, Tapan ; Farabi-Asl, Hadi ; Mortha, Aline. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:398-412.

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2020Analysis of brand influence in the rockets and feathers effect using disaggregated data. (2020). Palencia-González, Francisco ; Juberias-Caceres, Gema ; Navio-Marco, Julio ; Palencia-Gonzalez, Francisco J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306385.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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2020Long time behavior of a mean-field model of interacting neurons. (2020). Veltz, Romain ; Tanre, Etienne ; Cormier, Quentin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:5:p:2553-2595.

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2020Using the Tapio-Z decoupling model to evaluate the decoupling status of Chinas CO2 emissions at provincial level and its dynamic trend. (2020). Sun, Junjie ; Song, Yan ; Zhang, Ming. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:120-129.

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2020The driving factors of Chinas embodied carbon emissions. (2020). Gao, Peng ; Yue, Shujing ; Pu, Zhengning. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519322620.

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2021Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609.

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2020Evaluating the implementation of performance-based fuel uplift regulation for airline operation. (2020). Tan, David ; Wu, Cheng-Lung ; Agnes, Nga Yung. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:47-61.

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2020Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x.

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2020The determinants of CO2 emissions of air transport passenger traffic: An analysis of Lombardy (Italy). (2020). MARTINI, Gian Maria ; Lo, Pak Lam ; Scotti, Davide ; Porta, Flavio . In: Transport Policy. RePEc:eee:trapol:v:91:y:2020:i:c:p:108-119.

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2020Resource and Environmental Policies for the Mining Industry: What Should Governments Do About the Increasing Social and Environmental Risks?. (2020). Huhtala, Anni ; Ropponen, Olli. In: Working Papers. RePEc:fer:wpaper:137.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2020Dynamic Spillover and Hedging among Carbon, Biofuel and Oil. (2020). Yoon, Seong-Min ; Lee, Yeonjeong . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4382-:d:403869.

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2020The Impact of Industry on European Union Emissions Trading Market—From Network Perspective. (2020). Fan, Ying ; Liu, Yinpeng ; Wang, Jiqiang ; Guo, Jianfeng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5642-:d:436174.

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2020The Allocation of Carbon Intensity Reduction Target by 2030 among Cities in China. (2020). Yang, Fengmei ; Shi, Longyu ; Gao, Lijie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:22:p:6006-:d:446501.

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2020The Linkages between Crude Oil and Food Prices. (2020). Domagaa, Joanna ; Gorecka, Aleksandra ; Roman, Monika. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6545-:d:460633.

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2020Bubbles in Crude Oil and Commodity Energy Index: New Evidence. (2020). Galyfianakis, Georgios ; Floros, Christos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6648-:d:463170.

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2020Market Power in Output and Emissions Trading. (2020). de Castro, Luis Miguel ; Andre, Francisco J. In: Games. RePEc:gam:jgames:v:11:y:2020:i:4:p:43-:d:426286.

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2020Regime-Dependent Good and Bad Volatility of Bitcoin. (2020). Jha, Kislay Kumar ; Baur, Dirk G. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:312-:d:457861.

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2021Different Measures of Country Risk: An Application to European Countries. (2021). Ivaldi, Enrico ; Ciacci, Andrea ; Bonatti, Guido. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:19-:d:474295.

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2020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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2020Research on the Price Fluctuation and Risk Formation Mechanism of Carbon Emission Rights in China Based on a GARCH Model. (2020). Xu, Yukun ; Zhang, Jilin . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4249-:d:361542.

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2020Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots. (2020). Du, MO ; Chen, XI ; Chai, Shanglei ; Chu, Wenjun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5581-:d:382935.

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2020The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market. (2020). Chen, Lirong ; Geng, Yude ; Wang, Guangyu ; Sheng, Chunguang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7317-:d:409876.

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

Works by Julien Chevallier:


YearTitleTypeCited
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal.
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2007European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers.
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2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Post-Print.
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2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal.
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2017Carbon leakage and competitiveness of cement and steel industries under the EU ETS: much ado about nothing.(2017) In: Post-Print.
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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers.
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2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
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2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers.
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2011On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance.
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2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
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2013A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers.
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2014A fear index to predict oil futures returns.(2014) In: Post-Print.
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2014A fear index to predict oil futures returns.(2014) In: Working Papers.
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2018Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics.
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2014Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review.
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2012BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys.
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2016The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
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2011Options introduction and volatility in the EU ETS In: Working Papers.
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2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
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2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
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2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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2009Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers.
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2011Air traffic energy efficiency differs from place to place: New results from a macro-level approach.(2011) In: International Economics.
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2008The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale.
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2009Economic Consequences of Permits Allocation Rules In: Economie Internationale.
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2007A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers.
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2007European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers.
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2008Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers.
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2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
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2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
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2012Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? In: EconomiX Working Papers.
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2013Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?.(2013) In: Working Papers.
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2014Cross-Market Spillovers with ‘Volatility Surprise’ In: EconomiX Working Papers.
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2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Post-Print.
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2014Cross-Market Spillovers with Volatility Surprise.(2014) In: Working Papers.
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2008Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon In: Economics Bulletin.
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2010A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices In: Economics Bulletin.
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2010EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin.
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2010Volatility forecasting of carbon prices using factor models In: Economics Bulletin.
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2011Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model In: Economics Bulletin.
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2011Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin.
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2012EUAs and CERs: Interactions in a Markov regime-switching environment In: Economics Bulletin.
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2012Cointegration between carbon spot and futures prices: from linear to nonlinear modeling In: Economics Bulletin.
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2011Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin.
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2012Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism.(2012) In: Post-Print.
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2013Common risk factors in commodities In: Economics Bulletin.
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2019Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach In: Applied Energy.
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2010Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling.
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2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model In: Economic Modelling.
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2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Economic Modelling.
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2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models In: Economic Modelling.
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2012Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis In: Economic Modelling.
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2013Variance risk-premia in CO2 markets In: Economic Modelling.
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2014Modelling the dynamics of European carbon futures price: A Zipf analysis In: Economic Modelling.
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2014Modeling the dynamics of European carbon futures price: a Zipf analysis.(2014) In: Working Papers.
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2014Cross-market index with Factor-DCC In: Economic Modelling.
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2020Regime changes and fiscal sustainability in Kenya In: Economic Modelling.
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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling.
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2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth? In: Ecological Economics.
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2015Can China achieve its carbon intensity target by 2020 while sustaining economic growth?.(2015) In: Post-Print.
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2014Volatility equicorrelation: A cross-market perspective In: Economics Letters.
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2020Local Gaussian correlations in financial and commodity markets In: European Journal of Operational Research.
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2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
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2009Carbon futures and macroeconomic risk factors: A view from the EU ETS In: Energy Economics.
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2011Detecting instability in the volatility of carbon prices In: Energy Economics.
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2011Nonparametric modeling of carbon prices In: Energy Economics.
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2011A model of carbon price interactions with macroeconomic and energy dynamics In: Energy Economics.
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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model In: Energy Economics.
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2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
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2020A dynamic conditional regime-switching GARCH CAPM for energy and financial markets In: Energy Economics.
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2020Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach In: Energy Economics.
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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence In: Energy Economics.
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2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 In: Energy Policy.
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2018On the road to Chinas 2020 carbon intensity target from the perspective of “double control” In: Energy Policy.
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2018Allocating CO2 allowances to emitters in China: A multi-objective decision approach In: Energy Policy.
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2018An intertemporal carbon emissions trading system with cap adjustment and path control In: Energy Policy.
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2008Price drivers and structural breaks in European carbon prices 2005-2007 In: Energy Policy.
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2009Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event In: Energy Policy.
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2010The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis In: Energy Policy.
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2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread In: Energy Policy.
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2011EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread.(2011) In: Post-Print.
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2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025) In: Energy Policy.
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2011Forecasting world and regional aviation jet fuel demands to the mid-term (2025).(2011) In: Post-Print.
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2015Cross-market volatility index with Factor-DCC In: International Review of Financial Analysis.
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2017A new weighting-scheme for equity indexes In: International Review of Financial Analysis.
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2013Leverage vs. feedback: Which Effect drives the oil market? In: Finance Research Letters.
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2012Leverage vs. Feedback: Which Effect Drives the Oil Market?.(2012) In: Working Papers.
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2017Investigating the leverage effect in commodity markets with a recursive estimation approach In: Research in International Business and Finance.
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2017Mean-field limit of generalized Hawkes processes In: Stochastic Processes and their Applications.
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2018Supply-side structural effects of air pollutant emissions in China: A comparative analysis In: Structural Change and Economic Dynamics.
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2016The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis In: Technological Forecasting and Social Change.
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2020COVID-19 Pandemic and Financial Contagion In: Journal of Risk and Financial Management.
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