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Econometric analysis of carbon markets : the European Union emissions trading scheme and the clean development mechanism
Chevallier, Julien - 2012
Persistent link: https://www.econbiz.de/10009314431
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Variance risk-premia in CO 2 markets
Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
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Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien - In: Applied economics 44 (2012) 31/33, pp. 4257-4274
Persistent link: https://www.econbiz.de/10009713497
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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
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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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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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
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The cross-market indes for volatility surprise
Aboura, Sofiane; Chevallier, Julien - In: The journal of asset management 15 (2014) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10010370072
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Volatility equicorrelation : a cross-market perspective
Aboura, Sofiane; Chevallier, Julien - In: Economics letters 122 (2014) 2, pp. 289-295
Persistent link: https://www.econbiz.de/10010395117
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Cross-market spillovers with "volatility surprise"
Aboura, Sofiane; Chevallier, Julien - In: Review of financial economics : RFE 23 (2014) 4, pp. 194-207
Persistent link: https://www.econbiz.de/10010442564