Julien Chevallier : Citation Profile

Université Paris-Saint-Denis (Paris VIII)

31

H index

82

i10 index

3207

Citations

RESEARCH PRODUCTION:

137

Articles

107

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 200
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 437.    Total self citations: 71 (2.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch595
   Updated: 2025-11-01    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Goutte, Stéphane (2)

Wang, Gang-Jin (2)

Ben Cheikh, Nidhaleddine (2)

Guesmi, Khaled (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 (46)

Nguyen, Duc Khuong (33)

GUPTA, RANGAN (33)

battiston, stefano (27)

Tiwari, Aviral (27)

Koop, Gary (27)

Mandel, Antoine (27)

Ren, Xiaohang (22)

Feng, Zhen-Hua (22)

Sousa, Ricardo (21)

Cites to:

Engle, Robert (75)

Bollerslev, Tim (69)

Wei, Yi-Ming (66)

Chèze, Benoît (62)

Diebold, Francis (42)

Hamilton, James (41)

Nguyen, Duc Khuong (31)

Rubin, Jonathan (30)

Caballero, Ricardo (30)

Watson, Mark (29)

Ielpo, Florian (28)

Main data

Where Julien Chevallier has published?

Journals with more than one article published# docs
Energy Economics18
Economic Modelling11
Energy Policy11
Economics Bulletin10
Research in International Business and Finance6
Applied Economics Letters6
Computational Economics4
Journal of Forecasting4
International Journal of Global Energy Issues4
Finance Research Letters4
The Energy Journal3
International Review of Financial Analysis3
Applied Economics3
JRFM3
Studies in Nonlinear Dynamics & Econometrics3
International Economics2
Annals of Operations Research2
Annals of Finance2
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 (2025 and 2024)

YearTitle of citing document
2024Use of Artificial Intelligence in Ethereum Forecasting: The Deep Learning Models RNN and CNN with Ensemble Averaging Technique. (2024). Fozia, Narayan Nepal. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:5:p:266-274.

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2024Fiscal and Monetary Policy Interactions in Malawi: Evidence from Backward-Looking and Forward-Looking Approaches. (2024). Mapila, Salim A. In: African Journal of Economic Review. RePEc:ags:afjecr:362928.

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2024Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790.

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2024¿Impacta el sentimiento estadounidense de las tasas de interés en los fondos latinoamericanos negociados en bolsa (ETF)?. (2024). Herrera, Humberto Valencia. In: The Anahuac Journal. RePEc:amj:journl:v:24:y:2024:i:1:p:92-113.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2024Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility. (2024). Boukhers, Zeyd ; Lohr, Matthias ; Jurjens, Jan ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967.

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2024Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter. (2024). Tang, Siu Hin ; Rosenbaum, Mathieu ; Zhou, Chao. In: Papers. RePEc:arx:papers:2311.04727.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

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2024Review of the EU ETS Literature: A Bibliometric Perspective. (2024). Salvagnin, Cristiano. In: Papers. RePEc:arx:papers:2409.01739.

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2024Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2410.02798.

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2025Mean-Field Limits for Nearly Unstable Hawkes Processes. (2025). Xu, Wei ; Szymanski, Gr'Egoire. In: Papers. RePEc:arx:papers:2501.11648.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2025Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data. (2025). Bormetti, Giacomo ; Serafini, Simone. In: Papers. RePEc:arx:papers:2501.17490.

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2025Forecasting Climate Policy Uncertainty: Evidence from the United States. (2025). Besher, Donia ; Gupta, Anirban Sen ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2507.12276.

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2025The impact of brand equity on vertical integration in franchise systems. (2025). Kayed, Mohammad ; Kacker, Manish ; Wu, Ruhai ; Sadeh, Farhad. In: Papers. RePEc:arx:papers:2508.06824.

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2025Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance. (2025). Glielmo, Aldo ; Mira, Antonietta ; de Giuli, Maria Elena ; del Tatto, Vittorio ; Salvagnin, Cristiano. In: Papers. RePEc:arx:papers:2508.15667.

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2024Designing a toolset for assessing and implementing the potential of energy-saving economic development of enterprises. (2024). Lesinskyi, Valentyn ; Petrushka, Tetyana ; Yemelyanov, Olexandr ; Zarytska, Oksana ; Myroshchenko, Nataliia. In: Eastern-European Journal of Enterprise Technologies. RePEc:baq:jetart:v:4:y:2024:i:13:p:31-43.

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2025The Interrelation Between the Carbon Trading Systems and Energy Markets and Economic Outlook: A Comparative Analysis Using VECM and ARDL. (2025). Unal, Pinar. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:145-169.

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2025Fraud Prevention in the Public Sector: The Role of Internal Audit. (2025). Tjakrawala, Kurniawan ; Supriadi, Taufiq ; Marota, Rochman ; Enyke, Juska Meidy ; Suryadnyana, Nyoman Adhi. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:170-183.

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2024The use of derivatives on CO2-emission allowances in Italy. (2024). Vercelli, Francesco ; Magnani, Maurizio ; Bianchi, Michele Leonardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_896_24.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

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2024Financial Inclusion and Threshold Effects in Carbon Emissions. (2024). Rault, Christophe ; ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11237.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

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2024Incentive-oriented power‑carbon emissions trading-tradable green certificate integrated market mechanisms using multi-agent deep reinforcement learning. (2024). Zhang, Xinyue ; Guo, Xiaopeng. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018226.

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2024Extricating the impacts of emissions trading system and energy transition on carbon intensity. (2024). Tiwari, Aviral ; Shobande, Olatunji A ; Ogbeifun, Lawrence. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018251.

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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024A secondary decomposition-ensemble framework for interval carbon price forecasting. (2024). Wang, Zhengzhong ; Liu, Shuihan ; Xie, Gang. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261923019773.

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2024Trajectory simulation and optimization for interactive electricity-carbon system evolution. (2024). Xue, Yusheng ; Liu, Nian ; Wang, Kunyu ; Jiang, Kai ; Chen, Guo ; Wu, Chengyu ; Dong, Zhaoyang. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001910.

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2024Low-carbon technology adoption and diffusion with heterogeneity in the emissions trading scheme. (2024). Wei, Yigang ; Zhu, Rongqi ; Tan, Longyan. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s0306261924009206.

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2024Day-ahead electricity price prediction in multi-price zones based on multi-view fusion spatio-temporal graph neural network. (2024). Zhu, Jianbin ; Yin, Hao ; Yan, Baiping ; Meng, Anbo. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s030626192400936x.

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2024Geo-political risks, uncertainty, financial development, renewable energy, and carbon intensity: Empirical evidence from countries at high geo-political risks. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Hu, Ying S ; Chen, Zhiguang ; Iik, Cem ; Tillaguango, Brayan ; Hossain, Mohammad Razib. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924017045.

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2025Comparing the innovation impacts on firms: Pilot vs. National Carbon Emission Trading Schemes in China. (2025). Zhang, Ning ; Ke, Haiqian ; Zhao, Tianzhen. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924017975.

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2024The deterrent effect of environmental judicature on firms pollution emissions: Evidence from a quasi-natural experiment in China. (2024). Song, Frank M ; Huang, Xiaoqi ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001809.

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2024Operating risk of enterprises when adopting environmental regulation: Evidence from environmental protection law in China. (2024). Liao, Meiling ; Gao, Jinfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:901-914.

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2024Carbon emissions trading, industrial structure upgrading and green development: Excess benefits of combined actions. (2024). Du, Mingze ; Wang, Dehui ; Jiang, Ben. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:480-501.

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2024Understanding the drivers of the renewable energy transition. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:604-612.

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2024Green public procurement and firms pollution emissions: Does demand-side environmental policy matter?. (2024). Zhang, Renjie ; Zhu, Guiyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1958-1978.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Estimation and forecast of carbon emission market volatility based on model averaging method. (2025). Wang, Qianchao ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s026499932400333x.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China. (2024). Wang, Yufeng ; Huang, Xinya ; Li, Houjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000913.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001608.

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2024Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633.

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2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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2025Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Platform financing versus bank financing: “When to choose which” for green production systems. (2024). Chen, Xinyang ; Xu, Xiaoping ; Choi, Tsan-Ming ; Cheng, T. C. E., . In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:515-532.

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2025Should blockchain be used to eliminate greenwashing for green and live-streaming platform operations under carbon trading systems?. (2025). Yang, Yuanyuan ; Choi, Tsan-Ming ; Cheng, T. C. E., ; Xu, Xiaoping. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:3:p:1017-1034.

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2024Influential risk spreaders and systemic risk in Chinese financial networks. (2024). Wu, Zhen-Guo ; Li, Sai-Ping ; Yang, Ming-Yuan. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000335.

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2024Does increasing environmental policy stringency enhance renewable energy consumption in OECD countries?. (2024). Kouzez, Marc ; Hassan, Mahmoud ; Lee, Ji-Yong ; Rjiba, Hatem ; Msolli, Badreddine. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006965.

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2024Impact of carbon emission trading and renewable energy development policy on the sustainability of electricity market: A stackelberg game analysis. (2024). Pan, Yanchun ; Ma, Xiaochen ; Yang, Wen ; Zhang, Manzi. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006977.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Zhao, Wanli ; Wang, Tiantian ; Wu, Fei ; Dickinson, David. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

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2024Can Chinas regional carbon market pilots improve power plants energy efficiency?. (2024). Zhang, Ning ; Wang, Shuo. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007600.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024Faking for fortune: Emissions trading schemes and corporate greenwashing in China. (2024). Tan, Ruipeng ; Cai, Qijun ; Pan, Lulu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000276.

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2024The environmental-financial performance nexus of EU ETS firms: A quantile regression approach. (2024). Marin, Giovanni ; Borghesi, Simone ; Flori, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000367.

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2024A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616.

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2024The impact of ETS on productivity in developing economies: A micro-econometric evaluation with Chinese firm-level data. (2024). Kesidou, Effie ; Chen, Rushi ; Howley, Peter. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000847.

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). PETITJEAN, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024Do Chinas pilot emissions trading schemes lead to domestic carbon leakage? Perspective from the firm relocation. (2024). Pan, Xian ; Yu, Lihong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Huang, Wenyang ; Zhao, Jianyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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2024How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Xu, Yingying ; Shao, Xuefeng ; Tanasescu, Cristina. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001853.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024Testing mechanisms through which Chinas ETS promotes a low-carbon transition. (2024). van den Bergh, Jeroen ; Wei, Yihang ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002020.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Assessing the impact of environmental regulation on enterprise high-quality development in China: A two-tier stochastic frontier model. (2024). Cai, Qihai ; Lei, Pengfei ; Jiang, Fangxin. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s014098832400210x.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Identifying price bubbles in global carbon markets: Evidence from the SADF test, GSADF test and LPPLS method. (2024). Wang, Yizhi ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003347.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Financial inclusion and the global net-zero emissions agenda: Does governance quality matter?. (2024). Acheampong, Alex ; Said, Rabie. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004936.

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2024Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413.

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2024Assessing the impact of climate policies on equity risk under sustainable insurance: Cap-and-trade regulation, energy-saving technology subsidies, and carbon tariffs. (2024). Lin, Jyh-Horng ; Chang, Ching-Hui ; Lu, Tinghui ; Cai, Zhantong. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006108.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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2024Global spillovers of US climate policy risk: Evidence from EU carbon emissions futures. (2024). Lindequist, David ; Fields, Micah. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400639x.

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2024Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach. (2024). Wang, Shouyang ; Hong, Yongmiao ; Yang, Kun ; Sun, Yuying. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006601.

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2024Revisiting carbon leakage. (2024). Wingender, Philippe ; Misch, Florian. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324004948.

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2024Trade dynamics of environmental goods within global energy economy and their impacts on green technological innovation: A complex network analysis. (2024). Qayyum, Muhammad ; Li, Shijie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006650.

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2024Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704.

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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.
[Full Text][Citation analysis]		article72
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.
[Full Text][Citation analysis]		paper19
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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This paper has nother version. Agregated cites: 19		article
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.
[Full Text][Citation analysis]		article1
2012BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article33
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.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		paper29
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.
[Full Text][Citation analysis]		article28
2009Economic Consequences of Permits Allocation Rules In: Economie Internationale.
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2011The impact of nonlinearities for carbon markets analyses In: International Economics.
[Full Text][Citation analysis]		article2
2007A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2007European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper12
2008The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper35
2008Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper3
2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper43
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.
[Full Text][Citation analysis]		article31
2010EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article13
2011Wavelet packet transforms analysis applied to carbon prices In: Economics Bulletin.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article4
2011Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism In: Economics Bulletin.
[Full Text][Citation analysis]		article24
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.
[Full Text][Citation analysis]		article24
2010Modelling risk premia in CO2 allowances spot and futures prices In: Economic Modelling.
[Full Text][Citation analysis]		article27
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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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: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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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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2015Cross-market volatility index with Factor-DCC.(2015) In: Post-Print.
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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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2015Geographical diversification with a World Volatility Index In: Journal of Multinational Financial Management.
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2015Geographical Diversification with a World Volatility Index.(2015) In: Post-Print.
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2011Bankable emission permits under uncertainty and optimal risk-management rules In: Research in Economics.
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2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions In: International Review of Economics & Finance.
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2015Volatility returns with vengeance: Financial markets vs. commodities In: Research in International Business and Finance.
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2015Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics.
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2013Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies.
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2012Econometric Analysis of Carbon Markets In: Springer Books.
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2015Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters.
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2017Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics.
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