Narrow search
Showing 1 - 10 of 62
Cover Image
Carbon futures and macroeconomic risk factors : a view from the EU ETS
Chevallier, Julien - In: Energy economics 31 (2009) 4, pp. 614-625
Persistent link: https://www.econbiz.de/10003867906
Cover Image
Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, Julien - In: Economic modelling 27 (2010) 3, pp. 717-729
Persistent link: https://www.econbiz.de/10003995620
Cover Image
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
Cover Image
Nonparametric modeling of carbon prices
Chevallier, Julien - In: Energy economics 33 (2011) 6, pp. 1267-1282
Persistent link: https://www.econbiz.de/10009510901
Cover Image
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
Cover Image
Recent developments in carbon futures and options markets under the EU ETS
Chevallier, Julien - In: Progress in economics research 24 (2011), pp. 127-140
Persistent link: https://www.econbiz.de/10009512851
Cover Image
Banking and borrowing in the EU ETS : a review of economic modelling, current provisions and prospects for future design
Chevallier, Julien - In: Journal of economic surveys 26 (2012) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10009490032
Cover Image
The impact of nonlinearities for carbon markets analyses
Chevallier, Julien - In: International economics : a journal published by CEPII … 126/127 (2011) 2/3, pp. 131-150
Persistent link: https://www.econbiz.de/10009547651
Cover Image
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
Cover Image
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