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 1 3 14 471
A Fear Index to Predict Oil Futures Returns 0 0 0 0 0 1 13 59
A cross-volatility index for hedging the country risk 0 0 0 0 0 1 5 39
A differential game of intertemporal emissions trading with market power 1 1 1 233 3 5 10 509
A fear index to predict oil futures returns 0 0 0 0 1 2 10 57
A fear index to predict oil futures returns 0 0 0 34 1 2 23 185
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 2 5 10
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 0 0 1 7 1 5 14 63
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 5 12 25
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 8 0 1 16 41
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 0 2 10 287
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 1 4 10 308
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 0 3 7 37
Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK 0 0 0 90 0 3 3 231
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 0 0 0 1 1 5 22 64
Carbon Price Drivers: An Updated Literature Review 0 0 0 124 1 7 19 209
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 1 1 304 0 5 17 557
Carbon price analysis using empirical mode decomposition 0 0 0 90 0 0 4 159
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 0 3 57
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 0 2 8 50
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 1 3 6 32
Covid-19 Pandemic and Financial Contagion 0 1 1 16 0 4 11 58
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 2 5 54
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 1 4 10 116
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 0 2 14 177
Cross-market index with Factor-DCC 0 0 0 0 0 1 4 35
Cross-market volatility index with Factor-DCC 0 0 0 0 0 4 6 82
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 0 2 8 15
Detecting jumps and regime-switches in international stock markets returns 0 0 1 18 0 4 16 63
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 13
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 1 5 8
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 1 5 66
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 0 2 10 105
Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors 0 0 0 2 0 3 7 12
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 0 3 32
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 0 5 78
Emissions Trading: What Makes It Work? 0 0 0 89 0 2 7 112
Energy Risk Management with Carbon Assets 0 0 0 118 0 3 11 229
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 1 4 131
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 1 4 10 61
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 2 6 17
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 0 273 0 1 20 669
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 0 4 17 517
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 0 1 5 64
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 1 2 9 37
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 0 2 8 75
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 1 10 66
Geographical Diversification with a World Volatility Index 0 0 0 0 0 7 11 41
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 0 5 27
International Financial Markets 0 0 0 0 1 6 33 108
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 0 6 136
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 0 1 7 340
Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 0 0 20 0 1 10 42
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 0 3 32 1 7 21 98
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 5 7 212
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 0 1 7 48
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 1 7 15 146
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 0 0 6 9
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 0 6 16 25
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 1 4 24
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 0 1 71 0 1 29 140
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 1 7 9 212
Oil Price Risk and Financial Contagion 0 0 1 1 0 1 4 31
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 3 8 56
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 1 2 2 39 1 5 17 84
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 0 3 8 126
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 1 7 23 61
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 0 5 21 65
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 0 1 9 219
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 1 13 48
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 0 1 26 116
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 2 10 177
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 1 103 1 1 37 352
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 0 3 26 399
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 0 2 9 12
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 4 136
Options introduction and volatility in the EU ETS 0 0 0 0 2 4 11 18
Options introduction and volatility in the EU ETS 0 0 0 103 0 1 9 286
Options introduction and volatility in the EU ETS 0 0 0 41 1 3 15 205
Price relationships in the EU emissions trading system 0 0 0 105 1 5 8 203
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 2 7 36
Primary balance dynamics and public debt sustainability in Kenya 0 0 0 30 0 3 5 102
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 0 1 3 157
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 0 2 4 30
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 0 6 0 4 8 40
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 0 5 12 74
Spikes and crashes in the oil market 0 0 0 0 0 0 7 55
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 5 7 188
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 1 7 18 73
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 0 2 8 383
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 1 2 293 0 1 14 715
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 1 1 89 1 3 7 282
The Economics of Commodity Markets 0 0 0 0 0 1 10 55
The Economics of Commodity Markets 0 0 0 0 0 3 27 69
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 0 1 7 226
The cross-market index for volatility surprise 0 0 0 0 0 2 8 24
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 0 1 14 118
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 1 17 0 5 8 127
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 0 3 9 10
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 2 8 11 74
Volatility equicorrelation: A cross-market perspective 0 0 0 0 0 1 8 42
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 0 2 17 51
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 1 7 95
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 5 9 43
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 0 1 46 0 2 11 196
Total Working Papers 2 7 19 4,377 30 283 1,145 13,815
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 0 0 3 126 0 4 17 340
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 0 1 8 64
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 0 1 6 65
A cross-volatility index for hedging the country risk 0 0 0 19 1 2 18 134
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 0 13 0 2 10 49
A model of carbon price interactions with macroeconomic and energy dynamics 0 3 14 115 2 14 67 378
A new weighting-scheme for equity indexes 0 0 0 21 1 2 14 84
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 1 7 23 26
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 0 7 1 2 11 46
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 0 3 12 50
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 1 6 0 4 14 53
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 0 5 12 20
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 0 2 9 26
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 0 0 6 49
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 0 2 5 70
An intertemporal carbon emissions trading system with cap adjustment and path control 0 0 1 10 0 2 14 64
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 0 1 16 275
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 1 1 28 2 10 62 163
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 0 1 124 0 3 12 309
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 1 4 15 125
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 2 21 2 6 32 89
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 0 4 6 21
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 1 7 21 43
COVID-19 Pandemic and Financial Contagion 0 0 1 8 1 3 11 49
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 0 3 9 101
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 0 2 11 37
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 0 45 0 1 9 206
Carbon Price Drivers: An Updated Literature Review 0 0 1 16 0 5 15 54
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 0 3 6 106
Carbon futures and macroeconomic risk factors: A view from the EU ETS 0 2 6 250 0 7 35 668
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 0 1 186 1 5 16 446
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 0 0 6 64
Commodity markets through the business cycle 0 0 0 20 0 3 15 88
Common risk factors in commodities 0 1 3 272 1 10 25 1,002
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 0 3 12 0 5 21 55
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 0 3 0 4 9 22
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 1 1 1 9 1 2 5 47
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 0 10 17 44
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 0 5 15 32
Cross-market index with Factor-DCC 0 0 0 12 0 3 11 101
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 0 1 9 112
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 1 4 15 110
Cross-market volatility index with Factor-DCC 0 0 0 9 0 7 11 117
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 0 4 12 22
Detecting instability in the volatility of carbon prices 0 0 1 79 1 5 24 270
Detecting jumps and regime switches in international stock markets returns 0 0 1 1 0 3 9 34
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence 0 0 0 14 2 5 9 54
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 0 1 4 0 11 32 55
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 1 11 1 6 10 48
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 1 1 113 2 4 19 386
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 0 3 10 151
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 1 1 90 0 2 17 326
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 2 2 9 114 3 4 39 290
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 1 10 119
Emission trading, induced innovation and firm performance 1 1 2 14 1 9 39 79
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 1 191 0 2 14 469
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 0 0 3 0 2 3 12
Energy risk management with carbon assets 0 0 0 33 0 4 11 133
Enriching the VaR framework to EEMD with an application to the European carbon market 0 0 1 6 0 1 12 38
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 0 0 8 23
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 1 2 7 53 1 5 40 159
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 1 1 35 1 4 19 179
Examining the structural changes of European carbon futures price 2005-2012 0 0 1 96 0 2 10 256
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 1 3 14 105
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 0 25 0 6 17 78
Forecasting the density of returns in crude oil futures markets 0 0 0 3 0 3 5 25
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 1 242 1 3 13 963
Geographical diversification with a World Volatility Index 0 0 0 6 0 3 11 96
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 1 3 12 26 1 6 49 92
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 1 10 254
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 1 1 1 38 4 7 16 104
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 1 5 0 5 21 62
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 5 12 52
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 0 2 20 0 4 37 97
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 1 4 25 0 8 27 122
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 0 5 12 74
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 1 8 1 5 16 41
Investigating the leverage effect in commodity markets with a recursive estimation approach 1 1 1 29 1 7 23 146
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 0 5 21 92
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 0 4 17 118
Local Gaussian correlations in financial and commodity markets 0 0 0 16 1 6 17 76
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 0 3 11 1 5 21 43
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 2 63 0 12 25 217
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 0 2 9 96
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 2 4 12 1 6 21 116
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 1 25 2 9 20 183
Mean-field limit of generalized Hawkes processes 0 0 1 2 0 1 9 24
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 1 6 1 4 13 65
Modelling risk premia in CO2 allowances spot and futures prices 0 1 2 109 0 7 15 271
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 0 1 8 140
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 2 20 0 6 34 95
Nonparametric modeling of carbon prices 0 0 2 29 1 2 13 116
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 0 7 108
On the Stochastic Properties of Carbon Futures Prices 0 0 0 17 0 3 13 91
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 0 1 3 36 1 7 25 166
On the estimation of regime-switching Lévy models 0 0 1 43 0 4 21 159
On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region 1 1 3 15 1 7 21 85
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 2 12 170
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 0 2 9 65
On the volatility–volume relationship in energy futures markets using intraday data 0 1 1 71 1 3 17 263
Options introduction and volatility in the EU ETS 0 1 2 22 0 7 25 154
Portfolio allocation across variance risk premia 0 0 0 13 0 1 7 39
Price drivers and structural breaks in European carbon prices 2005-2007 0 5 12 774 2 14 45 1,424
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 1 56 0 9 23 188
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 2 13 1 5 33 115
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 3 38
Regime changes and fiscal sustainability in Kenya 0 0 0 25 0 3 14 106
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 5 20 230
Spikes and crashes in the oil market 0 0 0 13 0 7 19 108
Spéculation et marchés dérivés du pétrole 0 0 0 0 0 3 8 30
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 0 0 6 17
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 0 2 12 58
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 0 3 11 42
Tail risk and the return-volatility relation 0 0 1 9 0 3 20 57
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 1 1 2 61 1 2 12 216
The cross-market index for volatility surprise 0 0 0 0 0 1 14 24
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 0 5 83 1 5 22 296
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 1 1 1 23 1 3 12 93
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 3 9 36
The place of gold in the cross-market dependencies 0 1 1 11 1 5 21 128
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 0 2 10 45
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 1 66 0 11 25 198
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 0 1 5 1 11 26 41
Twenty years of jumps in commodity markets 0 0 0 18 0 1 9 92
Understanding momentum in commodity markets 0 0 0 24 0 3 18 83
Variance risk-premia in CO2 markets 0 0 0 22 0 2 14 121
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 0 7 102
Volatility forecasting of carbon prices using factor models 0 1 4 129 2 11 34 339
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 0 6 16 213
Volatility spillovers in commodity markets 2 2 3 63 2 3 20 167
Wavelet packet transforms analysis applied to carbon prices 0 1 1 44 0 2 7 115
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 0 1 4 0 2 13 26
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 40 4 9 20 187
Total Journal Articles 13 41 159 5,328 64 561 2,234 19,305
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 4 11 23
Pricing and Forecasting Carbon Markets 0 0 0 0 0 2 5 23
Total Books 0 0 0 0 0 6 16 46

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 7 35
Carbon trading: past, present and future 0 0 0 11 0 1 8 45
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 0 2 6 19
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 6 0 2 6 31
Total Chapters 0 0 0 25 0 7 27 130

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10