28
H index
68
i10 index
2563
Citations
Université Paris-Saint-Denis (Paris VIII) | 28 H index 68 i10 index 2563 Citations RESEARCH PRODUCTION: 137 Articles 107 Papers 2 Books 4 Chapters RESEARCH ACTIVITY: 16 years (2007 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch595 |
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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2023 | Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002. Full description at Econpapers || Download paper | |
2023 | Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311. Full description at Econpapers || Download paper | |
2023 | Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter. (2023). Rosenbaum, Mathieu ; Tang, Siu Hin ; Zhou, Chao. In: Papers. RePEc:arx:papers:2311.04727. Full description at Econpapers || Download paper | |
2023 | Regulatory Stringency and Emission Leakage Mitigation. (2023). Tsakiris, Nikos ; Hatzipanayotou, Panos ; Antoniou, Fabio. In: DEOS Working Papers. RePEc:aue:wpaper:2302. Full description at Econpapers || Download paper | |
2023 | Has Chinese Certified Emission Reduction trading reduced rural poverty in China?. (2023). Woodward, Richard T ; Liu, Jingyue ; Zhang, Yuejun. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:3:p:438-458. Full description at Econpapers || Download paper | |
2023 | On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10815. Full description at Econpapers || Download paper | |
2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper | |
2023 | Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12. Full description at Econpapers || Download paper | |
2023 | Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-42. Full description at Econpapers || Download paper | |
2023 | Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71. Full description at Econpapers || Download paper | |
2023 | Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093. Full description at Econpapers || Download paper | |
2023 | Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642. Full description at Econpapers || Download paper | |
2023 | Development of an integrated BLSVM-MFA method for analyzing renewable power-generation potential under climate change: A case study of Xiamen. (2023). Wen, Yizhuo ; Liu, Jing ; Gao, Pangpang ; Huang, Guohe ; Wang, Bingqing. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002520. Full description at Econpapers || Download paper | |
2023 | Ensemble framework for daily carbon dioxide emissions forecasting based on the signal decomposition–reconstruction model. (2023). Zhang, Xianqi ; Shao, Quanxi ; Chen, Xiaohong ; Wang, Tao ; Song, Chao. In: Applied Energy. RePEc:eee:appene:v:345:y:2023:i:c:s0306261923006943. Full description at Econpapers || Download paper | |
2023 | Role of fiscal and monetary policies for economic recovery in China. (2023). Zhang, Yuan ; Cui, Zhanmin ; Wang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:51-63. Full description at Econpapers || Download paper | |
2023 | Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481. Full description at Econpapers || Download paper | |
2023 | How does corruption affect sustainable development? A threshold non-linear analysis. (2023). Sekkat, Khalid ; Nouira, Ridha ; Fhima, Fredj. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:505-523. Full description at Econpapers || Download paper | |
2023 | Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327. Full description at Econpapers || Download paper | |
2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper | |
2023 | Does neighboring green development benefit or suffer from local economic growth targets? Evidence from China. (2023). Hao, Xionglei ; Li, Jinye ; Ge, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003868. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper | |
2023 | The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2023 | How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2023 | Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380. Full description at Econpapers || Download paper | |
2023 | Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15. Full description at Econpapers || Download paper | |
2023 | A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572. Full description at Econpapers || Download paper | |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
2023 | Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection: An improved interval-valued time series analysis mode. (2023). Chen, Huayou ; Liu, Jinpei ; Tao, Zhifu ; Wang, Piao. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006314. Full description at Econpapers || Download paper | |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper | |
2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper | |
2023 | Carbon pricing and enterprise productivity-The role of price stabilization mechanism. (2023). Wang, Jianing ; Tu, Qiang ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001299. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x. Full description at Econpapers || Download paper | |
2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper | |
2023 | Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades. (2023). Chang, Ching-Hui ; Lin, Jyh-Jiuan ; Zhou, Wei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001822. Full description at Econpapers || Download paper | |
2023 | Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962. Full description at Econpapers || Download paper | |
2023 | The role of fundamentals and policy in New Zealands carbon prices. (2023). Gehricke, Sebastian ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Liao, Ling. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002359. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Economic growth and environmental pollution in China: New evidence from government work reports. (2023). Song, Chenchen ; Duan, Shenglan ; Li, KE ; Yu, Yongze. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003018. Full description at Econpapers || Download paper | |
2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper | |
2023 | Unleashing the impact of ecological civilization pilot policies on green technology innovation: Evidence from a novel SC-DID model. (2023). Irfan, Muhammad ; Hu, Mingjun ; Bai, Dongbei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003110. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729. Full description at Econpapers || Download paper | |
2023 | How carbon emission prices accelerate net zero: Evidence from Chinas coal-fired power plants. (2023). Zheng, Heran ; Meng, Jing ; Wu, Yongtao ; Wang, Daoping ; Tan, Chang. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s030142152300109x. Full description at Econpapers || Download paper | |
2023 | An inter-provincial carbon quota study in China based on the contribution of clean energy to carbon reduction. (2023). Zhang, Guowei ; Wang, Weijuan ; Qiao, Fuwei ; Li, Wei ; Shi, Wei. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003555. Full description at Econpapers || Download paper | |
2023 | Revisiting the pricing benchmarks for Asian LNG — An equilibrium analysis. (2023). Luo, Meifeng ; Wu, Shining ; Yang, Dong ; Zhang, Lingge. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023088. Full description at Econpapers || Download paper | |
2023 | Short-term load forecasting with an improved dynamic decomposition-reconstruction-ensemble approach. (2023). Sun, Shaolong ; Li, Yanzhao ; Guo, Ju-e, ; Yang, Dongchuan ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024951. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | How do the electricity market and carbon market interact and achieve integrated development?--A bibliometric-based review. (2023). Zhang, Meng-Xi ; Liu, Li-Li ; Feng, Tian-Tian. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222031942. Full description at Econpapers || Download paper | |
2023 | The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2023 | The energy rebound effect of digital development: Evidence from 285 cities in China. (2023). Liu, Jing-Yue ; Zhang, Yue-Jun ; Peng, Hua-Rong. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002311. Full description at Econpapers || Download paper | |
2023 | Forecasting European Union allowances futures: The role of technical indicators. (2023). Tang, Pan ; Zhang, Ditian. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003109. Full description at Econpapers || Download paper | |
2023 | Research on the evolutionary strategy of carbon market under “dual carbon” goal: From the perspective of dynamic quota allocation. (2023). Han, Ying ; Qi, Xiaoyuan. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s036054422300659x. Full description at Econpapers || Download paper | |
2023 | Natural gas crisis, system resilience and emergency responses: A China case. (2023). Chen, Zhisong ; Meng, Fanyi ; Wang, Wenya ; Bai, Yang ; Qian, Lanping. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223008940. Full description at Econpapers || Download paper | |
2023 | How to facilitate efficient blue carbon trading? A simulation study using the game theory to find the optimal strategy for each participant. (2023). Wang, Yanwei ; Zhang, Fengxuan ; He, Yixiong. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223009155. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264. Full description at Econpapers || Download paper | |
2023 | The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133. Full description at Econpapers || Download paper | |
2023 | Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182. Full description at Econpapers || Download paper | |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
2023 | Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455. Full description at Econpapers || Download paper | |
2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187. Full description at Econpapers || Download paper | |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper | |
2023 | Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper | |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
2023 | Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168. Full description at Econpapers || Download paper | |
2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper | |
2023 | How do stock prices respond to the leading economic indicators? Analysis of large and small shocks. (2023). Chen, Zhonglu ; Liu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006079. Full description at Econpapers || Download paper | |
2023 | Do weather conditions drive Chinas carbon-coal-electricity markets systemic risk? A multi-timescale analysis. (2023). Wang, Qunwei ; Zhang, Dongna ; Dai, Xingyu ; Zhao, YI ; Cao, Yaru. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006092. Full description at Econpapers || Download paper | |
2023 | Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791. Full description at Econpapers || Download paper | |
2023 | The macroeconomic attention index: Evidence from China. (2023). Dong, Dayong ; Guo, Yangli ; Cao, Jiawei ; Zeng, Qing. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007437. Full description at Econpapers || Download paper | |
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2023 | The driving factors of Chinas carbon prices: Evidence from using ICEEMDAN-HC method and quantile regression. (2023). Fang, Yan ; Zhang, Jing Jie ; Liu, Yinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001290. Full description at Econpapers || Download paper | |
2023 | Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? Evidence from Chinese stock market. (2023). Lang, Qiaoqi ; Lu, Xinjie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003082. Full description at Econpapers || Download paper | |
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2023 | Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348. Full description at Econpapers || Download paper | |
2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper | |
2023 | Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis. (2023). Bourghelle, David ; Rozin, Philippe ; Jawadi, Fredj. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:164-174. Full description at Econpapers || Download paper | |
2023 | Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x. Full description at Econpapers || Download paper | |
2023 | Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654. Full description at Econpapers || Download paper | |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper | |
2023 | Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375. Full description at Econpapers || Download paper | |
2023 | An enhanced hybrid model based on multiple influencing factors and divide-conquer strategy for carbon price prediction. (2023). Gao, Dongming ; Zhuang, Zhenzhen ; Wang, Jujie. In: Omega. RePEc:eee:jomega:v:120:y:2023:i:c:s0305048323000865. Full description at Econpapers || Download paper | |
2023 | Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298. Full description at Econpapers || Download paper | |
2023 | Role of agricultural resource sector in environmental emissions and its explicit relationship with sustainable development: Evidence from agri-food system in China. (2023). Bhutta, Muhammad Shoaib ; Wang, Yi Chu ; Iqbal, Kashif ; Sarfraz, Muddassar ; Ul, Zain. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006341. Full description at Econpapers || Download paper | |
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2021 | Is It Possible to Forecast the Price of Bitcoin? In: Forecasting. [Full Text][Citation analysis] | article | 2 |
2020 | COVID-19 Pandemic and Financial Contagion In: JRFM. [Full Text][Citation analysis] | article | 10 |
2021 | Covid-19 Pandemic and Financial Contagion.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices In: JRFM. [Full Text][Citation analysis] | article | 2 |
2020 | COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages In: JRFM. [Full Text][Citation analysis] | article | 7 |
2021 | Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
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 | 36 |
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 nother version. Agregated cites: 36 | paper | |
2013 | The Economics of Commodity Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 32 |
2013 | The Economics of Commodity Markets.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 32 | 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 | 37 |
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 nother version. Agregated cites: 37 | 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 nother version. Agregated cites: 37 | 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 nother version. Agregated cites: 0 | article | |
2014 | On the Stochastic Properties of Carbon Futures Prices In: Post-Print. [Citation analysis] | paper | 22 |
2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
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 nother version. Agregated cites: 1 | article | |
2018 | Oil Price Risk and Financial Contagion In: Post-Print. [Citation analysis] | paper | 9 |
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 | 8 |
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 nother version. Agregated cites: 8 | paper | |
2017 | Pricing and Forecasting Carbon Markets: Models and Empirical Analyses In: Post-Print. [Citation analysis] | paper | 4 |
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 nother 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 | 5 |
2015 | Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
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 | 0 |
2009 | Emissions Trading: What Makes It Work? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Options Introduction and Volatility in the EU ETS In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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 nother 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 nother version. Agregated cites: 1 | article | |
2010 | Etudes économétriques récentes réalisées à partir des données de la CFTC In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers. [Full Text][Citation analysis] | paper | 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 nother 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 nother 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 nother 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 | 4 |
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 nother version. Agregated cites: 4 | 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 | 3 |
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 | 59 |
2015 | Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | 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 | 26 |
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 nother version. Agregated cites: 26 | 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 nother version. Agregated cites: 3 | article | |
2022 | Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
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 | 9 |
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 | 9 |
2021 | Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
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 | 8 |
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 | 11 |
2012 | Econometric Analysis of Carbon Markets In: Springer Books. [Citation analysis] | book | 18 |
2013 | Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2013 | Volatility spillovers in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 35 |
2013 | Understanding momentum in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
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 | 14 |
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 | 14 |
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 | 8 |
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 | 4 |
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 | 17 |
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 | 5 |
2023 | A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 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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