Access Statistics for Julien Chevallier

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 8 12 468
A Fear Index to Predict Oil Futures Returns 0 0 0 0 1 8 16 58
A cross-volatility index for hedging the country risk 0 0 0 0 0 3 4 38
A differential game of intertemporal emissions trading with market power 0 0 0 232 0 3 5 504
A fear index to predict oil futures returns 0 0 0 0 0 3 8 55
A fear index to predict oil futures returns 0 0 0 34 1 10 21 183
Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology 0 0 0 0 0 1 3 8
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 0 1 1 7 1 7 9 58
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 4 8 20
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 8 2 7 16 40
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 1 8 9 285
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 1 3 6 304
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 0 1 5 34
Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK 0 0 0 90 0 0 0 228
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 0 0 0 1 3 10 20 59
Carbon Price Drivers: An Updated Literature Review 0 0 1 124 0 5 19 202
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 303 1 6 15 552
Carbon price analysis using empirical mode decomposition 0 0 0 90 0 3 4 159
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 1 3 57
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 1 3 7 48
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 0 3 3 29
Covid-19 Pandemic and Financial Contagion 0 0 0 15 1 5 7 54
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 1 3 6 112
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 1 3 52
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 2 5 12 175
Cross-market index with Factor-DCC 0 0 0 0 0 0 3 34
Cross-market volatility index with Factor-DCC 0 0 0 0 0 2 2 78
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 1 3 6 13
Detecting jumps and regime-switches in international stock markets returns 0 0 1 18 2 7 12 59
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 1 2 4 7
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 1 1 6 12
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 1 3 5 65
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 0 3 8 103
Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors 0 0 0 2 0 0 4 9
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price 0 0 0 0 0 3 6 78
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price 0 0 0 2 0 2 4 32
Emissions Trading: What Makes It Work? 0 0 0 89 0 3 5 110
Energy Risk Management with Carbon Assets 0 0 1 118 0 4 9 226
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 1 5 130
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 1 4 6 57
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 1 1 4 15
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 1 273 0 5 22 668
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 4 10 13 513
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 0 2 5 63
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 1 4 7 35
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 1 3 6 73
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 7 9 65
Geographical Diversification with a World Volatility Index 0 0 0 0 0 2 4 34
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China 0 0 1 3 0 1 5 27
International Financial Markets 0 0 0 0 5 21 31 102
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 4 7 136
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 1 4 6 339
Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 0 1 20 2 2 12 41
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 1 1 3 32 3 7 17 91
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 0 2 207
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 1 4 6 47
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 1 7 8 139
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 0 1 6 9
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 0 7 11 19
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 1 3 23
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 1 3 71 2 18 31 139
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 0 1 4 205
Oil Price Risk and Financial Contagion 0 0 1 1 0 1 4 30
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 1 3 5 53
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 2 8 14 79
On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data 0 0 0 12 1 4 6 123
On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data 0 0 0 9 2 11 16 54
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 1 8 8 218
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 5 12 17 60
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 8 13 47
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 9 26 115
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 2 7 11 175
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 1 103 1 6 38 351
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 0 1 7 10
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 1 15 23 396
Options introduction and volatility in the EU ETS 0 0 0 44 1 2 4 136
Options introduction and volatility in the EU ETS 0 0 0 103 1 5 8 285
Options introduction and volatility in the EU ETS 0 0 0 41 3 5 15 202
Options introduction and volatility in the EU ETS 0 0 0 0 0 4 7 14
Price relationships in the EU emissions trading system 0 0 1 105 2 2 6 198
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 1 7 34
Primary balance dynamics and public debt sustainability in Kenya 0 0 0 30 1 1 3 99
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 0 1 4 156
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 0 1 2 28
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 0 6 0 0 5 36
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 2 4 7 69
Spikes and crashes in the oil market 0 0 0 0 0 3 8 55
Spéculation et marchés dérivés du pétrole 0 0 0 33 1 1 3 183
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 0 2 6
Study of the dynamic of Bitcoin's price 0 0 0 42 0 2 11 66
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 1 2 6 381
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 2 292 0 3 15 714
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 2 3 4 279
The Economics of Commodity Markets 0 0 0 0 1 6 13 54
The Economics of Commodity Markets 0 0 0 0 1 7 33 66
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 1 3 6 225
The cross-market index for volatility surprise 0 0 0 0 1 2 6 22
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 2 5 13 117
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 1 1 17 0 3 3 122
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 0 2 6 7
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 0 2 3 66
Volatility equicorrelation: A cross-market perspective 0 0 0 0 1 6 9 41
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 1 13 15 49
Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? 0 0 0 17 0 4 6 94
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 2 4 38
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 0 1 46 0 5 9 194
Total Working Papers 1 4 22 4,370 84 454 956 13,532
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices 1 2 4 126 1 7 15 336
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 1 4 7 63
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 2 3 5 64
A cross-volatility index for hedging the country risk 0 0 0 19 0 8 16 132
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 0 13 0 2 8 47
A model of carbon price interactions with macroeconomic and energy dynamics 1 1 16 112 8 29 63 364
A new weighting-scheme for equity indexes 0 0 0 21 0 7 13 82
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 2 11 16 19
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 1 7 0 5 10 44
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 0 6 9 47
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 1 1 1 6 1 8 10 49
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 2 5 7 24
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 1 2 7 15
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 0 4 6 49
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 1 3 3 68
An intertemporal carbon emissions trading system with cap adjustment and path control 0 0 2 10 2 8 13 62
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 4 10 15 274
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 0 1 27 8 30 58 153
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 0 3 124 1 6 11 306
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 1 9 11 121
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 2 21 5 9 26 83
CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model 0 0 0 4 1 1 2 17
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 0 8 14 36
COVID-19 Pandemic and Financial Contagion 0 0 1 8 0 4 8 46
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 0 3 7 98
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 0 5 10 35
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 0 45 0 4 8 205
Carbon Price Drivers: An Updated Literature Review 0 0 1 16 2 5 13 49
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 1 2 3 103
Carbon futures and macroeconomic risk factors: A view from the EU ETS 0 2 5 248 5 15 32 661
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 0 1 186 0 5 15 441
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 0 3 7 64
Commodity markets through the business cycle 0 0 0 20 0 5 12 85
Common risk factors in commodities 0 0 2 271 1 6 16 992
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 0 4 12 2 7 20 50
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 0 3 3 4 5 18
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 0 2 3 45
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 1 4 7 34
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 1 6 10 27
Cross-market index with Factor-DCC 0 0 0 12 1 2 8 98
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 0 2 8 111
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 4 11 106
Cross-market volatility index with Factor-DCC 0 0 0 9 0 1 4 110
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 1 5 8 18
Detecting instability in the volatility of carbon prices 0 1 2 79 0 9 23 265
Detecting jumps and regime switches in international stock markets returns 0 1 1 1 0 4 6 31
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence 0 0 1 14 1 2 5 49
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 0 1 4 6 11 21 44
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 1 11 1 3 5 42
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 112 1 7 15 382
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 0 4 7 148
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 0 1 89 1 9 17 324
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 3 5 12 112 5 19 43 286
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 5 9 118
Emission trading, induced innovation and firm performance 0 1 1 13 5 19 33 70
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 1 191 0 5 14 467
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 0 0 3 0 0 1 10
Energy risk management with carbon assets 0 0 0 33 0 3 8 129
Enriching the VaR framework to EEMD with an application to the European carbon market 0 0 1 6 0 4 12 37
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 0 0 0 0 1 6 8 23
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 0 2 7 51 4 26 38 154
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 34 0 7 17 175
Examining the structural changes of European carbon futures price 2005-2012 0 0 2 96 1 4 9 254
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 0 5 11 102
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 1 25 4 8 12 72
Forecasting the density of returns in crude oil futures markets 0 0 0 3 0 2 2 22
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 1 2 242 1 7 11 960
Geographical diversification with a World Volatility Index 0 0 0 6 1 3 8 93
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 1 4 10 23 2 17 47 86
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 2 11 253
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 1 37 1 3 11 97
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 1 1 5 3 10 21 57
Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market 0 0 0 6 0 1 7 47
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 1 1 2 20 3 5 34 93
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 1 1 4 24 8 12 21 114
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China 0 0 0 6 1 1 7 69
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 1 1 8 3 8 11 36
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 0 8 17 139
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 0 9 19 87
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 1 6 13 114
Local Gaussian correlations in financial and commodity markets 0 0 0 16 2 6 14 70
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 1 4 11 1 7 18 38
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 0 1 8 94
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 2 63 0 7 13 205
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 0 2 10 2 2 16 110
Market integration and financial linkages among stock markets in Pacific Basin countries 0 1 2 25 1 7 12 174
Mean-field limit of generalized Hawkes processes 0 0 1 2 0 2 8 23
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 1 1 6 0 6 10 61
Modelling risk premia in CO2 allowances spot and futures prices 0 0 2 108 0 1 9 264
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 1 5 7 139
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 1 1 4 20 4 14 33 89
Nonparametric modeling of carbon prices 0 0 5 29 2 4 15 114
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 1 5 7 108
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 2 8 11 88
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 1 1 2 35 5 9 21 159
On the estimation of regime-switching Lévy models 0 1 1 43 1 8 18 155
On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region 0 1 2 14 2 6 14 78
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 2 9 10 168
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 3 5 7 63
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 0 11 15 260
Options introduction and volatility in the EU ETS 0 1 1 21 0 8 21 147
Portfolio allocation across variance risk premia 0 0 2 13 0 5 8 38
Price drivers and structural breaks in European carbon prices 2005-2007 0 1 13 769 2 10 45 1,410
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 2 56 2 9 15 179
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 2 13 2 12 31 110
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 1 3 3 38
Regime changes and fiscal sustainability in Kenya 0 0 1 25 2 7 13 103
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 2 11 15 225
Spikes and crashes in the oil market 0 0 0 13 3 12 12 101
Spéculation et marchés dérivés du pétrole 0 0 0 0 2 4 5 27
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 0 2 6 17
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 1 9 10 56
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 0 2 8 39
Tail risk and the return-volatility relation 0 0 2 9 1 5 18 54
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 1 1 1 60 3 6 13 214
The cross-market index for volatility surprise 0 0 0 0 1 4 17 23
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 1 5 83 1 5 20 291
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 1 4 9 90
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 4 6 33
The place of gold in the cross-market dependencies 0 0 0 10 2 10 17 123
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 1 3 9 43
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 1 66 0 4 16 187
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 0 1 5 0 7 15 30
Twenty years of jumps in commodity markets 0 0 0 18 0 2 8 91
Understanding momentum in commodity markets 0 0 0 24 2 6 15 80
Variance risk-premia in CO2 markets 0 0 2 22 0 6 14 119
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 2 7 102
Volatility forecasting of carbon prices using factor models 1 1 3 128 2 9 29 328
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 0 2 11 207
Volatility spillovers in commodity markets 0 0 1 61 1 7 17 164
Wavelet packet transforms analysis applied to carbon prices 0 0 0 43 0 4 5 113
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 0 1 4 0 6 13 24
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 1 1 40 0 6 11 178
Total Journal Articles 13 38 172 5,287 174 852 1,842 18,744
6 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Analysis of Carbon Markets 0 0 0 0 0 5 8 19
Pricing and Forecasting Carbon Markets 0 0 0 0 0 1 3 21
Total Books 0 0 0 0 0 6 11 40

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
At the crossroads: can China grow in a low-carbon way? 0 0 0 5 0 2 5 33
Carbon trading: past, present and future 0 0 0 11 0 2 7 44
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 0 0 7 17
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 6 0 2 4 29
Total Chapters 0 0 0 25 0 6 23 123

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