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~isPartOf:"Energy economics"
~person:"Asai, Manabu"
~person:"Chevallier, Julien"
~person:"Kalev, Petko S."
~person:"McGee, Robert W."
~subject:"Commodity derivative"
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On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
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2
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
3
"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
Saved in:
4
Information content of the limit order book for crude oil futures price volatility
Tian, Xiao
;
Huu Nhan Duong
;
Kalev, Petko S.
- In:
Energy economics
81
(
2019
),
pp. 584-597
Persistent link: https://www.econbiz.de/10012172873
Saved in:
5
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
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