28
H index
66
i10 index
2509
Citations
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:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Chevallier. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | A 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2023 | Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002. Full description at Econpapers || Download paper | |
2022 | Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price. (2022). Boukhers, Zeyd ; Jurjens, Jan ; Lohr, Matthias ; Bouabdallah, Azeddine. In: Papers. RePEc:arx:papers:2202.08967. Full description at Econpapers || Download paper | |
2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper | |
2023 | Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311. Full description at Econpapers || Download paper | |
2022 | Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework. (2022). Semeraro, Patrizia ; Romeo, Andrea ; Marena, Marina. In: Papers. RePEc:arx:papers:2209.13314. Full description at Econpapers || Download paper | |
2023 | Regulatory Stringency and Emission Leakage Mitigation. (2023). Tsakiris, Nikos ; Hatzipanayotou, Panos ; Antoniou, Fabio. In: DEOS Working Papers. RePEc:aue:wpaper:2302. Full description at Econpapers || Download paper | |
2023 | Has Chinese Certified Emission Reduction trading reduced rural poverty in China?. (2023). Woodward, Richard T ; Liu, Jingyue ; Zhang, Yuejun. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:3:p:438-458. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper | |
2022 | State-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. Full description at Econpapers || Download paper | |
2023 | Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12. Full description at Econpapers || Download paper | |
2023 | Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-42. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Option 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. Full description at Econpapers || Download paper | |
2022 | Carbon 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2023 | Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093. Full description at Econpapers || Download paper | |
2023 | Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642. Full description at Econpapers || Download paper | |
2023 | Development of an integrated BLSVM-MFA method for analyzing renewable power-generation potential under climate change: A case study of Xiamen. (2023). Wen, Yizhuo ; Liu, Jing ; Gao, Pangpang ; Huang, Guohe ; Wang, Bingqing. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002520. Full description at Econpapers || Download paper | |
2022 | Changes 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. Full description at Econpapers || Download paper | |
2022 | Hybrid 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. Full description at Econpapers || Download paper | |
2022 | Carbon 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. Full description at Econpapers || Download paper | |
2023 | Role of fiscal and monetary policies for economic recovery in China. (2023). Zhang, Yuan ; Cui, Zhanmin ; Wang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:51-63. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327. Full description at Econpapers || Download paper | |
2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper | |
2023 | Does neighboring green development benefit or suffer from local economic growth targets? Evidence from China. (2023). Hao, Xionglei ; Li, Jinye ; Ge, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003868. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper | |
2022 | Time 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. Full description at Econpapers || Download paper | |
2022 | Hedging 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. Full description at Econpapers || Download paper | |
2022 | Is 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. Full description at Econpapers || Download paper | |
2022 | Multiscale 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Modelling 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Risk 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. Full description at Econpapers || Download paper | |
2022 | Looking 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. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2023 | How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2022 | Too 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. Full description at Econpapers || Download paper | |
2022 | Using 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Global 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. Full description at Econpapers || Download paper | |
2022 | Extreme 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. Full description at Econpapers || Download paper | |
2022 | Carbon 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. Full description at Econpapers || Download paper | |
2022 | Modelling 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Chinas 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Geopolitical 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Equilibrium 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Probability 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. Full description at Econpapers || Download paper | |
2022 | Chinas 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. Full description at Econpapers || Download paper | |
2022 | Carbon 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. Full description at Econpapers || Download paper | |
2022 | Multiple 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. Full description at Econpapers || Download paper | |
2022 | Energy 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Is 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. Full description at Econpapers || Download paper | |
2022 | Complex 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. Full description at Econpapers || Download paper | |
2022 | Extreme 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. Full description at Econpapers || Download paper | |
2022 | Multidimensional 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. Full description at Econpapers || Download paper | |
2022 | Can 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. Full description at Econpapers || Download paper | |
2022 | Interval 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. Full description at Econpapers || Download paper | |
2022 | Paths 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. Full description at Econpapers || Download paper | |
2022 | Marionettes 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. Full description at Econpapers || Download paper | |
2022 | Safe 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. Full description at Econpapers || Download paper | |
2022 | Natural 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. Full description at Econpapers || Download paper | |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
2023 | Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection: An improved interval-valued time series analysis mode. (2023). Chen, Huayou ; Liu, Jinpei ; Tao, Zhifu ; Wang, Piao. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006314. Full description at Econpapers || Download paper | |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper | |
2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper | |
2023 | Carbon pricing and enterprise productivity-The role of price stabilization mechanism. (2023). Wang, Jianing ; Tu, Qiang ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001299. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x. Full description at Econpapers || Download paper | |
2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper | |
2023 | Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades. (2023). Chang, Ching-Hui ; Lin, Jyh-Jiuan ; Zhou, Wei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001822. Full description at Econpapers || Download paper | |
2022 | Energy 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. Full description at Econpapers || Download paper | |
2022 | Producer 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. Full description at Econpapers || Download paper | |
2022 | Air 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. Full description at Econpapers || Download paper | |
2022 | Why 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. Full description at Econpapers || Download paper | |
2023 | How carbon emission prices accelerate net zero: Evidence from Chinas coal-fired power plants. (2023). Zheng, Heran ; Meng, Jing ; Wu, Yongtao ; Wang, Daoping ; Tan, Chang. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s030142152300109x. Full description at Econpapers || Download paper | |
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2016 | The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 48 |
2013 | Carbon trading: past, present and future In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2013 | At the crossroads: can China grow in a low-carbon way? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Portfolio allocation across variance risk premia In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
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2014 | “Time series momentum” in commodity markets In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Is It Possible to Forecast the Price of Bitcoin? In: Forecasting. [Full Text][Citation analysis] | article | 2 |
2020 | COVID-19 Pandemic and Financial Contagion In: JRFM. [Full Text][Citation analysis] | article | 9 |
2021 | Covid-19 Pandemic and Financial Contagion.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2020 | Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices In: JRFM. [Full Text][Citation analysis] | article | 2 |
2020 | COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages In: JRFM. [Full Text][Citation analysis] | article | 7 |
2021 | Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 36 |
2009 | Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2013 | The Economics of Commodity Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 32 |
2013 | The Economics of Commodity Markets.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2011 | Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models In: Post-Print. [Full Text][Citation analysis] | paper | 35 |
2012 | Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2012 | Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2015 | Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Realized EquiCorrelation: a birds-eye view of financial stress on equity markets.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2014 | On the Stochastic Properties of Carbon Futures Prices In: Post-Print. [Citation analysis] | paper | 20 |
2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2014 | On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2014 | The cross-market index for volatility surprise In: Post-Print. [Citation analysis] | paper | 1 |
2014 | The cross-market index for volatility surprise.(2014) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | Oil Price Risk and Financial Contagion In: Post-Print. [Citation analysis] | paper | 9 |
2020 | On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2019 | On the CO2 emissions determinants during the EU ETS Phases I and II : a plant-level analysis merging the EUTL and Platts power data.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2017 | Pricing and Forecasting Carbon Markets: Models and Empirical Analyses In: Post-Print. [Citation analysis] | paper | 4 |
2015 | Statistical Method to Estimate Regime-Switching Levy Model In: Post-Print. [Citation analysis] | paper | 0 |
2010 | The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
2013 | Understanding the link between aggregated industrial production and the carbon price In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector In: Post-Print. [Citation analysis] | paper | 0 |
2017 | Mean-Reverting Lévy Jump Dynamics in the European Power Sector.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2019 | Financial Mathematics, Volatility and Covariance Modelling In: Post-Print. [Citation analysis] | paper | 11 |
2019 | International Financial Markets In: Post-Print. [Citation analysis] | paper | 2 |
2014 | Detecting jumps and regime-switches in international stock markets returns In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | Detecting jumps and regime switches in international stock markets returns.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2011 | Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Forecasting air traffic and corresponding jet-fuel demande until 2025 In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Re-examining the concept of sustainable development in light of climate change In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | The EU ETS: CO2 prices drivers during the learning experience (2005-2007) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Emissions Trading: What Makes It Work? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Options Introduction and Volatility in the EU ETS In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Energy Risk Management with Carbon Assets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2009 | Energy risk management with carbon assets.(2009) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2009 | Les déterminants du prix du carbone sur le marché européen des quotas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Price relationships in the EU emissions trading system In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | The European carbon market (2005-2007): banking, pricing and risk-hedging strategies In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Spéculation et marchés dérivés du pétrole In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Spéculation et marchés dérivés du pétrole.(2010) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2010 | Etudes économétriques récentes réalisées à partir des données de la CFTC In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Modelling the convenience yield in carbon prices using daily and realized measures In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK.(2010) In: Global Business and Economics Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2011 | Carbon Price Drivers: An Updated Literature Review In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | ||
2018 | Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Primary balance dynamics and public debt sustainability in Kenya In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models.(2019) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Study of the dynamic of Bitcoins price In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 0 |
2012 | A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 3 |
2015 | Forecasting the density of returns in crude oil futures markets In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 1 |
2014 | Carbon price analysis using empirical mode decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 57 |
2015 | Carbon Price Analysis Using Empirical Mode Decomposition.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2014 | The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2016 | An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2017 | Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China.(2019) In: The European Journal of Health Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2022 | Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics. [Full Text][Citation analysis] | article | 8 |
2018 | Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market In: Computational Economics. [Full Text][Citation analysis] | article | 8 |
2021 | Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2019 | Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2013 | Price relationships in crude oil futures: new evidence from CFTC disaggregated data In: Environmental Economics and Policy Studies. [Full Text][Citation analysis] | article | 5 |
2017 | Pricing and Forecasting Carbon Markets In: Springer Books. [Citation analysis] | book | 11 |
2012 | Econometric Analysis of Carbon Markets In: Springer Books. [Citation analysis] | book | 18 |
2013 | Cross-market linkages between commodities, stocks and bonds In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2013 | Volatility spillovers in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 34 |
2013 | Understanding momentum in commodity markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2013 | An equicorrelation measure for equity, bond, foreign exchange and commodity returns In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2015 | Examining the structural changes of European carbon futures price 2005-2012 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 14 |
2017 | Cross-country performance of Lévy regime-switching models for stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Twenty years of jumps in commodity markets In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 13 |
2016 | Capital–energy substitution in China: regional differences and dynamic evolution In: Post-Communist Economies. [Full Text][Citation analysis] | article | 0 |
2014 | Commodity markets through the business cycle In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2018 | Enriching the VaR framework to EEMD with an application to the European carbon market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
2021 | Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime?switching GARCH?MIDAS models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2022 | Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2023 | A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2019 | Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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