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~language:"eng"
~language:"tur"
~person:"Chevallier, Julien"
~subject:"EU-Staaten"
~subject:"Financial crisis"
~subject:"Spillover-Effekt"
~subject:"VAR-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
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EU-Staaten
Financial crisis
Spillover-Effekt
VAR-Modell
Volatility
Volatilität
35
Emissions trading
33
Emissionshandel
33
Greenhouse gas emissions
30
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30
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26
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19
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19
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Chevallier, Julien
Gupta, Rangan
243
Bouri, Elie
115
Belke, Ansgar
104
Hammoudeh, Shawkat
102
Tiwari, Aviral Kumar
100
Ma, Feng
94
Apergēs, Nikolaos
92
Gros, Daniel
87
McAleer, Michael
86
Kang, Sang Hoon
85
Xuan Vinh Vo
80
Bahmani-Oskooee, Mohsen
79
Caporale, Guglielmo Maria
78
Eichengreen, Barry
78
De Grauwe, Paul
76
Haan, Jakob de
74
Mensi, Walid
74
Wohar, Mark E.
72
Lucey, Brian M.
66
Aizenman, Joshua
65
Kutan, Ali Mustafa
63
Hamori, Shigeyuki
61
Afonso, António
59
Nguyen, Duc Khuong
58
Pierdzioch, Christian
57
Serletis, Apostolos
57
Jawadi, Fredj
56
McMillan, David G.
56
Sosvilla-Rivero, Simón
56
Yoon, Seong-min
56
Balcilar, Mehmet
54
Corbet, Shaen
54
Bollerslev, Tim
52
Hughes Hallett, Andrew
52
Ji, Qiang
51
Arestis, Philip
50
Demirer, Rıza
50
Gil-Alaña, Luis A.
50
Shahzad, Syed Jawad Hussain
50
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13
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8
Research in international business and finance
5
Applied economics letters
4
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3
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2
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2
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ECONIS (ZBW)
65
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1
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10
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65
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date (oldest first)
1
Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu
;
Wang, Ping
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
Saved in:
2
Trading, storage, or penalty? : uncovering firms' decision-making behavior in the Shanghai emissions trading scheme : insights from agent-based modeling
Wei, Yigang
;
Liang, Xin
;
Xu, Liang
;
Kou, Gang
; …
- In:
Energy economics
117
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014436406
Saved in:
3
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
4
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
5
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method
Huang, Wenyang
;
Wang, Huiwen
;
Qin, Haotong
;
Wei, Yigang
; …
- In:
Energy economics
110
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349896
Saved in:
6
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Ma, Feng
;
Guo, Yangli
;
Chevallier, Julien
;
Huang, Dengshi
- In:
International review of financial analysis
84
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013472723
Saved in:
7
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:
8
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:
9
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:
10
Multilayer information spillover networks analysis of China's financial institutions based on variance decompositions
Wang, Gang-Jin
;
Chen, Yang-Yang
;
Si, Hui-Bin
;
Chi, Xie
; …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 325-347
Persistent link: https://www.econbiz.de/10012692326
Saved in:
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