Julien Chevallier : Citation Profile

Are you Julien Chevallier?

Université Paris-Saint-Denis (Paris VIII)

28

H index

66

i10 index

2509

Citations

RESEARCH PRODUCTION:

138

Articles

107

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 156
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 427.    Total self citations: 71 (2.75 %)

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   Permalink: http://citec.repec.org/pch595
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Wei, Yi-Ming (9)

Goutte, Stéphane (9)

Guesmi, Khaled (8)

Ben Cheikh, Nidhaleddine (2)

Nguyen, Duc Khuong (2)

Wang, Gang-Jin (2)

Chèze, Benoît (2)

Sanhaji, Bilel (2)

Saglio, Sophie (2)

Guerreiro, David (2)

Saadi, Samir (2)

Vo, Dinh-Tri (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 (53)

Zhang, Yue-Jun (45)

Nguyen, Duc Khuong (30)

Koop, Gary (27)

GUPTA, RANGAN (27)

battiston, stefano (27)

Mandel, Antoine (27)

Feng, Zhen-Hua (22)

Tiwari, Aviral (21)

Sousa, Ricardo (21)

Tang, Bao-Jun (20)

Cites to:

Engle, Robert (75)

Bollerslev, Tim (69)

Chèze, Benoît (62)

Wei, Yi-Ming (60)

Diebold, Francis (42)

Hamilton, James (41)

Nguyen, Duc Khuong (31)

Caballero, Ricardo (30)

Rubin, Jonathan (30)

Watson, Mark (29)

Bai, Jushan (28)

Main data

Where Julien Chevallier has published?

Journals with more than one article published# docs
Energy Economics18
Energy Policy11
Economic Modelling11
Economics Bulletin10
Applied Economics Letters6
Research in International Business and Finance6
Finance Research Letters4
Journal of Forecasting4
International Journal of Global Energy Issues4
Computational Economics4
Studies in Nonlinear Dynamics & Econometrics3
Applied Economics3
JRFM3
The Energy Journal3
International Review of Financial Analysis3
Annals of Finance2
Annals of Operations Research2
International Economics2
Economie Internationale2
Structural Change and Economic Dynamics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL40
Working Papers / HAL33
Working Papers / Department of Research, Ipag Business School12
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL4
Working Papers / Chaire Economie du climat3
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Julien Chevallier (2023 and 2022)

YearTitle of citing document
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2022.

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2022Do female parliamentarians improve environmental quality? Cross-country evidence. (2022). Salahodjaev, Raufhon ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/001.

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2023Promoting 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.

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2022Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

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2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

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2023Modeling 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.

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2022Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework. (2022). Semeraro, Patrizia ; Romeo, Andrea ; Marena, Marina. In: Papers. RePEc:arx:papers:2209.13314.

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2023Regulatory Stringency and Emission Leakage Mitigation. (2023). Tsakiris, Nikos ; Hatzipanayotou, Panos ; Antoniou, Fabio. In: DEOS Working Papers. RePEc:aue:wpaper:2302.

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2023Has 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.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2022The Levelised Cost of Frequency Control Ancillary Services in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Nolan, T ; Gilmore, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2203.

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2023Do 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.

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2022State-space Implementation in Forecasting Carbon and Gas Prices in Commodity Markets. (2022). Prasetya, Rian Andri ; Eka, Widya Rizki ; Dwi, Fajrin Satria ; Wisnu, Febryan Kusuma ; Azhar, Rialdi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-30.

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2023Directional 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.

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2023Analyzing 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.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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2022Carbon price forecasting based on CEEMDAN and LSTM. (2022). Zhang, Changhong ; Huang, Zhehao ; Zhou, Feite. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922000782.

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2022What drives urban carbon emission efficiency? – Spatial analysis based on nighttime light data. (2022). Fu, Min ; Tian, Lixin ; Gao, Zhengye ; Fang, Guochang. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002227.

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2023Forecasting 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.

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2023Does 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.

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2023Development 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.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022Hybrid intelligent framework for carbon price prediction using improved variational mode decomposition and optimal extreme learning machine. (2022). He, Maolin ; Cui, Quan ; Wang, Jujie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s096007792101136x.

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2022Carbon price prediction considering climate change: A text-based framework. (2022). Zheng, Xiaolong ; Li, Jingyu ; Hao, Jingjing ; Xie, Qiwei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:382-401.

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2023Role 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.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector. (2022). Yu, Yihua ; Cui, Jian ; Song, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002735.

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2023Comparing 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.

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2023Good 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.

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2023Does 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.

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2023Interconnectedness 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.

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2023Frequency 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.

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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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2022Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach. (2022). Gao, Wang ; Wang, Xinyi ; Yang, Cai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200095x.

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2022Multiscale features of extreme risk spillover networks among global stock markets. (2022). Zhu, Huiming ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

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2022Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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2022Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Guo, Fei ; Tian, Maoxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001528.

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2022Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607.

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2023How 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.

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2023How 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.

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2023Volatility 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.

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2022Too good to be true: The inverted U-shaped relationship between home-country digitalization and environmental performance. (2022). Leyva-De, Dante I ; Pedauga, Luis E ; Delgado-Marquez, Blanca L ; Ahmadova, Gozal. In: Ecological Economics. RePEc:eee:ecolec:v:196:y:2022:i:c:s0921800922000556.

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2022Using energy vulnerability to measure distributive injustice in rural heating energy reform: A case study of natural gas replacing bulk coal for heating in Gaocheng District, Hebei Province, China. (2022). Li, Meihui ; Sizheng, Fangyuan ; Zhao, Chenxi ; Fan, Shengyue. In: Ecological Economics. RePEc:eee:ecolec:v:197:y:2022:i:c:s0921800922001185.

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2022Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?. (2022). Echaust, Krzysztof ; Just, Magorzata. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002245.

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2022Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect. (2022). Lenz, Jimmie ; Brini, Alessio. In: Economics Letters. RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003597.

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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253.

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2022Global actions under the Paris agreement: Tracing the carbon leakage flow and pursuing countermeasures. (2022). Qian, Haoqi ; Zhou, Ying ; Wu, Libo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006393.

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2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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2022Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457.

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2022Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models. (2022). Wong, Patrick ; Ignatieva, Katja. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000561.

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2022Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Umar, Muhammad ; Chen, Zhonglu ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001141.

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2022The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?. (2022). Sousa, Ricardo ; Selmi, Refk ; kasmaoui, kamal ; Errami, Youssef ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000937.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x.

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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision. (2022). , Jacco ; Kort, Peter M ; Compernolle, Tine. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002742.

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2022The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic. (2022). Zhang, Hongwei ; Ma, Feng ; Niu, Zibo. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002791.

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2022Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. (2022). Jia, Shuaishuai ; Dong, Hao ; Huang, Zhehao. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003140.

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2022A novel framework for carbon price forecasting with uncertainties. (2022). Tian, Lixin ; Zhu, Mengrui ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003164.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022Chinas urban-rural inequality caused by carbon neutrality: A perspective from carbon footprint and decomposed social welfare. (2022). Liu, YU ; Wen, Shiyan ; Jia, Zhijie. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003437.

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2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462.

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2022Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760.

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2022Energy security: Does systemic risk spillover matter? Evidence from China. (2022). Hu, Xin ; Lin, Renda ; Deng, Yuanyue ; Zhu, BO ; Chen, Pingshe. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003930.

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2022The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system. (2022). Kim, Ji Hun ; Cho, Hoon ; Chun, Dohyun. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003978.

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2022Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?. (2022). Ewing, Bradley T ; Pastor, Daniel J. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003991.

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2022Complex risk contagions among large international energy firms: A multi-layer network analysis. (2022). Zhang, Dayong ; Zhou, Xinyu ; Xiao, Xuanqi ; Wu, Fei ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004054.

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2022Extreme connectedness between renewable energy tokens and fossil fuel markets. (2022). Yousaf, Imran ; Umar, Muhammad ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004340.

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2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Wu, Shan ; Zhou, Yuqin. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480.

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2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

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2022Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach. (2022). Wang, Ping ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s014098832200490x.

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2022Paths and policy adjustments for improving carbon-market liquidity in China. (2022). Zhu, Yue ; Li, Yin ; Liu, Tiansen ; Song, Yazhi ; Ye, Bin. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005084.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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2022Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Economic 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.

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2023Energy 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.

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2023Financial 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.

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2023Improving 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.

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2023Extreme 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.

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2023Volatility 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.

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2023Information 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.

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2023Carbon 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.

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2023Multilayer 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.

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2023Impact 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.

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2023Dependence 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.

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2023Insurer 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.

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2022Energy target-based responsibility system and corporate energy efficiency: Evidence from the eleventh Five Year Plan in China. (2022). Ji, Hongkun ; Yang, Zhijiu ; Shi, Daqian. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004335.

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2022Producer services development and manufacturing carbon intensity: Evidence from an international perspective. (2022). Yang, Mian ; Li, Zheng ; Jin, Zhida. In: Energy Policy. RePEc:eee:enepol:v:170:y:2022:i:c:s0301421522004724.

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2022Air quality improvement effect and future contributions of carbon trading pilot programs in China. (2022). Wu, Yufeng ; Liu, Tingting ; Weng, Zhixiong ; Cheng, Cuiyun. In: Energy Policy. RePEc:eee:enepol:v:170:y:2022:i:c:s0301421522004839.

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2022Why the sustainable provision of low-carbon electricity needs hybrid markets. (2022). Keppler, Jan Horst ; Quemin, Simon ; Saguan, Marcelo. In: Energy Policy. RePEc:eee:enepol:v:171:y:2022:i:c:s030142152200492x.

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2023How 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.

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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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2016Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing.(2016) 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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2018Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics.
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2018Allocating provincial CO2 quotas for the Chinese national carbon program.(2018) In: Australian Journal of Agricultural and Resource Economics.
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2018Allocating Provincial CO2 Quotas for the Chinese National Carbon Program.(2018) In: Working Papers.
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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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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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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 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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2011Options introduction and volatility in the EU ETS.(2011) In: Post-Print.
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2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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2012Air traffic energy efficiency differs from place to place: new results from a macro-level approach 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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2012Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? In: Working Papers.
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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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2011The impact of nonlinearities for carbon markets analyses In: International Economics.
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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.
[Full Text][Citation analysis]		paper9
2008The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 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.
[Full Text][Citation analysis]		paper38
2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
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2012On the volatility-volume relationship in energy futures markets using intraday data.(2012) In: Post-Print.
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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: Review of Financial Economics.
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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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2014Cross?market spillovers with ‘volatility surprise’.(2014) In: Review of Financial Economics.
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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.
[Full Text][Citation analysis]		article2
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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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises In: Economic Modelling.
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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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2011Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model.(2011) In: Post-Print.
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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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2014Cross-market index with Factor-DCC.(2014) In: Post-Print.
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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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2014Volatility equicorrelation: A cross-market perspective.(2014) In: Post-Print.
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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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2017Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries.(2017) In: Working Papers.
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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? In: Energy Economics.
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2022Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method In: Energy Economics.
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2022Emission trading, induced innovation and firm performance In: Energy Economics.
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2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? In: Energy Economics.
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2023Trading, storage, or penalty? Uncovering firms decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling In: Energy Economics.
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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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2011Detecting Instability in the Volatility of Carbon Prices.(2011) In: Post-Print.
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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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2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 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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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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2022Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 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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2013Leverage vs. Feedback: Which Effect Drives the Oil Market ?.(2013) In: Post-Print.
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2012Leverage vs. Feedback: Which Effect Drives the Oil Market?.(2012) In: Working Papers.
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2020Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models In: Finance Research Letters.
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2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions In: Finance Research Letters.
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2022Stock market return predictability revisited: Evidence from a new index constructing the oil market In: Finance Research Letters.
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2015A cross-volatility index for hedging the country risk In: Journal of International Financial Markets, Institutions and Money.
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2015A cross-volatility index for hedging the country risk.(2015) In: Post-Print.
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2009Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors In: Journal of Policy Modeling.
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2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy.
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