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~person:"Chevallier, Julien"
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Chevallier, Julien
McAleer, Michael
93
Chang, Chia-Lin
63
Teräsvirta, Timo
40
Ardia, David
32
Gao, Jiti
28
Mittnik, Stefan
27
Medeiros, Marcelo C.
22
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20
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19
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19
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18
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16
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16
Oxley, Les
16
Peng, Bin
16
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15
Rahbek, Anders
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14
Walther, Thomas
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Malik, Farooq
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12
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Siu, Tak Kuen
12
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Dijk, Herman K. van
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11
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11
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11
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10
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10
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10
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1
Understanding the link between aggregated industrial production and the carbon price
Chevallier, Julien
-
HAL
-
2013
This chapter assesses the extent to which economic activity and the carbon price are linked. Carbon price drivers can be mainly related to energy and institutional variables. However, the influence of the macroeconomic environment shall not be undermined. Various approaches exist in the...
Persistent link: https://www.econbiz.de/10010680889
Saved in:
2
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
Saved in:
3
On the realized volatility of the ECX CO2 Emissions 2008 Futures Contract: distribution, dynamics and forecasting
Chevallier, Julien
;
Sévi, Benoît
-
2009
. Finally, the predictive accuracy of the HAR-RV model is tested against
GARCH
specifications using one-step-ahead forecasts …
Persistent link: https://www.econbiz.de/10010279482
Saved in:
4
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
Saved in:
5
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
Chevallier, Julien
;
Sévi, Benoît
-
EconomiX, Université Paris Ouest-Nanterre la Défense …
-
2009
. Finally, the predictive accuracy of the HAR-RV model is tested against
GARCH
specifications using one-step-ahead forecasts …
Persistent link: https://www.econbiz.de/10005078954
Saved in:
6
Options introduction and volatility in the EU ETS
Chevallier, Julien
;
Le Pen, Yannick
;
Sévi, Benoît
-
Chaire d'Économie du Climat, Université …
-
2011
April 2005 to April 2008 to document volatility behavior in the EU ETS. By instrumenting various
GARCH
models, endogenous …
Persistent link: https://www.econbiz.de/10009385714
Saved in:
7
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting
Chevallier, Julien
;
Sévi, Benoît
-
Fondazione ENI Enrico Mattei (FEEM)
-
2009
. Finally, the predictive accuracy of the HAR-RV model is tested against
GARCH
specifications using one-step-ahead forecasts …
Persistent link: https://www.econbiz.de/10008502108
Saved in:
8
Options introduction and volatility in the EU ETS
Chevallier, Julien
;
Pen, Yannick Le
;
Sévi, Benoît
-
EconomiX, Université Paris Ouest-Nanterre la Défense …
-
2009
instrumenting various
GARCH
models, endogenous break tests, and rolling window estimations, our results overall suggest that the …
Persistent link: https://www.econbiz.de/10008479209
Saved in:
9
Options introduction and volatility in the EU ETS
Chevallier, Julien
;
Le Pen, Yannick
;
Sévi, Benoît
- In:
Resource and Energy Economics
33
(
2011
)
4
,
pp. 855-880
April 2005 to April 2008 to document volatility behavior in the EU ETS. By instrumenting various
GARCH
models, endogenous …
Persistent link: https://www.econbiz.de/10010576622
Saved in:
10
Options introduction and volatility in the EU ETS
Chevallier, Julien
;
Le Pen, Yannick
;
Sévi, Benoît
-
Université Paris-Dauphine (Paris IX)
-
2009
instrumenting various
GARCH
models, endogenous break tests, and rolling window estimations, our results overall suggest that the …
Persistent link: https://www.econbiz.de/10010707372
Saved in:
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