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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

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

Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?

Wang, Jiqian; Guo, Xiaozhu; Tan, Xueping; Chevallier, Julien - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437106

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

Nonparametric modeling of carbon prices

Chevallier, Julien - In: Energy economics 33 (2011) 6, pp. 1267-1282

Persistent link: https://www.econbiz.de/10009510901

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

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

Trading, storage, or penalty? : uncovering firms' decision-making behavior in the Shanghai emissions trading scheme : insights from agent-based modeling

Wei, Yigang; Liang, Xin; Xu, Liang; Kou, Gang; … - In: Energy economics 117 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014436406

On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract : Distribution, Dynamics and Forecasting

Chevallier, Julien; Sévi, Benoît - 2017

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 … contract in the European Climate Exchange (ECX), which is valid during Phase II (2008-2012) of the EU ETS. The realized …

Persistent link: https://www.econbiz.de/10014207974