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~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~language:"ara"
~language:"eng"
~language:"rus"
~person:"Chevallier, Julien"
~subject:"CAPM"
~subject:"India"
~subject:"USA"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Chevallier, Julien
Hammoudeh, Shawkat
25
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21
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18
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18
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ECONIS (ZBW)
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1
Cross-border systemic risk spillovers in the global oil system : does the oil trade pattern matter?
Zhu, Bo
;
Liu, Jiahao
;
Lin, Renda
;
Chevallier, Julien
- In:
Energy economics
101
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013161691
Saved in:
2
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:
3
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
4
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
5
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
6
Commodities risk premia and regional integration in gas-exporting countries
Abid, Ilyes
;
Guesmi, Khaled
;
Goutte, Stéphane
;
Urom, …
- In:
Energy economics
80
(
2019
),
pp. 267-276
Persistent link: https://www.econbiz.de/10012172433
Saved in:
7
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab
;
Braiek, Sana
;
Guesmi, Khaled
; …
- In:
Energy economics
80
(
2019
),
pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Saved in:
8
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
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
Macroeconomics, finance, commodities : interactions with carbon markets in a data-rich model
Chevallier, Julien
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 557-567
Persistent link: https://www.econbiz.de/10009269897
Saved in:
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