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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
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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
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Der Einfluss von Long-only-Indexfonds auf die Preisbildung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten
Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter; Pies, Ingo - In: Neuere Theorien und Methoden in den Wirtschafts- und …, (pp. 251-265). 2015
Persistent link: https://www.econbiz.de/10011414713
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Towards the identification of cross-commodity relationships in metals markets
Chevallier, Julien; Lelpo, Florian - In: Journal of quantitative economics : official journal of … 12 (2014) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011504426
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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
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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
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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
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"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
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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
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"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