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~isPartOf:"Economic modelling"
~isPartOf:"Managerial finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The energy journal"
~language:"eng"
~language:"tur"
~person:"Chevallier, Julien"
~subject:"Derivat"
~subject:"Emissionshandel"
~subject:"Financial crisis"
~subject:"Spillover-Effekt"
~subject:"Volatility"
~type_genre:"Article in journal"
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Derivat
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Chevallier, Julien
Ma, Feng
7
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6
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6
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Jawadi, Fredj
6
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Economic modelling
Managerial finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The energy journal
Energy economics
14
Research in international business and finance
5
Applied economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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ECONIS (ZBW)
15
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1
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
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
On the CO2 emissions determinants during the EU ETS phases I and II : a plant-level analysis merging the EUTL and platts power data
Chèze, Benoît
;
Chevallier, Julien
;
Berghmans, Nicolas
; …
- In:
The energy journal
41
(
2020
)
4
,
pp. 153-183
Persistent link: https://www.econbiz.de/10012546849
Saved in:
4
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:
5
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
6
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
7
Carbon leakage and competitiveness of cement and steel industries under the EU ETS : much ado about nothing
Branger, Frederic
;
Quirion, Philippe
;
Chevallier, Julien
- In:
The energy journal
37
(
2016
)
3
,
pp. 109-135
Persistent link: https://www.econbiz.de/10011528372
Saved in:
8
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:
9
"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:
10
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:
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