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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

Nonparametric modeling of carbon prices

Chevallier, Julien - In: Energy economics 33 (2011) 6, pp. 1267-1282

Persistent link: https://www.econbiz.de/10009510901

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

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

Variance risk-premia in CO 2 markets

Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605

Persistent link: https://www.econbiz.de/10009731478

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

Macroeconomics, finance, commodities : interactions with carbon markets in a data-rich model

Chevallier, Julien - In: Economic modelling 28 (2011) 1/2, pp. 557-567

Persistent link: https://www.econbiz.de/10009269897

COVID-19 outbreak and CO2 emissions : macro-financial linkages

Chevallier, Julien - In: Journal of risk and financial management : JRFM 14 (2021) 1/12, pp. 1-18

In the Dynamic Conditional Correlation with Mixed Data Sampling (DCC-MIDAS) framework, we scrutinize the correlations between the macro-financial environment and CO2 emissions in the aftermath of the COVID-19 diffusion. The main original idea is that the economy’s lock-down will alleviate part...

Persistent link: https://www.econbiz.de/10012404280

Emissions compliances and carbon prices under the EU ETS : a country specific analysis of industrial sectors

Alberola, Emilie; Chevallier, Julien; Chèze, Benoît - In: Journal of policy modeling : JPMOD ; a social science … 31 (2009) 3, pp. 446-462

Persistent link: https://www.econbiz.de/10003861801

The EU emissions trading scheme : the effects of industrial production and CO 2 emissions on carbon prices

Alberola, Emilie; Chevallier, Julien; Chèze, Benoît - In: International economics : a journal published by CEPII … 116 (2008) 4, pp. 93-125

Persistent link: https://www.econbiz.de/10003862414