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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:"Welt"
~type_genre:"Article in journal"
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Chevallier, Julien
Goodell, John W.
19
Gupta, Rangan
19
Bouri, Elie
18
Ji, Qiang
15
Lucey, Brian M.
15
Corbet, Shaen
12
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11
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11
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7
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7
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Gozgor, Giray
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Xuan Vinh Vo
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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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4
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International review of applied economics
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ECONIS (ZBW)
11
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11
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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
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:
4
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:
5
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:
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
"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:
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
Air traffic energy efficiency differs from place to place : new results from a macro-level approach
Chèze, Benoît
;
Gastineau, Pascal
;
Chevallier, Julien
- In:
International economics : a journal published by CEPII …
126/127
(
2011
)
2/3
,
pp. 151-177
Persistent link: https://www.econbiz.de/10009547649
Saved in:
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