Access Statistics for Julien Chevallier

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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 7 9 11 467
A Fear Index to Predict Oil Futures Returns 0 0 0 0 6 9 14 56
A cross-volatility index for hedging the country risk 0 0 0 0 3 4 4 38
A differential game of intertemporal emissions trading with market power 0 0 0 232 3 5 6 504
A fear index to predict oil futures returns 0 0 0 0 2 6 7 54
A fear index to predict oil futures returns 0 0 0 34 6 15 18 179
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 1 1 3 8
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 0 0 0 6 4 5 6 55
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 4 7 8 20
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 8 4 10 13 37
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 3 3 4 280
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 1 4 4 302
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 1 3 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 4 7 14 53
Carbon Price Drivers: An Updated Literature Review 0 0 1 124 4 5 19 201
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 303 4 9 13 550
Carbon price analysis using empirical mode decomposition 0 0 0 90 1 2 2 157
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 1 2 56
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 1 4 6 46
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 1 1 2 27
Covid-19 Pandemic and Financial Contagion 0 0 0 15 3 4 6 52
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 2 5 5 111
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 1 1 3 52
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 2 7 9 172
Cross-market index with Factor-DCC 0 0 0 0 0 2 3 34
Cross-market volatility index with Factor-DCC 0 0 0 0 2 2 2 78
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 2 4 6 12
Detecting jumps and regime-switches in international stock markets returns 0 0 2 18 5 7 12 57
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 1 2 3 6
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 4 5 11
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 1 1 3 63
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 2 3 10 102
Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors 0 0 0 2 0 4 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 2 2 2 4 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 2 3 5 77
Emissions Trading: What Makes It Work? 0 0 0 89 2 4 5 109
Energy Risk Management with Carbon Assets 0 0 1 118 4 5 9 226
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 1 1 5 130
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 3 4 5 56
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 3 3 14
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 1 273 5 16 22 668
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 4 7 7 507
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 2 3 5 63
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 3 5 7 34
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 2 4 5 72
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 5 6 7 63
Geographical Diversification with a World Volatility Index 0 0 0 0 1 2 3 33
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China 0 0 2 3 1 3 7 27
International Financial Markets 0 0 0 0 8 9 20 89
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 2 3 5 134
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 3 4 5 338
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 0 2 11 39
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 1 2 31 2 7 13 86
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 1 2 207
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 1 3 3 44
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 5 6 6 137
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 1 5 6 9
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 5 7 10 17
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 1 2 22
Modeling the dynamics of European carbon futures price: a Zipf analysis 1 1 3 71 11 21 24 132
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 1 1 5 205
Oil Price Risk and Financial Contagion 0 1 1 1 1 2 4 30
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 2 4 4 52
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 5 7 11 76
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 8 13 13 51
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 1 12 2 2 5 121
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 4 7 10 52
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 6 6 6 216
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 6 20 24 112
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 6 10 11 45
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 4 5 8 172
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 1 1 103 4 34 38 349
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 10 15 18 391
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 1 4 7 10
Options introduction and volatility in the EU ETS 0 0 0 41 2 7 12 199
Options introduction and volatility in the EU ETS 0 0 0 103 4 6 8 284
Options introduction and volatility in the EU ETS 0 0 0 44 1 3 3 135
Options introduction and volatility in the EU ETS 0 0 0 0 3 5 6 13
Price relationships in the EU emissions trading system 0 0 1 105 0 1 4 196
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 1 2 8 34
Primary balance dynamics and public debt sustainability in Kenya 0 0 0 30 0 0 3 98
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 1 2 4 156
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 1 1 2 28
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 0 6 0 4 7 36
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 2 5 6 67
Spikes and crashes in the oil market 0 0 0 0 1 3 6 53
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 0 2 182
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 2 2 6
Study of the dynamic of Bitcoin's price 0 0 0 42 2 11 11 66
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 1 4 5 380
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 2 292 3 7 15 714
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 1 2 2 277
The Economics of Commodity Markets 0 0 0 0 5 11 35 64
The Economics of Commodity Markets 0 0 0 0 5 8 14 53
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 1 2 5 223
The cross-market index for volatility surprise 0 0 0 0 1 3 5 21
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 2 8 11 114
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 1 4 5 6
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 1 1 1 17 3 3 3 122
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 2 3 3 66
Volatility equicorrelation: A cross-market perspective 0 0 0 0 4 5 7 39
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 4 6 7 40
Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? 0 0 0 17 4 5 7 94
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 2 3 4 38
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 0 1 46 3 5 7 192
Total Working Papers 2 5 23 4,368 276 554 821 13,354
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 1 2 124 2 7 10 331
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 2 4 5 61
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 1 2 3 62
A cross-volatility index for hedging the country risk 0 0 0 19 7 13 15 131
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 0 13 1 3 8 46
A model of carbon price interactions with macroeconomic and energy dynamics 0 7 18 111 6 19 52 341
A new weighting-scheme for equity indexes 0 0 0 21 5 7 12 80
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 6 10 11 14
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 1 7 3 5 9 42
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 5 8 10 46
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 7 8 10 48
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 1 5 6 14
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 2 3 4 21
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 4 5 6 49
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 2 2 2 67
An intertemporal carbon emissions trading system with cap adjustment and path control 0 0 2 10 3 4 9 57
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 3 8 8 267
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 0 2 27 17 30 49 140
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 1 3 124 4 7 11 304
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 6 7 8 118
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 2 21 4 13 24 78
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 1 1 16
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 7 13 13 35
COVID-19 Pandemic and Financial Contagion 0 0 1 8 2 5 7 44
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 2 5 6 97
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 5 7 10 35
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 2 5 19 405 24 54 104 1,232
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 0 45 3 5 7 204
Carbon Price Drivers: An Updated Literature Review 0 1 1 16 3 6 13 47
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 1 1 2 102
Carbon futures and macroeconomic risk factors: A view from the EU ETS 1 2 5 247 6 13 27 652
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 1 2 186 3 6 14 439
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 1 2 5 62
Commodity markets through the business cycle 0 0 0 20 3 8 11 83
Common risk factors in commodities 0 1 2 271 4 10 15 990
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 2 4 12 4 7 21 47
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 0 3 1 2 3 15
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 1 2 2 44
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 2 3 6 32
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 5 8 10 26
Cross-market index with Factor-DCC 0 0 0 12 1 5 7 97
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 1 5 7 110
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 3 8 10 105
Cross-market volatility index with Factor-DCC 0 0 0 9 1 4 4 110
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 4 6 8 17
Detecting instability in the volatility of carbon prices 0 0 2 78 7 13 22 263
Detecting jumps and regime switches in international stock markets returns 1 1 1 1 4 6 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 4 48
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 1 2 4 3 11 15 36
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 1 11 2 2 5 41
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 112 3 9 13 378
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 3 5 6 147
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 0 1 89 7 11 18 322
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 1 1 11 108 4 13 37 271
Economic Consequences of Permits Allocation Rules 0 0 0 33 3 5 7 116
Emission trading, induced innovation and firm performance 1 1 2 13 11 16 29 62
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 1 191 3 5 14 465
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 3 5 8 129
Enriching the VaR framework to EEMD with an application to the European carbon market 0 1 1 6 3 7 11 36
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 4 6 6 21
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 1 1 7 50 8 11 22 136
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 1 63 4 5 11 408
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 34 5 10 15 173
Examining the structural changes of European carbon futures price 2005-2012 0 0 2 96 3 6 10 253
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 4 7 10 101
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 1 25 2 4 6 66
Forecasting the density of returns in crude oil futures markets 0 0 0 3 2 2 2 22
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 1 241 5 6 10 958
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 4 5 6 158
Geographical diversification with a World Volatility Index 0 0 0 6 1 4 6 91
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 2 6 8 21 11 29 42 80
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 2 8 11 253
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 2 37 2 7 13 96
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 0 4 5 8 16 52
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 1 5 7 47
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 0 1 19 2 18 31 90
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 1 3 23 4 9 13 106
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 6 68
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 0 7 2 4 5 30
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 7 9 16 138
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 3 7 13 81
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 4 11 11 112
Local Gaussian correlations in financial and commodity markets 0 0 0 16 3 8 12 67
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 1 1 5 11 5 12 18 36
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 0 2 8 93
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 2 3 63 7 10 15 205
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 0 2 10 0 6 18 108
Market integration and financial linkages among stock markets in Pacific Basin countries 1 1 2 25 5 8 10 172
Mean-field limit of generalized Hawkes processes 0 1 1 2 1 3 8 22
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 1 5 5 7 10 60
Modelling risk premia in CO2 allowances spot and futures prices 0 1 2 108 0 5 8 263
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 3 4 5 137
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 7 14 27 82
Nonparametric modeling of carbon prices 0 0 5 29 2 4 13 112
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 2 2 4 105
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 5 7 8 85
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 0 1 2 34 3 7 16 153
On the estimation of regime-switching Lévy models 0 0 0 42 4 9 15 151
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 1 13 1 9 11 73
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 4 5 5 163
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 2 3 5 60
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 11 13 17 260
Options introduction and volatility in the EU ETS 1 1 1 21 8 15 22 147
Portfolio allocation across variance risk premia 0 0 2 13 2 3 6 35
Price drivers and structural breaks in European carbon prices 2005-2007 1 3 13 769 6 16 42 1,406
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 2 56 6 8 12 176
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 2 13 5 9 27 103
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 2 2 2 37
Regime changes and fiscal sustainability in Kenya 0 0 2 25 4 5 11 100
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 6 9 10 220
Spikes and crashes in the oil market 0 0 0 13 7 7 8 96
Spéculation et marchés dérivés du pétrole 0 0 0 0 2 3 3 25
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 2 5 6 17
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 6 7 7 53
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 2 7 8 39
Tail risk and the return-volatility relation 0 0 2 9 4 9 17 53
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 1 59 3 3 12 211
The cross-market index for volatility surprise 0 0 0 0 2 9 16 21
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 2 6 82 2 9 20 288
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 3 6 9 89
The impact of nonlinearities for carbon markets analyses 0 0 0 3 4 5 6 33
The place of gold in the cross-market dependencies 0 0 1 10 7 13 16 120
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 1 1 7 41
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 2 66 4 8 19 187
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 0 1 5 7 11 15 30
Twenty years of jumps in commodity markets 0 0 0 18 2 6 8 91
Understanding momentum in commodity markets 0 0 0 24 4 10 13 78
Variance risk-premia in CO2 markets 0 0 2 22 6 8 15 119
Volatility equicorrelation: A cross-market perspective 0 0 0 23 2 5 7 102
Volatility forecasting of carbon prices using factor models 0 1 2 127 6 15 26 325
Volatility returns with vengeance: Financial markets vs. commodities 0 0 3 43 1 4 12 206
Volatility spillovers in commodity markets 0 0 1 61 5 11 15 162
Wavelet packet transforms analysis applied to carbon prices 0 0 0 43 2 3 3 111
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 0 1 4 4 7 12 22
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 39 1 5 8 173
Total Journal Articles 13 49 191 5,758 518 1,034 1,722 20,176
3 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 4 6 8 18
Pricing and Forecasting Carbon Markets 0 0 0 0 1 2 3 21
Total Books 0 0 0 0 5 8 11 39

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 2 4 5 33
Carbon trading: past, present and future 0 0 0 11 2 7 7 44
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 0 2 7 17
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 6 1 2 3 28
Total Chapters 0 0 0 25 5 15 22 122

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Statistics updated 2026-02-12