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~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
~isPartOf:"Managerial finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~person:"Chevallier, Julien"
~subject:"Emissions trading"
~subject:"Financial crisis"
~subject:"Spillover-Effekt"
~subject:"Volatility"
~type_genre:"Article in journal"
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Emissions trading
Financial crisis
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Volatility
Volatilität
11
Emissionshandel
6
Welt
6
World
6
Estimation
5
Schätzung
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Article in journal
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Chevallier, Julien
Gupta, Rangan
11
Jawadi, Fredj
7
Sensoy, Ahmet
7
Bouri, Elie
6
Guesmi, Khaled
6
Ji, Qiang
6
Lau, Chi Keung
6
Ma, Feng
6
Todorova, Neda
6
Zhang, Wei
6
Zhang, Yaojie
6
Aboura, Sofiane
5
Balcilar, Mehmet
5
Caporale, Guglielmo Maria
5
Degiannakis, Stavros
5
Dimitriou, Dimitrios
5
Hamori, Shigeyuki
5
Kenourgios, Dimitris
5
Kumar, Dilip
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Shen, Dehua
5
Tiwari, Aviral Kumar
5
Viens, Frederi G.
5
Vortelinos, Dimitrios I.
5
Ahmad, Wasim
4
Bekiros, Stelios
4
Cheffou, Abdoulkarim Idi
4
Corbet, Shaen
4
Li, Bin
4
Li, Xiao
4
Louhichi, Waël
4
Lyócsa, Štefan
4
Narayan, Paresh Kumar
4
Sharma, Susan Sunila
4
Sévi, Benoît
4
Tsomocos, Dimitrios P.
4
Umar, Zaghum
4
Xiong, Xiong
4
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4
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Annals of finance
Economic modelling
Managerial finance
Research in international business and finance
Review of financial economics : RFE
Energy economics
14
Applied economics letters
4
The energy journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Computational economics
2
Finance research letters
2
International review of financial analysis
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Journal of risk and financial management : JRFM
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Economics letters
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
16
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1
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Zhu, Bo
;
Lin, Renda
;
Deng, Yuanyue
;
Chen, Pingshe
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013367151
Saved in:
2
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
Saved in:
3
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
4
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Saved in:
5
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
Saved in:
6
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
7
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
8
Cross-market spillovers with "volatility surprise"
Aboura, Sofiane
;
Chevallier, Julien
- In:
Review of financial economics : RFE
23
(
2014
)
4
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010442564
Saved in:
9
Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Economic modelling
38
(
2014
),
pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
Saved in:
10
"Time series momentum" in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Managerial finance
40
(
2014
)
7
,
pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
Saved in:
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