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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

Fundamental and financial influences on the co-movement of oil and gas prices

Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228

Persistent link: https://www.econbiz.de/10011661711

Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach

Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012512369

Tail risk and the return-volatility relation

Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29

Persistent link: https://www.econbiz.de/10011983542

Predicting stock market movements with a time-varying consumption-aggregate wealth ratio

Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467

Persistent link: https://www.econbiz.de/10012203261

"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

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

Exchange rate target zones and stock price volatility

Kempa, Bernd; Nelles, Michael; Pierdzioch, Christian - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 297-311

Persistent link: https://www.econbiz.de/10001447130

Stock market volatility - has it increased and should we care?

Döpke, Jörg; Pierdzioch, Christian - In: IFO-Studien : Zeitschrift für empirische … 46 (2000) 3, pp. 301-314

Es wird untersucht, ob die Volatilität der Aktienmärkte im Zeitablauf zugenommen hat. Im Gegensatz zu oft geäußerten Vermutungen ergibt die Schätzung und die Prüfung von Modellen bedingter Varianzen lediglich sehr schwache Hinweise auf eine gestiegene Variabilität der Kurse. Probit...

Persistent link: https://www.econbiz.de/10001543582

Leverage vs. feedback : which Effect drives the oil market?

Aboura, Sofiane; Chevallier, Julien - In: Finance research letters 10 (2013) 3, pp. 131-141

Persistent link: https://www.econbiz.de/10010222896