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Cross-market index with Factor-DCC
Aboura, Sofiane; Chevallier, Julien - In: Economic modelling 40 (2014), pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
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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
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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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Variance risk-premia in CO 2 markets
Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
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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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Evaluating the carbon-macroeconomy relationship : evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien - In: Economic modelling 28 (2011) 6, pp. 2634-2656
Persistent link: https://www.econbiz.de/10009512487
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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
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Regime changes and fiscal sustainability in Kenya
Irungu, William Nganga; Chevallier, Julien; Ndiritu, S. … - In: Economic modelling 86 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012415008
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Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian; Abid, Ilyes; Guesmi, Khaled; … - In: Economic modelling 93 (2020), pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
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Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
Chevallier, Julien - In: Economic modelling 28 (2011) 1, pp. 557-568
Persistent link: https://www.econbiz.de/10008768682