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~person:"Asai, Manabu"
~person:"Chevallier, Julien"
~person:"McGee, Robert W."
~subject:"Emissionshandel"
~subject:"Markov-Kette"
~type_genre:"Article in journal"
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Asai, Manabu
Chevallier, Julien
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
European carbon prices and banking restrictions : evidence from Phase I (2005-2007)
Alberola, Emilie
;
Chevallier, Julien
- In:
The energy journal
30
(
2009
)
3
,
pp. 51-80
Persistent link: https://www.econbiz.de/10003866009
Saved in:
5
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
Saved in:
6
On the realized volatility of the ECX CO2 emissions 2008 futures contract : distribution, dynamics and forecasting
Chevallier, Julien
;
Sévi, Benoît
- In:
Annals of finance
7
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008840227
Saved in:
7
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
Saved in:
8
Options introduction and volatility in the EU ETS
Chevallier, Julien
;
Le Penn, Yannick
;
Sévi, Benoît
- In:
Resource and energy economics
33
(
2011
)
4
,
pp. 855-880
Persistent link: https://www.econbiz.de/10009525598
Saved in:
9
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
10
Variance risk-premia in CO 2 markets
Chevallier, Julien
- In:
Economic modelling
31
(
2013
),
pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Saved in:
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