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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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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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"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
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On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien; Sévi, Benoît - In: Energy economics 34 (2012) 6, pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
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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
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Spéculation et marchés dérivés du pétrole
Chevallier, Julien - In: Revue d'économie financière : revue trimestrielle de … 98/99 (2010), pp. 353-371
Persistent link: https://www.econbiz.de/10008659938
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Price relationships in crude oil futures : new evidence from CFTC disaggregated data
Chevallier, Julien - In: Environmental economics and policy studies 15 (2013) 2, pp. 133-170
Persistent link: https://www.econbiz.de/10009732028