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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

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

Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots

Chang, Kai; Chen, Rongda; Chevallier, Julien - In: Energy economics 75 (2018), pp. 249-260

Persistent link: https://www.econbiz.de/10011974318

Carbon futures and macroeconomic risk factors : a view from the EU ETS

Chevallier, Julien - In: Energy economics 31 (2009) 4, pp. 614-625

Persistent link: https://www.econbiz.de/10003867906

Modelling risk premia in CO2 allowances spot and futures prices

Chevallier, Julien - In: Economic modelling 27 (2010) 3, pp. 717-729

Persistent link: https://www.econbiz.de/10003995620

On the realized volatility of the ECX CO2 Emissions 2008 Futures Contract: distribution, dynamics and forecasting

Chevallier, Julien; Sévi, Benoît - 2009

The recent implementation of the EU Emissions Trading Scheme (EU ETS) in January 2005 created new financial risks for emitting firms. To deal with these risks, options are traded since October 2006. Because the EU ETS is a new market, the relevant underlying model for option pricing is still a...