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~person:"Chevallier, Julien"
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Germany"
~subject:"Volatility"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
~type_genre:"Reprint"
~type_genre:"Textbook"
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Börsenkurs
EU countries
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Volatility
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Emissions trading
21
Emissionshandel
21
EU-Staaten
18
Greenhouse gas emissions
16
Treibhausgas-Emissionen
16
Volatilität
14
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11
Rohstoffderivat
11
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commodities
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Chevallier, Julien
Gupta, Rangan
128
Wagner, Joachim
111
Tiwari, Aviral Kumar
88
Apergēs, Nikolaos
80
Bahmani-Oskooee, Mohsen
73
Hammoudeh, Shawkat
71
Gil-Alaña, Luis A.
59
Wohar, Mark E.
58
Caporale, Guglielmo Maria
54
Lee, Chien-chiang
54
Belke, Ansgar
52
Bouri, Elie
52
Ma, Feng
52
Egger, Peter
47
Pierdzioch, Christian
46
McMillan, David G.
45
Zimmermann, Klaus F.
45
Sosvilla-Rivero, Simón
44
Voigt, Stefan
44
Anderson, Kym
42
Hamori, Shigeyuki
42
Mensi, Walid
42
Kang, Sang Hoon
40
Welsch, Heinz
40
Eichengreen, Barry
39
Xuan Vinh Vo
39
Lucey, Brian M.
38
Schnabel, Claus
37
Afonso, António
36
Fritsch, Michael
36
Tol, Richard S. J.
36
Yoon, Seong-min
36
Goel, Rajeev K.
35
Hassan, M. Kabir
35
Ji, Qiang
35
McAleer, Michael
35
Schulenburg, Johann-Matthias von der
35
Böhringer, Christoph
34
Jawadi, Fredj
34
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Energy economics
15
Applied economics letters
5
Applied economics
2
Computational economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Economics letters
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Environmental economics and policy studies
1
International journal of energy, environment, and economics : IJEEE
1
International journal of finance & economics : IJFE
1
International review of applied economics
1
Progress in economics research
1
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ECONIS (ZBW)
35
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1
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:
2
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:
3
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:
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
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
7
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
8
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
9
Commodities risk premia and regional integration in gas-exporting countries
Abid, Ilyes
;
Guesmi, Khaled
;
Goutte, Stéphane
;
Urom, …
- In:
Energy economics
80
(
2019
),
pp. 267-276
Persistent link: https://www.econbiz.de/10012172433
Saved in:
10
A conditional dependence approach to CO2-energy price relationships
Chevallier, Julien
;
Nguyen, Duc Khuong
;
Reboredo, Juan …
- In:
Energy economics
81
(
2019
),
pp. 812-821
Persistent link: https://www.econbiz.de/10012172993
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