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~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
~isPartOf:"Managerial finance"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~person:"Chevallier, Julien"
~person:"Sadorsky, Perry A."
~subject:"Emissions trading"
~subject:"Financial crisis"
~subject:"Spillover-Effekt"
~subject:"Volatility"
~type_genre:"Article in journal"
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Emissions trading
Financial crisis
Spillover-Effekt
Volatility
Volatilität
9
Emissionshandel
6
ARCH model
4
ARCH-Modell
4
Portfolio selection
4
Portfolio-Management
4
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4
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Article in journal
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English
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Chevallier, Julien
Sadorsky, Perry A.
Ma, Feng
6
Todorova, Neda
6
Viens, Frederi G.
5
Balcilar, Mehmet
4
Jawadi, Fredj
4
Kumar, Dilip
4
Li, Bin
4
Sharma, Susan Sunila
4
Tsomocos, Dimitrios P.
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Zhang, Yaojie
4
Abid, Ilyes
3
Baumöhl, Eduard
3
Bekiros, Stelios
3
Cheffou, Abdoulkarim Idi
3
Cross, Jamie
3
Dimitriou, Dimitrios
3
Feng, Yuanhua
3
Guesmi, Khaled
3
Gupta, Rangan
3
Hainaut, Donatien
3
Huang, Zhuo
3
Jalles, João Tovar
3
Kenourgios, Dimitris
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Lyócsa, Štefan
3
Maheswaran, S.
3
Narayan, Paresh Kumar
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Pal, Debdatta
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Popescu, Alexandra
3
Racicot, François-Éric
3
Reboredo, Juan Carlos
3
Sensoy, Ahmet
3
Su, Jen-je
3
Sévi, Benoît
3
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3
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3
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Annals of finance
Economic modelling
Managerial finance
Review of financial economics : RFE
Energy economics
21
Research in international business and finance
5
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
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International review of financial analysis
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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1
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ECONIS (ZBW)
14
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14
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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
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
4
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:
5
Modeling volatility and conditional correlations between socially responsible investments, gold and oil
Sadorsky, Perry A.
- In:
Economic modelling
38
(
2014
),
pp. 609-618
Persistent link: https://www.econbiz.de/10010418963
Saved in:
6
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:
7
"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:
8
Variance risk-premia in CO 2 markets
Chevallier, Julien
- In:
Economic modelling
31
(
2013
),
pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Saved in:
9
Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien
- In:
Economic modelling
29
(
2012
)
3
,
pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
Saved in:
10
Evaluating the carbon-macroeconomy relationship : evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien
- In:
Economic modelling
28
(
2011
)
6
,
pp. 2634-2656
Persistent link: https://www.econbiz.de/10009512487
Saved in:
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