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~person:"Chevallier, Julien"
~subject:"Commodity markets"
~subject:"Finanzmarkt"
~subject:"Korrelation"
~subject:"Oil price"
~subject:"Rentenmarkt"
~subject:"Rohstoffhandel"
~subject:"Schock"
~subject:"Volatilität"
~subject:"Ölpreis"
~type:"article"
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Commodity markets
Finanzmarkt
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Oil price
Rentenmarkt
Rohstoffhandel
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Ölpreis
Commodity market
10
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10
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7
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7
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7
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4
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exchange rates
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1993-2011
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Chevallier, Julien
Ielpo, Florian
7
Uddin, Mohammed Gazi Salah
7
Triantafyllou, Athanasios
6
Bakas, Dimitrios
5
Pradkhan, Elina
5
Prokopczuk, Marcel
5
Benth, Fred Espen
4
Bouri, Elie
4
Handika, Rangga
4
Kang, Sang Hoon
4
Narayan, Paresh Kumar
4
Nguyen, Duc Khuong
4
Tiwari, Aviral Kumar
4
Wohar, Mark E.
4
Zaremba, Adam
4
Bekiros, Stelios
3
Bohl, Martin T.
3
Fan, John Hua
3
Guesmi, Khaled
3
Han, Liyan
3
Hau, Liya
3
Mikutowski, Mateusz
3
Ndubuisi, Gideon Onyewuchi
3
Todorova, Neda
3
Urom, Christian
3
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3
Wen, Fenghua
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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:
2
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
3
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:
4
Cross-market linkages : the case of commodities, bonds, inflation and industrial production
Chevallier, Julien
;
Ielpo, Florian
- In:
The Australian economic review
47
(
2014
)
2
,
pp. 189-198
Persistent link: https://www.econbiz.de/10010463635
Saved in:
5
"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:
6
Twenty years of jumps in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
International review of applied economics
28
(
2014
)
1
,
pp. 64-82
Persistent link: https://www.econbiz.de/10010246726
Saved in:
7
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
8
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
9
Cross-market linkages between commodities, stocks and bonds
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1008-1018
Persistent link: https://www.econbiz.de/10010195986
Saved in:
10
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:
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