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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~language:"eng"
~language:"tur"
~person:"Chevallier, Julien"
~subject:"Emissionshandel"
~subject:"Financial crisis"
~subject:"Spillover-Effekt"
~subject:"Volatility"
~type_genre:"Article in journal"
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Emissionshandel
Financial crisis
Spillover-Effekt
Volatility
Emissions trading
5
Volatilität
5
Welt
4
World
4
Greenhouse gas emissions
3
Oil price
3
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3
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Chevallier, Julien
Bouri, Elie
16
Goodell, John W.
14
Gupta, Rangan
13
Lucey, Brian M.
12
Guesmi, Khaled
11
Ma, Feng
11
Roubaud, David
11
Lyócsa, Štefan
10
Sensoy, Ahmet
10
Shahzad, Syed Jawad Hussain
10
Wei, Yu
10
Corbet, Shaen
9
Mensi, Walid
9
Shen, Dehua
8
Tiwari, Aviral Kumar
8
Todorova, Neda
8
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8
Ji, Qiang
7
Boubaker, Sabri
6
Gillas, Konstantinos Gkillas
6
Liu, Li
6
Molnár, Peter
6
Naeem, Muhammad Abubakr
6
Wu, Xinyu
6
Xiong, Xiong
6
Yarovaya, Larisa
6
Yousaf, Imran
6
Zhang, Wei
6
Zhang, Yaojie
6
Akhtaruzzaman, Md.
5
Arouri, Mohamed
5
Baumöhl, Eduard
5
Caporale, Guglielmo Maria
5
Chi, Xie
5
Lau, Chi Keung
5
Li, Bin
5
Liu, Jing
5
Luo, Xingguo
5
Narayan, Paresh Kumar
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Economic modelling
Finance research letters
Energy economics
14
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
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International review of financial analysis
2
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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Annals of finance
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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)
10
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1
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10
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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
Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
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
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:
5
Leverage vs. feedback : which Effect drives the oil market?
Aboura, Sofiane
;
Chevallier, Julien
- In:
Finance research letters
10
(
2013
)
3
,
pp. 131-141
Persistent link: https://www.econbiz.de/10010222896
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, Julien
- In:
Economic modelling
27
(
2010
)
3
,
pp. 717-729
Persistent link: https://www.econbiz.de/10003995620
Saved in:
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