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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Managerial finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"tur"
~person:"Chevallier, Julien"
~subject:"Agricultural sector"
~subject:"Commodity market"
~subject:"Finanzmarkt"
~subject:"Share price"
~subject:"Welt"
~type_genre:"Article in journal"
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Chevallier, Julien
Gupta, Rangan
35
Goodell, John W.
29
Bouri, Elie
25
Corbet, Shaen
20
Lucey, Brian M.
20
Shahzad, Syed Jawad Hussain
18
Tiwari, Aviral Kumar
18
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16
Shen, Dehua
16
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16
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15
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14
Hassan, M. Kabir
14
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14
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13
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13
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13
Guesmi, Khaled
11
Hammoudeh, Shawkat
11
Li, Xiao
11
Sensoy, Ahmet
11
Xiong, Xiong
11
Xuan Vinh Vo
11
Yousaf, Imran
11
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10
Gozgor, Giray
10
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10
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9
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9
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9
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9
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9
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8
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8
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Economic modelling
Finance research letters
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Managerial finance
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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7
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4
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ECONIS (ZBW)
14
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14
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1
Stock market return predictability revisited : evidence from a new index constructing the oil market
Chen, Wang
;
Chevallier, Julien
;
Wang, Jiqian
;
Zhong, Juandan
- In:
Finance research letters
49
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013478846
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
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:
4
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:
5
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:
6
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:
7
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
Saved in:
8
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:
9
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:
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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