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Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK

Chevallier, Julien - In: Global business & economics review 12 (2010) 3, pp. 252-265

Persistent link: https://www.econbiz.de/10008695455

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

Bankable emission permits under uncertainty and optimal risk-management rules

Chevallier, Julien; Etner, Johanna; Jouvet, Pierre-André - In: Research in economics : an international review of economics 65 (2011) 4, pp. 332-339

Persistent link: https://www.econbiz.de/10009309004

Self-scheduling of a power generating company : carbon tax considerations

Liu, Sidong; Chevallier, Julien; Zhu, Bangzhu - In: Computers & operations research : and their … 66 (2016), pp. 384-392

Persistent link: https://www.econbiz.de/10011429029

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

A cross-volatility index for hedging the country risk

Aboura, Sofiane; Chevallier, Julien - In: Journal of international financial markets, … 38 (2015), pp. 25-41

Persistent link: https://www.econbiz.de/10011475158

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

Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels

Zhu, Bangzhu; Ye, Shunxin; Wang, Ping; Chevallier, Julien; … - In: Journal of forecasting 41 (2022) 1, pp. 100-117

Persistent link: https://www.econbiz.de/10012796273

Cross-Market Spillovers with ‘Volatility Surprise’

Aboura, Sofiane - 2015

This article adopts the asymmetric DCC with one exogenous variable (ADCCX) model developed by Vargas (2008), by updating the concept of ‘volatility surprise' to capture cross-market relationships. Current methods for measuring spillovers do not focus on volatility interactions, and neglect...

Persistent link: https://www.econbiz.de/10013033099

Understanding the Link between Aggregated Industrial Production and the Carbon Price

Chevallier, Julien - 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/10013079003