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 0 0 2 14 59
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 2 13 470
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 0 0 0 232 1 2 7 506
A fear index to predict oil futures returns 0 0 0 34 0 2 22 184
A fear index to predict oil futures returns 0 0 0 0 0 1 9 56
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 0 5 13 62
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 5 13 25
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 8 1 3 17 41
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 0 3 11 287
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 0 4 9 307
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 7 21 63
Carbon Price Drivers: An Updated Literature Review 0 0 0 124 0 6 19 208
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 1 1 1 304 1 6 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 2 3 8 50
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 0 2 5 31
Covid-19 Pandemic and Financial Contagion 0 1 1 16 0 5 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 0 4 9 115
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 0 4 14 177
Cross-market index with Factor-DCC 0 0 0 0 1 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 3 8 15
Detecting jumps and regime-switches in international stock markets returns 0 0 1 18 1 6 16 63
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 12
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 2 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 2 5 66
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 1 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 0 0 0 5 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 0 3 32
Emissions Trading: What Makes It Work? 0 0 0 89 1 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 0 3 6 17
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 4 9 60
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 0 273 0 1 21 669
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 0 8 17 517
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 1 1 5 64
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 0 2 8 36
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 0 3 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 1 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 2 10 32 107
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 0 7 136
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 1 2 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 3 10 42
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 1 3 32 0 9 20 97
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 1 5 7 212
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 0 2 7 48
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 0 7 14 145
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 1 6 17 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 3 71 0 3 32 140
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 0 6 8 211
Oil Price Risk and Financial Contagion 0 0 1 1 0 1 5 31
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 1 4 8 56
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 1 1 1 38 2 6 16 83
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 9 126
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 0 8 22 60
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 0 2 9 219
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 1 10 21 65
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 1 14 48
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 2 26 116
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 4 10 177
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 1 103 0 1 37 351
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 0 2 9 12
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 1 4 26 399
Options introduction and volatility in the EU ETS 0 0 0 44 0 1 4 136
Options introduction and volatility in the EU ETS 0 0 0 0 0 2 9 16
Options introduction and volatility in the EU ETS 0 0 0 103 0 2 9 286
Options introduction and volatility in the EU ETS 0 0 0 41 0 5 16 204
Price relationships in the EU emissions trading system 0 0 1 105 0 6 9 202
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 1 2 7 36
Primary balance dynamics and public debt sustainability in Kenya 0 0 0 30 2 4 5 102
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 0 1 5 157
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 1 4 8 40
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 1 7 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 1 6 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 2 6 17 72
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 0 3 8 383
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 1 1 2 293 1 1 14 715
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 1 1 89 1 4 6 281
The Economics of Commodity Markets 0 0 0 0 0 2 11 55
The Economics of Commodity Markets 0 0 0 0 1 4 29 69
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 0 2 7 226
The cross-market index for volatility surprise 0 0 0 0 1 3 8 24
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 0 3 14 118
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 1 3 9 10
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 1 17 1 5 8 127
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 0 6 9 72
Volatility equicorrelation: A cross-market perspective 0 0 0 0 0 2 8 42
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 0 3 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 3 6 21 4,375 38 337 1,139 13,785
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 3 126 0 5 17 340
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 0 2 8 64
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 0 3 6 65
A cross-volatility index for hedging the country risk 0 0 0 19 0 1 17 133
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 4 16 115 2 20 69 376
A new weighting-scheme for equity indexes 0 0 0 21 0 1 14 83
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 2 8 22 25
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 0 7 0 1 10 45
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 1 1 6 2 5 14 53
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 1 6 12 20
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 0 4 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 3 5 70
An intertemporal carbon emissions trading system with cap adjustment and path control 0 0 1 10 0 4 14 64
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 0 5 16 275
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 1 1 28 1 16 61 161
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 0 1 124 1 4 12 309
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 1 4 14 124
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 2 21 2 9 30 87
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 5 6 21
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 0 6 20 42
COVID-19 Pandemic and Financial Contagion 0 0 1 8 0 2 10 48
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 2 3 10 101
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 2 2 12 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 2 7 16 54
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 0 4 6 106
Carbon futures and macroeconomic risk factors: A view from the EU ETS 1 2 7 250 2 12 37 668
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 0 1 186 1 4 16 445
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 24 1,001
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 0 4 12 2 7 22 55
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 0 3 0 7 9 22
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 0 1 4 46
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 1 11 17 44
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 0 6 15 32
Cross-market index with Factor-DCC 0 0 0 12 3 4 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 3 14 109
Cross-market volatility index with Factor-DCC 0 0 0 9 1 7 11 117
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 1 5 12 22
Detecting instability in the volatility of carbon prices 0 0 1 79 1 4 25 269
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 0 4 7 52
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 0 1 4 3 17 32 55
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 1 11 2 6 9 47
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 1 1 113 1 3 17 384
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 3 17 326
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 0 3 7 112 0 6 38 287
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 1 10 119
Emission trading, induced innovation and firm performance 0 0 1 13 4 13 41 78
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 1 191 0 2 15 469
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 0 0 3 1 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 13 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 1 8 23
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 1 1 7 52 2 8 41 158
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 1 1 35 0 3 18 178
Examining the structural changes of European carbon futures price 2005-2012 0 0 2 96 1 3 11 256
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 0 2 13 104
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 0 25 2 10 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 2 242 0 3 13 962
Geographical diversification with a World Volatility Index 0 0 0 6 2 4 11 96
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 0 3 11 25 0 7 49 91
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 1 12 254
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 37 1 4 13 100
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 1 5 0 8 23 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 1 2 20 1 7 37 97
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 2 4 25 2 16 28 122
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 6 12 74
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 1 8 0 7 15 40
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 6 22 145
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 4 5 21 92
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 1 5 17 118
Local Gaussian correlations in financial and commodity markets 0 0 0 16 2 7 17 75
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 0 3 11 1 5 20 42
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 0 2 9 96
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 2 63 7 12 25 217
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 2 2 4 12 3 7 20 115
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 1 25 3 8 18 181
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 3 12 64
Modelling risk premia in CO2 allowances spot and futures prices 0 1 2 109 1 7 15 271
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 0 2 8 140
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 1 3 20 2 10 36 95
Nonparametric modeling of carbon prices 0 0 3 29 0 3 14 115
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 1 7 108
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 1 5 14 91
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 1 2 3 36 1 11 25 165
On the estimation of regime-switching Lévy models 0 0 1 43 0 5 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 0 0 2 14 3 8 20 84
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 4 12 170
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 1 5 9 65
On the volatility–volume relationship in energy futures markets using intraday data 1 1 1 71 2 2 16 262
Options introduction and volatility in the EU ETS 1 1 2 22 3 7 27 154
Portfolio allocation across variance risk premia 0 0 1 13 0 1 8 39
Price drivers and structural breaks in European carbon prices 2005-2007 2 5 13 774 6 14 46 1,422
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 2 56 5 11 24 188
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 2 13 1 6 32 114
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 1 3 38
Regime changes and fiscal sustainability in Kenya 0 0 1 25 1 5 15 106
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 7 20 230
Spikes and crashes in the oil market 0 0 0 13 4 10 19 108
Spéculation et marchés dérivés du pétrole 0 0 0 0 0 5 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 1 3 12 58
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 1 3 11 42
Tail risk and the return-volatility relation 0 0 1 9 0 4 20 57
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 1 1 60 0 4 11 215
The cross-market index for volatility surprise 0 0 0 0 0 2 14 24
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 0 5 83 2 5 22 295
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 0 3 11 92
The impact of nonlinearities for carbon markets analyses 0 0 0 3 1 3 9 36
The place of gold in the cross-market dependencies 0 1 1 11 2 6 20 127
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 0 3 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 4 11 26 198
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 0 1 5 3 10 25 40
Twenty years of jumps in commodity markets 0 0 0 18 1 1 9 92
Understanding momentum in commodity markets 0 0 0 24 1 5 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 2 4 129 0 11 34 337
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 3 6 16 213
Volatility spillovers in commodity markets 0 0 1 61 0 2 18 165
Wavelet packet transforms analysis applied to carbon prices 1 1 1 44 1 2 7 115
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 0 1 4 0 2 14 26
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 40 0 5 16 183
Total Journal Articles 10 41 160 5,315 128 671 2,223 19,241
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 1 2 6 31
Total Chapters 0 0 0 25 1 7 27 130

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