Julien Chevallier : Citation Profile

Are you Julien Chevallier?

Université Paris-Saint-Denis (Paris VIII)

28

H index

76

i10 index

2796

Citations

RESEARCH PRODUCTION:

134

Articles

107

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 174
   Journals where Julien Chevallier has often published
   Relations with other researchers
   Recent citing documents: 410.    Total self citations: 71 (2.48 %)

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   Permalink: http://citec.repec.org/pch595
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Goutte, Stéphane (9)

Guesmi, Khaled (7)

Wei, Yi-Ming (3)

Wang, Gang-Jin (2)

Saglio, Sophie (2)

Sanhaji, Bilel (2)

Ben Cheikh, Nidhaleddine (2)

Chèze, Benoît (2)

Saadi, Samir (2)

Guerreiro, David (2)

Vo, Dinh-Tri (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Chevallier.

Is cited by:

Wei, Yi-Ming (53)

Zhang, Yue-Jun (46)

Nguyen, Duc Khuong (33)

Mandel, Antoine (27)

Koop, Gary (27)

GUPTA, RANGAN (27)

battiston, stefano (27)

Tiwari, Aviral (23)

Feng, Zhen-Hua (22)

Sousa, Ricardo (21)

Ren, Xiaohang (20)

Cites to:

Engle, Robert (74)

Bollerslev, Tim (69)

Chèze, Benoît (62)

Wei, Yi-Ming (57)

Hamilton, James (41)

Diebold, Francis (41)

Nguyen, Duc Khuong (31)

Rubin, Jonathan (30)

Caballero, Ricardo (30)

Watson, Mark (29)

Bai, Jushan (28)

Main data

Where Julien Chevallier has published?

Journals with more than one article published# docs
Energy Economics18
Energy Policy11
Economic Modelling11
Economics Bulletin10
Applied Economics Letters6
Research in International Business and Finance6
International Journal of Global Energy Issues4
Computational Economics4
Finance Research Letters4
International Review of Financial Analysis3
Applied Economics3
JRFM3
The Energy Journal3
Studies in Nonlinear Dynamics & Econometrics3
International Economics2
Annals of Finance2
Economie Internationale2
Journal of Forecasting2
Annals of Operations Research2
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 (2024 and 2023)

YearTitle of citing document
2023Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002.

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2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

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2024Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter. (2023). Rosenbaum, Mathieu ; Tang, Siu Hin ; Zhou, Chao. In: Papers. RePEc:arx:papers:2311.04727.

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

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2023Has Chinese Certified Emission Reduction trading reduced rural poverty in China?. (2023). Woodward, Richard T ; Liu, Jingyue ; Zhang, Yuejun. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:3:p:438-458.

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2023Dette, taxe et politique environnementale. (2023). Fodha, Mouez ; Chiroleu-Assouline, Mireille. In: Revue française d'économie. RePEc:cai:rferfe:rfe_225_0055.

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2023On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10815.

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2023Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100.

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2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

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2023Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-42.

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2023Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093.

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2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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2023Development of an integrated BLSVM-MFA method for analyzing renewable power-generation potential under climate change: A case study of Xiamen. (2023). Wen, Yizhuo ; Liu, Jing ; Gao, Pangpang ; Huang, Guohe ; Wang, Bingqing. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002520.

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2023Ensemble framework for daily carbon dioxide emissions forecasting based on the signal decomposition–reconstruction model. (2023). Zhang, Xianqi ; Shao, Quanxi ; Chen, Xiaohong ; Wang, Tao ; Song, Chao. In: Applied Energy. RePEc:eee:appene:v:345:y:2023:i:c:s0306261923006943.

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2024Extricating the impacts of emissions trading system and energy transition on carbon intensity. (2024). Tiwari, Aviral Kumar ; Ogbeifun, Lawrence ; Shobande, Olatunji A. 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). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; 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, Shouyang ; Xie, Gang ; Liu, Shuihan. 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). Dong, Zhao Yang ; Xue, Yusheng ; Chen, Guo ; Wu, Chengyu ; Wang, Kunyu ; Jiang, Kai ; Liu, Nian. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001910.

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2023Role of fiscal and monetary policies for economic recovery in China. (2023). Zhang, Yuan ; Cui, Zhanmin ; Wang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:51-63.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023How does corruption affect sustainable development? A threshold non-linear analysis. (2023). Sekkat, Khalid ; Nouira, Ridha ; Fhima, Fredj. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:505-523.

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2023The instability of U.S. economic policy: A hindrance or a stimulus to green financing?. (2023). Umar, Muhammad ; Tao, Ran ; Su, Chi Wei ; Liu, Fangying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:33-46.

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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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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Does neighboring green development benefit or suffer from local economic growth targets? Evidence from China. (2023). Hao, Xionglei ; Li, Jinye ; Ge, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003868.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158.

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

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. 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). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2023Can weather variables and electricity demand predict carbon emissions allowances prices? Evidence from the first three phases of the EU ETS. (2023). Mazza, Paolo ; Eslahi, Mohammadehsan. In: Ecological Economics. RePEc:eee:ecolec:v:214:y:2023:i:c:s0921800923002483.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572.

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

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection: An improved interval-valued time series analysis mode. (2023). Chen, Huayou ; Liu, Jinpei ; Tao, Zhifu ; Wang, Piao. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006314.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

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2023Carbon pricing and enterprise productivity-The role of price stabilization mechanism. (2023). Wang, Jianing ; Tu, Qiang ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001299.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades. (2023). Chang, Ching-Hui ; Lin, Jyh-Jiuan ; Zhou, Wei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001822.

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2023Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962.

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2023The role of fundamentals and policy in New Zealands carbon prices. (2023). Gehricke, Sebastian ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Liao, Ling. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002359.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Economic growth and environmental pollution in China: New evidence from government work reports. (2023). Song, Chenchen ; Duan, Shenglan ; Li, KE ; Yu, Yongze. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003018.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023Unleashing the impact of ecological civilization pilot policies on green technology innovation: Evidence from a novel SC-DID model. (2023). Irfan, Muhammad ; Hu, Mingjun ; Bai, Dongbei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003110.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023How do the designs of emission trading system affect the value of covered firms—A quasi-natural experiment based on China. (2023). Sun, Yongping ; Hao, Ruixue ; Yu, Pei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004425.

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2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Wu, Hanlin ; Li, Pan ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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2023Global energy security: Do internal and external risk spillovers matter? A multilayer network method. (2023). Hu, Xin ; Deng, Yuanyue ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004590.

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2023Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

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2023Forecasting crude oil futures price using machine learning methods: Evidence from China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300587x.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2023The impact of carbon markets on the financial performance of power producers: Evidence based on China. (2023). Zhang, Qianqian ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006175.

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2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

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2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680.

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

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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). Dickinson, David ; Wu, Fei ; Wang, Tiantian ; Zhao, Wanli. 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 ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Faking for fortune: Emissions trading schemes and corporate greenwashing in China. (2024). Pan, Lulu ; Cai, Qijun ; Tan, Ruipeng. 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 ; Howley, Peter ; Chen, Rushi. 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). Yu, Lihong ; Pan, Xian. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422.

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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 ; Zhao, Jianyu ; Huang, Wenyang. 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). Tanasescu, Cristina ; Shao, Xuefeng ; Xu, Yingying. 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 ; Cao, Hong ; Yin, Libo. 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). Jiang, Fangxin ; Cai, Qihai ; Lei, Pengfei. 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 ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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

Works by Julien Chevallier:

YearTitleTypeCited
2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) In: The Energy Journal.
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2007European carbon prices and banking restrictions: evidence from phase I (2005-2007).(2007) In: EconomiX Working Papers.
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2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2009European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007).(2009) In: Post-Print.
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2017Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing In: The Energy Journal.
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2016Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing.(2016) In: Post-Print.
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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print.
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2018Allocating provincial CO2 quotas for the Chinese national carbon program In: Australian Journal of Agricultural and Resource Economics.
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2018Allocating provincial CO2 quotas for the Chinese national carbon program.(2018) In: Australian Journal of Agricultural and Resource Economics.
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2018Allocating Provincial CO2 Quotas for the Chinese National Carbon Program.(2018) In: Working Papers.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers.
[Full Text][Citation analysis]		paper18
2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
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2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers.
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2011On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance.
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2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
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2013A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers.
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2014A fear index to predict oil futures returns.(2014) In: Post-Print.
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2014A fear index to predict oil futures returns.(2014) In: Working Papers.
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2014Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production In: Australian Economic Review.
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2012BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article32
2016The place of gold in the cross-market dependencies In: Studies in Nonlinear Dynamics & Econometrics.
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2017On the estimation of regime-switching Lévy models In: Studies in Nonlinear Dynamics & Econometrics.
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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model In: Studies in Nonlinear Dynamics & Econometrics.
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2011Options introduction and volatility in the EU ETS In: Working Papers.
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2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
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2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
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2011Options introduction and volatility in the EU ETS.(2011) In: Post-Print.
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2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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2012Air traffic energy efficiency differs from place to place: new results from a macro-level approach In: Working Papers.
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2011Air traffic energy efficiency differs from place to place: New results from a macro-level approach.(2011) In: International Economics.
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2012Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? In: Working Papers.
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2008The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices In: Economie Internationale.
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2009Economic Consequences of Permits Allocation Rules In: Economie Internationale.
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2011The impact of nonlinearities for carbon markets analyses In: International Economics.
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2007A differential game of intertemporal emissions trading with market power In: EconomiX Working Papers.
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2007European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper10
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]		paper34
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.
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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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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]		article30
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.
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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]		article23
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.
[Full Text][Citation analysis]		article15
2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises In: Economic Modelling.
[Full Text][Citation analysis]		article16
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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2021Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Energy Policy.
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2022Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 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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2015Volatility returns with vengeance: Financial markets vs. commodities.(2015) In: Post-Print.
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2016Spikes and crashes in the oil market In: Research in International Business and Finance.
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2016Spikes and crashes in the oil market.(2016) In: Post-Print.
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2017Investigating the leverage effect in commodity markets with a recursive estimation approach In: Research in International Business and Finance.
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2017Oil vs. gasoline: The dark side of volatility and taxation In: Research in International Business and Finance.
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2016Oil vs. gasoline: The dark side of volatility and taxation.(2016) In: Post-Print.
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2018Tail risk and the return-volatility relation In: Research in International Business and Finance.
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2021On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region In: Research in International Business and Finance.
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2017Mean-field limit of generalized Hawkes processes In: Stochastic Processes and their Applications.
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2018Supply-side structural effects of air pollutant emissions in China: A comparative analysis In: Structural Change and Economic Dynamics.
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2022Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey In: Structural Change and Economic Dynamics.
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2016The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis In: Technological Forecasting and Social Change.
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2013Carbon trading: past, present and future In: Chapters.
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2013At the crossroads: can China grow in a low-carbon way? In: Chapters.
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2019Portfolio allocation across variance risk premia In: Journal of Risk Finance.
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