Julien Chevallier
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Julien |
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Chevallier |
Identifer
Contact
Affiliations
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Université Paris-Saint-Denis (Paris VIII)
/ Laboratoire d'Économie Dionysien (LED)
Research profile
author of:
- European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) (RePEc:aen:journl:2009v30-03-a03)
by Emilie Alberola & Julien Chevallier - Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing (RePEc:aen:journl:ej37-3-branger)
by Frédéric Branger, Philippe Quirion, Julien Chevallier - Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices (RePEc:aen:journl:ej38-2-bunn)
by Derek Bunn, Julien Chevallier, Yannick Le Pen, and Benoit Sevi - Allocating provincial CO2 quotas for the Chinese national carbon program (RePEc:ags:aareaj:313594)
by Jiang, Minxing & Zhu, Bangzhu & Chevallier, Julien & Xie, Rui - On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (RePEc:ags:feemdp:55834)
by Chevallier, Julien & Benoit, Sevi - A Fear Index to Predict Oil Futures Returns (RePEc:ags:feemer:156489)
by Julien, Chevallier & Sévi, Benoît - Allocating provincial CO2 quotas for the Chinese national carbon program (RePEc:bla:ajarec:v:62:y:2018:i:3:p:457-479)
by Minxing Jiang & Bangzhu Zhu & Julien Chevallier & Rui Xie - Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production (RePEc:bla:ausecr:v:47:y:2014:i:2:p:189-198)
by Julien Chevallier & Florian Ielpo - Banking And Borrowing In The Eu Ets: A Review Of Economic Modelling, Current Provisions And Prospects For Future Design (RePEc:bla:jecsur:v:26:y:2012:i:1:p:157-176)
by Julien Chevallier - The place of gold in the cross-market dependencies (RePEc:bpj:sndecm:v:20:y:2016:i:5:p:567-586:n:3)
by Aboura Sofiane & Chevallier Julien & Jammazi Rania & Tiwari Aviral Kumar - On the estimation of regime-switching Lévy models (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4)
by Chevallier Julien & Goutte Stéphane - Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model (RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3)
by Dhaoui Abderrazak & Chevallier Julien & Ma Feng - Options introduction and volatility in the EU ETS (RePEc:cec:wpaper:1107)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - Air traffic energy efficiency differs from place to place: new results from a macro-level approach (RePEc:cec:wpaper:1205)
by Benoit Cheze & Pascal Gastineau & Julien Chevallier - Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? (RePEc:cec:wpaper:1207)
by Benoit Cheze & Julien Chevallier & Pascal Gastineau - The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices (RePEc:cii:cepiei:2008-4td)
by Emilic Alberola & Julien Chevallier & Benoit Cheze - Economic Consequences of Permits Allocation Rules (RePEc:cii:cepiei:2009-4td)
by Julien Chevallier & Pierre-Andre Jouvet & Philippe Michel & Gilles Rotillon - The impact of nonlinearities for carbon markets analyses (RePEc:cii:cepiie:2011-q2-3-126-127-8)
by Julien Chevallier - Air traffic energy efficiency differs from place to place: New results from a macro-level approach (RePEc:cii:cepiie:2011-q2-3-126-127-9)
by Benoît Chèze & Pascal Gastineau & Julien Chevallier - A differential game of intertemporal emissions trading with market power (RePEc:drm:wpaper:2007-18)
by Julien Pierre Chevallier - European carbon prices and banking restrictions: evidence from phase I (2005-2007) (RePEc:drm:wpaper:2007-32)
by Emilie Alberola & Julien Pierre Chevallier - European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production (RePEc:drm:wpaper:2007-33)
by Emilie Alberola & Julien Pierre Chevallier & Benoît Chèze - The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices (RePEc:drm:wpaper:2008-12)
by Emilie Alberola & Benoît Chèze & Julien Chevallier - Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence (RePEc:drm:wpaper:2008-25)
by Julien Chevallier & Johanna Etner & Pierre-André Jouvet - On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (RePEc:drm:wpaper:2009-24)
by Julien Chevallier & Benoît Sévi - Options introduction and volatility in the EU ETS (RePEc:drm:wpaper:2009-33)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - On the volatility-volume relationship in energy futures markets using intraday data (RePEc:drm:wpaper:2011-16)
by Julien Chevallier & Benoît Sévi - Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? (RePEc:drm:wpaper:2012-35)
by Benoît Chèze & Julien Chevallier & Pascal Gastineau - Cross-Market Spillovers with ‘Volatility Surprise’ (RePEc:drm:wpaper:2014-46)
by Sofiane Aboura & Julien Chevallier - Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon (RePEc:ebl:ecbull:eb-08q00014)
by Julien Chevallier - A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices (RePEc:ebl:ecbull:eb-09-00717)
by Julien Chevallier - EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis (RePEc:ebl:ecbull:eb-10-00037)
by Julien Chevallier - Volatility forecasting of carbon prices using factor models (RePEc:ebl:ecbull:eb-10-00104)
by Julien Chevallier - Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model (RePEc:ebl:ecbull:eb-10-00628)
by Julien Chevallier - Wavelet packet transforms analysis applied to carbon prices (RePEc:ebl:ecbull:eb-11-00273)
by Julien Chevallier - EUAs and CERs: Interactions in a Markov regime-switching environment (RePEc:ebl:ecbull:eb-11-00422)
by Julien Chevallier - Cointegration between carbon spot and futures prices: from linear to nonlinear modeling (RePEc:ebl:ecbull:eb-11-00808)
by Julien Chevallier - Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism (RePEc:ebl:ecbull:eb-11-00851)
by Julien Chevallier - Common risk factors in commodities (RePEc:ebl:ecbull:eb-12-00894)
by Julien Chevallier & Florian Ielpo & Ling-Ni Boon - Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach (RePEc:eee:appene:v:233-234:y:2019:i::p:196-207)
by Zhu, Bangzhu & Ye, Shunxin & Jiang, Minxing & Wang, Ping & Wu, Zhanchi & Xie, Rui & Chevallier, Julien & Wei, Yi-Ming - Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises (RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406)
by Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien - Modelling risk premia in CO2 allowances spot and futures prices (RePEc:eee:ecmode:v:27:y:2010:i:3:p:717-729)
by Chevallier, Julien - Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model (RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:557-567)
by Chevallier, Julien - Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model (RePEc:eee:ecmode:v:28:y:2011:i:1:p:557-567)
by Chevallier, Julien - Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656)
by Chevallier, Julien - Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis (RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973)
by Chevallier, Julien - Variance risk-premia in CO2 markets (RePEc:eee:ecmode:v:31:y:2013:i:c:p:598-605)
by Chevallier, Julien - Modelling the dynamics of European carbon futures price: A Zipf analysis (RePEc:eee:ecmode:v:38:y:2014:i:c:p:372-380)
by Zhu, Bangzhu & Ma, Shujiao & Chevallier, Julien & Wei, Yiming - Cross-market index with Factor-DCC (RePEc:eee:ecmode:v:40:y:2014:i:c:p:158-166)
by Aboura, Sofiane & Chevallier, Julien - Regime changes and fiscal sustainability in Kenya (RePEc:eee:ecmode:v:86:y:2020:i:c:p:1-9)
by Irungu, William Nganga & Chevallier, Julien & Ndiritu, Simon Wagura - Quantile spillovers and dependence between Bitcoin, equities and strategic commodities (RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258)
by Urom, Christian & Abid, Ilyes & Guesmi, Khaled & Chevallier, Julien - Can China achieve its carbon intensity target by 2020 while sustaining economic growth? (RePEc:eee:ecolec:v:119:y:2015:i:c:p:209-216)
by Zhu, Bangzhu & Wang, Kefan & Chevallier, Julien & Wang, Ping & Wei, Yi-Ming - Volatility equicorrelation: A cross-market perspective (RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295)
by Aboura, Sofiane & Chevallier, Julien - Local Gaussian correlations in financial and commodity markets (RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323)
by Nguyen, Quynh Nga & Aboura, Sofiane & Chevallier, Julien & Zhang, Lyuyuan & Zhu, Bangzhu - Market integration and financial linkages among stock markets in Pacific Basin countries (RePEc:eee:empfin:v:46:y:2018:i:c:p:77-92)
by Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah - Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? (RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942)
by Zhu, Bo & Liu, Jiahao & Lin, Renda & Chevallier, Julien - Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method (RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322002171)
by Huang, Wenyang & Wang, Huiwen & Qin, Haotong & Wei, Yigang & Chevallier, Julien - Emission trading, induced innovation and firm performance (RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003115)
by Ren, Shenggang & Yang, Xuanyu & Hu, Yucai & Chevallier, Julien - Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? (RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485)
by Wang, Jiqian & Guo, Xiaozhu & Tan, Xueping & Chevallier, Julien & Ma, Feng - Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling (RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005928)
by Wei, Yigang & Liang, Xin & Xu, Liang & Kou, Gang & Chevallier, Julien - Carbon futures and macroeconomic risk factors: A view from the EU ETS (RePEc:eee:eneeco:v:31:y:2009:i:4:p:614-625)
by Chevallier, Julien - Detecting instability in the volatility of carbon prices (RePEc:eee:eneeco:v:33:y:2011:i:1:p:99-110)
by Chevallier, Julien - Nonparametric modeling of carbon prices (RePEc:eee:eneeco:v:33:y:2011:i:6:p:1267-1282)
by Chevallier, Julien - A model of carbon price interactions with macroeconomic and energy dynamics (RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312)
by Chevallier, Julien - On the volatility–volume relationship in energy futures markets using intraday data (RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909)
by Chevallier, Julien & Sévi, Benoît - “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets (RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239)
by Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled - Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots (RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260)
by Chang, Kai & Chen, Rongda & Chevallier, Julien - Commodities risk premia and regional integration in gas-exporting countries (RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276)
by Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien - On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model (RePEc:eee:eneeco:v:80:y:2019:i:c:p:876-889)
by Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien - A conditional dependence approach to CO2-energy price relationships (RePEc:eee:eneeco:v:81:y:2019:i:c:p:812-821)
by Chevallier, Julien & Khuong Nguyen, Duc & Carlos Reboredo, Juan - A dynamic conditional regime-switching GARCH CAPM for energy and financial markets (RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930372x)
by Urom, Christian & Chevallier, Julien & Zhu, Bangzhu - Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach (RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300797)
by Li, Yan & Chevallier, Julien & Wei, Yigang & Li, Jing - Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence (RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371)
by Wang, Jiqian & Huang, Yisu & Ma, Feng & Chevallier, Julien - Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 (RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322)
by Zhu, Bangzhu & Han, Dong & Chevallier, Julien & Wei, Yi-Ming - On the road to China's 2020 carbon intensity target from the perspective of “double control” (RePEc:eee:enepol:v:119:y:2018:i:c:p:377-387)
by Zhu, Bangzhu & Jiang, Minxing & Wang, Kefan & Chevallier, Julien & Wang, Ping & Wei, Yi-Ming - Allocating CO2 allowances to emitters in China: A multi-objective decision approach (RePEc:eee:enepol:v:121:y:2018:i:c:p:441-451)
by Zhu, Bangzhu & Jiang, Mingxing & He, Kaijian & Chevallier, Julien & Xie, Rui - An intertemporal carbon emissions trading system with cap adjustment and path control (RePEc:eee:enepol:v:122:y:2018:i:c:p:152-161)
by Jiang, Minxing & Zhu, Bangzhu & Wei, Yi-Ming & Chevallier, Julien & He, Kaijian - Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints (RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307667)
by Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled - Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? (RePEc:eee:enepol:v:170:y:2022:i:c:s0301421522004712)
by Hu, Yucai & Li, Ranran & Du, Lei & Ren, Shenggang & Chevallier, Julien - Price drivers and structural breaks in European carbon prices 2005-2007 (RePEc:eee:enepol:v:36:y:2008:i:2:p:787-797)
by Alberola, Emilie & Chevallier, Julien & Cheze, Benoi^t - Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event (RePEc:eee:enepol:v:37:y:2009:i:1:p:15-28)
by Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic - The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis (RePEc:eee:enepol:v:38:y:2010:i:8:p:3910-3921)
by Chevallier, Julien - EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread (RePEc:eee:enepol:v:39:y:2011:i:3:p:1056-1069)
by Mansanet-Bataller, Maria & Chevallier, Julien & Hervé-Mignucci, Morgan & Alberola, Emilie - Forecasting world and regional aviation jet fuel demands to the mid-term (2025) (RePEc:eee:enepol:v:39:y:2011:i:9:p:5147-5158)
by Chèze, Benoît & Gastineau, Pascal & Chevallier, Julien - Cross-market volatility index with Factor-DCC (RePEc:eee:finana:v:42:y:2015:i:c:p:132-140)
by Aboura, Sofiane & Chevallier, Julien - A new weighting-scheme for equity indexes (RePEc:eee:finana:v:54:y:2017:i:c:p:159-175)
by Aboura, Sofiane & Chevallier, Julien - Macroeconomic attention, economic policy uncertainty, and stock volatility predictability (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002897)
by Ma, Feng & Guo, Yangli & Chevallier, Julien & Huang, Dengshi - Leverage vs. feedback: Which Effect drives the oil market? (RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141)
by Aboura, Sofiane & Chevallier, Julien - Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models (RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x)
by Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Chevallier, Julien - Time domain and frequency domain Granger causality networks: Application to China’s financial institutions (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311419)
by Wang, Gang-Jin & Si, Hui-Bin & Chen, Yang-Yang & Xie, Chi & Chevallier, Julien - Stock market return predictability revisited: Evidence from a new index constructing the oil market (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003300)
by Chen, Wang & Chevallier, Julien & Wang, Jiqian & Zhong, Juandan - A cross-volatility index for hedging the country risk (RePEc:eee:intfin:v:38:y:2015:i:c:p:25-41)
by Aboura, Sofiane & Chevallier, Julien - Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors (RePEc:eee:jpolmo:v:31:y:2009:i:3:p:446-462)
by Alberola, Emilie & Chevallier, Julien & Chèze, Benoît - Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory (RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719304921)
by Nguyen, Quynh Nga & Bedoui, Rihab & Majdoub, Najemeddine & Guesmi, Khaled & Chevallier, Julien - Geographical diversification with a World Volatility Index (RePEc:eee:mulfin:v:30:y:2015:i:c:p:62-82)
by Aboura, Sofiane & Chevallier, Julien - Bankable emission permits under uncertainty and optimal risk-management rules (RePEc:eee:reecon:v:65:y:2011:i:4:p:332-339)
by Chevallier, Julien & Etner, Johanna & Jouvet, Pierre-André - Options introduction and volatility in the EU ETS (RePEc:eee:resene:v:33:y:2011:i:4:p:855-880)
by Chevallier, Julien & Le Pen, Yannick & Sévi, Benoît - Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions (RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347)
by Wang, Gang-Jin & Chen, Yang-Yang & Si, Hui-Bin & Xie, Chi & Chevallier, Julien - Cross-market spillovers with ‘volatility surprise’ (RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207)
by Aboura, Sofiane & Chevallier, Julien - Volatility returns with vengeance: Financial markets vs. commodities (RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354)
by Aboura, Sofiane & Chevallier, Julien - Spikes and crashes in the oil market (RePEc:eee:riibaf:v:36:y:2016:i:c:p:615-623)
by Aboura, Sofiane & Chevallier, Julien - Investigating the leverage effect in commodity markets with a recursive estimation approach (RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778)
by Chevallier, Julien & Ielpo, Florian - Oil vs. gasoline: The dark side of volatility and taxation (RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989)
by Aboura, Sofiane & Chevallier, Julien - Tail risk and the return-volatility relation (RePEc:eee:riibaf:v:46:y:2018:i:c:p:16-29)
by Aboura, Sofiane & Chevallier, Julien - On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region (RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309387)
by Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Chevallier, Julien - Mean-field limit of generalized Hawkes processes (RePEc:eee:spapps:v:127:y:2017:i:12:p:3870-3912)
by Chevallier, Julien - Supply-side structural effects of air pollutant emissions in China: A comparative analysis (RePEc:eee:streco:v:46:y:2018:i:c:p:89-95)
by Xie, Rui & Wang, Fangfang & Chevallier, Julien & Zhu, Bangzhu & Zhao, Guomei - Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey (RePEc:eee:streco:v:60:y:2022:i:c:p:344-352)
by Huang, Liqing & Zhu, Bangzhu & Wang, Ping & Chevallier, Julien - The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis (RePEc:eee:tefoso:v:112:y:2016:i:c:p:220-227)
by Zhang, Yue-Jun & Jin, Yan-Lin & Chevallier, Julien & Shen, Bo - Carbon trading: past, present and future (RePEc:elg:eechap:14429_21)
by Julien Chevallier - At the crossroads: can China grow in a low-carbon way? (RePEc:elg:eechap:14429_31)
by Julien Chevallier - Portfolio allocation across variance risk premia (RePEc:eme:jrf000:jrf-06-2019-0107)
by Julien Chevallier & Dinh-Tri Vo - Portfolio allocation across variance risk premia (RePEc:eme:jrfpps:jrf-06-2019-0107)
by Julien Chevallier & Dinh-Tri Vo - “Time series momentum” in commodity markets (RePEc:eme:mf0000:mf-11-2013-0322)
by Julien Chevallier & Florian Ielpo - Unknown item RePEc:eme:mfipps:v:40:y:2014:i:7:p:662-680 (article)
- On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (RePEc:fem:femwpa:2009.113)
by Julien Chevallier & Benoît Sévi - A Fear Index to Predict Oil Futures Returns (RePEc:fem:femwpa:2013.62)
by Julien Chevallier & Benoît Sévi - Is It Possible to Forecast the Price of Bitcoin? (RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101)
by Julien Chevallier & Dominique Guégan & Stéphane Goutte - COVID-19 Pandemic and Financial Contagion (RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:309-:d:455854)
by Julien Chevallier - Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices (RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:69-:d:344482)
by Abdullah Alqahtani & Julien Chevallier - COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages (RePEc:gam:jjrfmx:v:14:y:2020:i:1:p:12-:d:469632)
by Julien Chevallier - European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) (RePEc:hal:cesptp:hal-00649923)
by Emilie Alberola & Julien Chevallier - Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price (RePEc:hal:cesptp:hal-00649925)
by Emilie Alberola & Julien Chevallier & Benoît Chèze - EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread (RePEc:hal:cesptp:hal-00991939)
by Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci & Emilie Alberola - The Economics of Commodity Markets (RePEc:hal:cesptp:hal-02879507)
by Julien Chevallier & Florian Ielpo - EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread (RePEc:hal:journl:hal-00575614)
by Emilie Alberola & Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci - European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) (RePEc:hal:journl:hal-00649923)
by Emilie Alberola & Julien Chevallier - Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price (RePEc:hal:journl:hal-00649925)
by Emilie Alberola & Julien Chevallier & Benoît Chèze - Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models (RePEc:hal:journl:hal-00716634)
by Julien Chevallier - On the volatility-volume relationship in energy futures markets using intraday data (RePEc:hal:journl:hal-00988926)
by Julien Chevallier & Benoît Sévi - Forecasting world and regional aviation jet fuel demands to the mid-term (2025) (RePEc:hal:journl:hal-00990189)
by Benoît Cheze & Pascal Gastineau & Julien Chevallier - Options introduction and volatility in the EU ETS (RePEc:hal:journl:hal-00991848)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models (RePEc:hal:journl:hal-00991899)
by Julien Chevallier - EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread (RePEc:hal:journl:hal-00991939)
by Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci & Emilie Alberola - Detecting Instability in the Volatility of Carbon Prices (RePEc:hal:journl:hal-00991957)
by Julien Chevallier - Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model (RePEc:hal:journl:hal-00991961)
by Julien Chevallier - Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets (RePEc:hal:journl:hal-01275634)
by Sofiane Aboura & Julien Chevallier - Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing (RePEc:hal:journl:hal-01425095)
by Frédéric Branger & P. Quirion & Julien Chevallier - A fear index to predict oil futures returns (RePEc:hal:journl:hal-01463111)
by Julien Chevallier & Benoît Sévi - On the Stochastic Properties of Carbon Futures Prices (RePEc:hal:journl:hal-01474249)
by Julien Chevallier & Benoît Sévi - A cross-volatility index for hedging the country risk (RePEc:hal:journl:hal-01529742)
by Sofiane Aboura & Julien Chevallier - Volatility returns with vengeance: Financial markets vs. commodities (RePEc:hal:journl:hal-01529747)
by Sofiane Aboura & Julien Chevallier - Geographical Diversification with a World Volatility Index (RePEc:hal:journl:hal-01529755)
by Julien Chevallier & Sofiane Aboura - Cross-Market Spillovers with 'Volatility Surprise' (RePEc:hal:journl:hal-01529770)
by Sofiane Aboura & Julien Chevallier - Cross-market index with Factor-DCC (RePEc:hal:journl:hal-01531234)
by Julien Chevallier & Sofiane Aboura - Volatility equicorrelation: A cross-market perspective (RePEc:hal:journl:hal-01531237)
by Julien Chevallier & Sofiane Aboura - The cross-market index for volatility surprise (RePEc:hal:journl:hal-01531250)
by Sofiane Aboura & Julien Chevallier - Leverage vs. Feedback: Which Effect Drives the Oil Market ? (RePEc:hal:journl:hal-01531283)
by Julien Chevallier & Sofiane Aboura - Fundamental and Financial Influences on the Co-movement of Oil and Gas prices (RePEc:hal:journl:hal-01619890)
by Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi - Oil Price Risk and Financial Contagion (RePEc:hal:journl:hal-02314038)
by Khaled Guesmi & Ilyes Abid & Anna Creti & Julien Chevallier - On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data
[Sur les déterminants des émissions de CO2 durant les phases I et (RePEc:hal:journl:hal-02379553)
by Benoît Chèze & Julien Chevallier & Nicolas Berghmans & Emilie Alberola - Can China achieve its carbon intensity target by 2020 while sustaining economic growth? (RePEc:hal:journl:hal-02875959)
by Zhu, Bangzhu & Wang, Kefan & Julien Chevallier & Ping Wang & Yi-Ming Wei - Pricing and Forecasting Carbon Markets: Models and Empirical Analyses (RePEc:hal:journl:hal-02879366)
by Zhu Bangzhu & Julien Chevallier - The Economics of Commodity Markets (RePEc:hal:journl:hal-02879507)
by Julien Chevallier & Florian Ielpo - Statistical Method to Estimate Regime-Switching Levy Model (RePEc:hal:journl:hal-02880598)
by Julien Chevallier & Stéphane Goutte - The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market (RePEc:hal:journl:halshs-00458991)
by Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci & Emilie Alberola - Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism (RePEc:hal:journl:halshs-00642336)
by Julien Chevallier - Understanding the link between aggregated industrial production and the carbon price (RePEc:hal:journl:halshs-00846340)
by Julien Chevallier - Oil vs. gasoline: The dark side of volatility and taxation (RePEc:hal:journl:halshs-01348705)
by Sofiane Aboura & Julien Chevallier - Spikes and crashes in the oil market (RePEc:hal:journl:halshs-01348711)
by Sofiane Aboura & Julien Chevallier - Cross-market volatility index with Factor-DCC (RePEc:hal:journl:halshs-01348723)
by Sofiane Aboura & Julien Chevallier - Commodities risk premia and regional integration in gas-exporting countries (RePEc:hal:journl:halshs-02148921)
by Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier - Mean-Reverting Lévy Jump Dynamics in the European Power Sector (RePEc:hal:journl:halshs-02157475)
by Julien Chevallier & Stéphane Goutte - Financial Mathematics, Volatility and Covariance Modelling (RePEc:hal:journl:halshs-02183052)
by Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier - International Financial Markets (RePEc:hal:journl:halshs-02183053)
by Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier - Options introduction and volatility in the EU ETS (RePEc:hal:wpaper:hal-00419339)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - Detecting jumps and regime-switches in international stock markets returns (RePEc:hal:wpaper:hal-01090833)
by Julien Chevallier & Stéphane Goutte - Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology (RePEc:hal:wpaper:hal-02474644)
by Benoit Chèze & Pascal Gastineau & Julien Chevallier - Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? (RePEc:hal:wpaper:hal-02489656)
by Benoit Chèze & Julien Chevallier & Pascal Gastineau - Forecasting air traffic and corresponding jet-fuel demande until 2025 (RePEc:hal:wpaper:hal-02489878)
by Benoit Chèze & Pascal Gastineau & Julien Chevallier - On the CO2 emissions determinants during the EU ETS Phases I and II : a plant-level analysis merging the EUTL and Platts power data (RePEc:hal:wpaper:hal-03190419)
by Benoit Chèze & Julien Chevallier & Nicolas Berghmans & Emilie Alberola - Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power (RePEc:hal:wpaper:halshs-00124713)
by Julien Chevallier - On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (RePEc:hal:wpaper:halshs-00387286)
by Julien Chevallier & Benoît Sévi - Re-examining the concept of sustainable development in light of climate change (RePEc:hal:wpaper:halshs-00388069)
by Julien Chevallier - Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market (RePEc:hal:wpaper:halshs-00388071)
by Julien Chevallier & Emilie Alberola - Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model (RePEc:hal:wpaper:halshs-00388207)
by Julien Chevallier - The EU ETS: CO2 prices drivers during the learning experience (2005-2007) (RePEc:hal:wpaper:halshs-00389916)
by Emilie Alberola & Julien Chevallier & Benoît Chèze - Emissions Trading: What Makes It Work? (RePEc:hal:wpaper:halshs-00401725)
by Julien Chevallier - Options Introduction and Volatility in the EU ETS (RePEc:hal:wpaper:halshs-00405709)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - Energy Risk Management with Carbon Assets (RePEc:hal:wpaper:halshs-00410059)
by Julien Chevallier - Les déterminants du prix du carbone sur le marché européen des quotas (RePEc:hal:wpaper:halshs-00422653)
by Emilie Alberola & Julien Chevallier - Price relationships in the EU emissions trading system (RePEc:hal:wpaper:halshs-00458728)
by Julien Chevallier - The European carbon market (2005-2007): banking, pricing and risk-hedging strategies (RePEc:hal:wpaper:halshs-00458787)
by Julien Chevallier - Spéculation et marchés dérivés du pétrole (RePEc:hal:wpaper:halshs-00458916)
by Julien Chevallier - Etudes économétriques récentes réalisées à partir des données de la CFTC (RePEc:hal:wpaper:halshs-00458917)
by Julien Chevallier - Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis (RePEc:hal:wpaper:halshs-00459140)
by Julien Chevallier - Modelling the convenience yield in carbon prices using daily and realized measures (RePEc:hal:wpaper:halshs-00463921)
by Julien Chevallier - Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK (RePEc:hal:wpaper:halshs-00465621)
by Julien Chevallier - Carbon Price Drivers: An Updated Literature Review (RePEc:hal:wpaper:halshs-00586513)
by Julien Chevallier - Leverage vs. Feedback: Which Effect Drives the Oil Market? (RePEc:hal:wpaper:halshs-00720156)
by Sofiane Aboura & Julien Chevallier - On the Stochastic Properties of Carbon Futures Prices (RePEc:hal:wpaper:halshs-00720166)
by Julien Chevallier & Benoît Sévi - Cross-Market Spillovers with 'Volatility Surprise' (RePEc:hal:wpaper:halshs-01052488)
by Sofiane Aboura & Julien Chevallier - Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries (RePEc:hal:wpaper:halshs-01941226)
by William Nganga & Julien Chevallier & Simon Ndiritu - Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints (RePEc:hal:wpaper:halshs-02106113)
by Julien Chevallier & Stéphane Goutte & Khaled Guesmi - Primary balance dynamics and public debt sustainability in Kenya (RePEc:hal:wpaper:halshs-02120613)
by William Ng'Ang'A & Julien Chevallier & Simon Ndiritu - On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps (RePEc:hal:wpaper:halshs-02120636)
by Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi - Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models (RePEc:hal:wpaper:halshs-02156495)
by William Ng'Ang'A & Julien Chevallier & Simon Ndiritu - Study of the dynamic of Bitcoin's price (RePEc:hal:wpaper:halshs-02175669)
by Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi - Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK (RePEc:ids:gbusec:v:12:y:2010:i:3:p:252-265)
by Julien Chevallier - Energy risk management with carbon assets (RePEc:ids:ijgeni:v:32:y:2009:i:4:p:328-349)
by Julien Chevallier - CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model (RePEc:ids:ijgeni:v:35:y:2011:i:2/3/4:p:178-214)
by Emeric Lujan & Erik Delarue & Julien Chevallier & William D'haeseleer; - A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) (RePEc:ids:ijgeni:v:35:y:2012:i:5:p:311-331)
by Julien Chevallier & Erik Delarue & Emeric Lujan & William D'haeseleer; - Forecasting the density of returns in crude oil futures markets (RePEc:ids:ijgeni:v:38:y:2015:i:4/5/6:p:201-231)
by Julien Chevallier - Unknown item RePEc:igg:jal000:v:4:y:2013:i:4:p:1-7 (article)
- Modeling the dynamics of European carbon futures price: a Zipf analysis (RePEc:ipg:wpaper:2014-155)
by Bangzhu Zhu & Shujiao Ma & Julien Chevallier & Yiming Wei - Carbon price analysis using empirical mode decomposition (RePEc:ipg:wpaper:2014-156)
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei - The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process (RePEc:ipg:wpaper:2014-285)
by Julien Chevallier & Stéphane Goutte - A fear index to predict oil futures returns (RePEc:ipg:wpaper:2014-333)
by Julien Chevallier & Benoit Sevi - An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting (RePEc:ipg:wpaper:2016-004)
by Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi-Ming Wei - Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries (RePEc:ipg:wpaper:2017-005)
by Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin - Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors (RePEc:ipg:wpaper:2017-006)
by Hao Xiao & Shuquan Li & Julien Chevallier & Bangzhu Zhu - Allocating Provincial CO2 Quotas for the Chinese National Carbon Program (RePEc:ipg:wpaper:2018-010)
by Minxing Jiang & Bangzhu Zhu & Julien Chevallier & Rui Xie - Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China (RePEc:ipg:wpaper:2019-010)
by Bangzhu Zhu & Runzhi Pang & Julien Chevallier & Yi-Ming Wei & Dinh-Tri Vo - Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries (RePEc:ipg:wpaper:2020-011)
by William Nganga Irungu & Julien Chevallier & Simon Wagura Ndiritu - Covid-19 Pandemic and Financial Contagion (RePEc:ipg:wpaper:2021-001)
by Julien Chevallier - Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages (RePEc:ipg:wpaper:2021-004)
by Julien Chevallier - Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (RePEc:kap:annfin:v:18:y:2022:i:2:d:10.1007_s10436-021-00399-z)
by Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier - On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting (RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29)
by Julien Chevallier & Benoît Sévi - Carbon Price Analysis Using Empirical Mode Decomposition (RePEc:kap:compec:v:45:y:2015:i:2:p:195-206)
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei - Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market (RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9664-x)
by Bangzhu Zhu & Shujiao Ma & Rui Xie & Julien Chevallier & Yi-Ming Wei - Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market (RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9679-3)
by Bangzhu Zhu & Shujiao Ma & Rui Xie & Julien Chevallier & Yi-Ming Wei - Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms (RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09966-z)
by Julien Chevallier & Bangzhu Zhu & Lyuyuan Zhang - On the Stochastic Properties of Carbon Futures Prices (RePEc:kap:enreec:v:58:y:2014:i:1:p:127-153)
by Julien Chevallier & Benoît Sévi - The cross-market index for volatility surprise (RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.5)
by Sofiane Aboura & Julien Chevallier - Spéculation et marchés dérivés du pétrole (RePEc:prs:recofi:ecofi_0987-3368_2010_num_98_3_5801)
by Julien Chevallier - Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching (RePEc:spr:annopr:v:255:y:2017:i:1:d:10.1007_s10479-015-1967-5)
by Julien Chevallier & Stéphane Goutte - Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2982-0)
by Bangzhu Zhu & Shunxin Ye & Kaijian He & Julien Chevallier & Rui Xie - Price relationships in crude oil futures: new evidence from CFTC disaggregated data (RePEc:spr:envpol:v:15:y:2013:i:2:p:133-170)
by Julien Chevallier - Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China (RePEc:spr:eujhec:v:20:y:2019:i:4:d:10.1007_s10198-018-1012-0)
by Bangzhu Zhu & Runzhi Pang & Julien Chevallier & Yi-Ming Wei & Dinh-Tri Vo - Pricing and Forecasting Carbon Markets (RePEc:spr:sprbok:978-3-319-57618-3)
by Bangzhu Zhu & Julien Chevallier - Econometric Analysis of Carbon Markets (RePEc:spr:sprbok:978-94-007-2412-9)
by Julien Chevallier - Cross-market linkages between commodities, stocks and bonds (RePEc:taf:apeclt:v:20:y:2013:i:10:p:1008-1018)
by Julien Chevallier & Florian Ielpo - Volatility spillovers in commodity markets (RePEc:taf:apeclt:v:20:y:2013:i:13:p:1211-1227)
by Julien Chevallier & Florian Ielpo - Understanding momentum in commodity markets (RePEc:taf:apeclt:v:20:y:2013:i:15:p:1383-1402)
by Julien Chevallier & Mathieu Gatumel & Florian Ielpo - An equicorrelation measure for equity, bond, foreign exchange and commodity returns (RePEc:taf:apeclt:v:20:y:2013:i:18:p:1618-1624)
by Sofiane Aboura & Julien Chevallier - Detecting jumps and regime switches in international stock markets returns (RePEc:taf:apeclt:v:22:y:2015:i:13:p:1011-1019)
by Julien Chevallier & St�phane Goutte - Examining the structural changes of European carbon futures price 2005-2012 (RePEc:taf:apeclt:v:22:y:2015:i:5:p:335-342)
by Bangzhu Zhu & Julien Chevallier & Shujiao Ma & Yiming Wei - Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models (RePEc:taf:applec:44:y:2012:i:32:p:4257-4274)
by Julien Chevallier - Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets (RePEc:taf:applec:v:47:y:2015:i:47:p:5013-5033)
by Sofiane Aboura & Julien Chevallier - Cross-country performance of Lévy regime-switching models for stock markets (RePEc:taf:applec:v:49:y:2017:i:2:p:111-137)
by Julien Chevallier & Stéphane Goutte - Twenty years of jumps in commodity markets (RePEc:taf:irapec:v:28:y:2014:i:1:p:64-82)
by Julien Chevallier & Florian Ielpo - Capital–energy substitution in China: regional differences and dynamic evolution (RePEc:taf:pocoec:v:28:y:2016:i:4:p:421-435)
by Haishu Qiao & Ying Li & Julien Chevallier & Bangzhu Zhu - Commodity markets through the business cycle (RePEc:taf:quantf:v:14:y:2014:i:9:p:1597-1618)
by Julien Chevallier & Mathieu Gatumel & Florian Ielpo - Enriching the VaR framework to EEMD with an application to the European carbon market (RePEc:wly:ijfiec:v:23:y:2018:i:3:p:315-328)
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yi‐Ming Wei & Rui Xie - An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting (RePEc:wly:jforec:v:35:y:2016:i:7:p:633-651)
by Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi‐Ming Wei - Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models (RePEc:wly:jforec:v:40:y:2021:i:6:p:1070-1085)
by Feng Ma & Xinjie Lu & Lu Wang & Julien Chevallier - Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels (RePEc:wly:jforec:v:41:y:2022:i:1:p:100-117)
by Bangzhu Zhu & Shunxin Ye & Ping Wang & Julien Chevallier & Yi‐Ming Wei - A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information (RePEc:wly:jforec:v:42:y:2023:i:1:p:60-75)
by Feng Ma & M. I. M. Wahab & Julien Chevallier & Ziyang Li - Cross‐market spillovers with ‘volatility surprise’ (RePEc:wly:revfec:v:23:y:2014:i:4:p:194-207)
by Sofiane Aboura & Julien Chevallier - Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management (RePEc:wsi:wschap:9789813236653_0011)
by Julien Chevallier - Mean-Reverting Lévy Jump Dynamics in the European Power Sector (RePEc:wsi:wschap:9789814641814_0013)
by Julien Chevallier & Stéphane Goutte - Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models (RePEc:zbw:ifwedp:201940)
by Ng'ang'a, William Irungu & Chevallier, Julien & Ndiritu, Simon Wagura