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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

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

COVID-19 outbreak and CO2 emissions : macro-financial linkages

Chevallier, Julien - In: Journal of risk and financial management : JRFM 14 (2021) 1/12, pp. 1-18

In the Dynamic Conditional Correlation with Mixed Data Sampling (DCC-MIDAS) framework, we scrutinize the correlations between the macro-financial environment and CO2 emissions in the aftermath of the COVID-19 diffusion. The main original idea is that the economy’s lock-down will alleviate part...

Persistent link: https://www.econbiz.de/10012404280

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