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~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
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ECONIS (ZBW)
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1
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
Saved in:
2
Detecting instability in the volatility of carbon prices
Chevallier, Julien
- In:
Energy economics
33
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10009262002
Saved in:
3
A model of carbon price interactions with macroeconomic and energy dynamics
Chevallier, Julien
- In:
Energy economics
33
(
2011
)
6
,
pp. 1295-1312
Persistent link: https://www.econbiz.de/10009510888
Saved in:
4
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:
5
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
Saved in:
6
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
7
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991383
Saved in:
8
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:
9
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
10
"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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