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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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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
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Cross-border systemic risk spillovers in the global oil system : does the oil trade pattern matter?
Zhu, Bo; Liu, Jiahao; Lin, Renda; Chevallier, Julien - In: Energy economics 101 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013161691
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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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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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On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab; Braiek, Sana; Guesmi, Khaled; … - In: Energy economics 80 (2019), pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
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Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Zhu, Bo; Lin, Renda; Deng, Yuanyue; Chen, Pingshe; … - In: Economic modelling 105 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013367151