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~subject:"Rohstoffderivat"
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Rohstoffderivat
EU ETS
64
Emissions trading
62
Volatility
62
Emissionshandel
56
Volatilität
52
Greenhouse gas emissions
45
Treibhausgas-Emissionen
45
EU-Staaten
43
EU countries
42
Theorie
37
Theory
37
Capital income
26
Kapitaleinkommen
26
Forecasting
25
Welt
25
World
25
ARCH model
24
ARCH-Modell
24
Börsenkurs
24
Commodity derivative
24
Share price
24
Estimation
22
Schätzung
22
Oil price
19
Ölpreis
18
Aktienmarkt
17
Carbon price
17
Forecasting model
17
Prognoseverfahren
17
Stock market
17
Carbon Price
14
Commodities
14
GARCH
14
Spillover effect
14
Spillover-Effekt
14
China
13
Cointegration
13
Commodity market
13
Financial crisis
13
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Undetermined
7
Free
3
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Article
19
Book / Working Paper
5
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Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
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English
23
French
1
Author
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Chevallier, Julien
24
Ielpo, Florian
7
Sévi, Benoît
3
Aboura, Sofiane
2
Alberola, Emilie
2
Guesmi, Khaled
2
Ma, Feng
2
Urom, Christian
2
Zhu, Bangzhu
2
Abid, Ilyes
1
Bunn, Derek W.
1
Gatumel, Mathieu
1
Goutte, Stéphane
1
Huang, Yisu
1
LePen, Yannick
1
Lelpo, Florian
1
Li, Ziyang
1
Ma, Shujiao
1
Sevi, Benoit
1
Wahab, M. I. M.
1
Wang, Jiqian
1
Wei, Yi-Ming
1
Zhang, Yue-jun
1
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Energy economics
5
Applied economics letters
3
Research in international business and finance
2
The energy journal
2
Economic modelling
1
Environmental economics and policy studies
1
FEEM Working Paper
1
International review of applied economics
1
Journal of forecasting
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Managerial finance
1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
The Wiley Finance Ser
1
Wiley finance
1
Wiley finance series
1
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ECONIS (ZBW)
24
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1
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
Saved in:
2
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
3
Cross-market linkages between commodities, stocks and bonds
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1008-1018
Persistent link: https://www.econbiz.de/10010195986
Saved in:
4
Spéculation et marchés dérivés du pétrole
Chevallier, Julien
- In:
Revue d'économie financière : revue trimestrielle de …
98/99
(
2010
),
pp. 353-371
Persistent link: https://www.econbiz.de/10008659938
Saved in:
5
Price relationships in crude oil futures : new evidence from CFTC disaggregated data
Chevallier, Julien
- In:
Environmental economics and policy studies
15
(
2013
)
2
,
pp. 133-170
Persistent link: https://www.econbiz.de/10009732028
Saved in:
6
Towards the identification of cross-commodity relationships in metals markets
Chevallier, Julien
;
Lelpo, Florian
- In:
Journal of quantitative economics : official journal of …
12
(
2014
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011504426
Saved in:
7
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
Saved in:
8
Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Economic modelling
38
(
2014
),
pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
Saved in:
9
Commodities risk premia and regional integration in gas-exporting countries
Abid, Ilyes
;
Guesmi, Khaled
;
Goutte, Stéphane
;
Urom, …
- In:
Energy economics
80
(
2019
),
pp. 267-276
Persistent link: https://www.econbiz.de/10012172433
Saved in:
10
"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
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