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 0 0 0 4 42
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 2 2 456
A cross-volatility index for hedging the country risk 0 0 0 0 0 0 0 34
A differential game of intertemporal emissions trading with market power 0 0 0 232 0 0 1 498
A fear index to predict oil futures returns 0 0 0 34 1 1 2 162
A fear index to predict oil futures returns 0 0 0 0 0 0 2 47
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 0 1 5
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 0 0 0 6 0 0 1 49
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 1 2 12
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 7 0 0 3 24
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 0 0 1 276
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 0 0 0 298
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 0 1 3 29
Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK 0 0 0 90 0 0 1 228
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 0 0 0 1 0 2 5 39
Carbon Price Drivers: An Updated Literature Review 0 0 0 123 1 2 3 183
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 302 0 0 6 537
Carbon price analysis using empirical mode decomposition 0 0 1 90 0 0 2 155
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 0 0 54
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 1 1 3 41
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 1 1 1 26
Covid-19 Pandemic and Financial Contagion 0 0 0 15 1 1 3 47
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 0 2 106
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 0 0 49
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 0 1 1 163
Cross-market index with Factor-DCC 0 0 0 0 0 2 3 31
Cross-market volatility index with Factor-DCC 0 0 0 0 0 0 1 76
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 0 0 2 6
Detecting jumps and regime-switches in international stock markets returns 1 2 2 17 1 2 3 46
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 3 3 3
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 2 4 6
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 1 2 60
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 2 3 6 94
Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors 0 0 0 2 0 0 0 5
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 1 1 28
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 1 72
Emissions Trading: What Makes It Work? 0 0 0 89 1 2 2 105
Energy Risk Management with Carbon Assets 0 0 0 117 0 0 2 217
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 2 2 125
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 0 0 11
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 0 0 51
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 1 2 272 0 2 4 646
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 0 1 3 500
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 0 0 4 58
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 2 10 1 2 6 28
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 0 2 4 67
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 0 2 56
Geographical Diversification with a World Volatility Index 0 0 0 0 0 0 0 30
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China 1 1 1 2 2 2 4 22
International Financial Markets 0 0 0 0 0 0 1 69
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 0 1 129
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 0 1 1 333
Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 0 0 19 0 0 1 28
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 1 2 29 0 3 8 73
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 1 1 205
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 0 0 0 41
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 1 24 0 1 3 131
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 0 0 1 3
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 0 0 0 7
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 0 2 20
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 0 0 68 0 0 0 108
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 0 0 3 200
Oil Price Risk and Financial Contagion 0 0 0 0 0 0 0 26
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 0 0 48
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 0 0 3 65
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 9 0 0 4 38
On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data 1 1 1 12 1 3 21 117
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 0 0 0 210
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 0 0 0 42
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 0 0 34
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 1 1 89
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 102 2 3 7 313
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 0 2 164
On the volatility-volume relationship in energy futures markets using intraday data 0 0 1 1 0 0 3 3
On the volatility-volume relationship in energy futures markets using intraday data 0 0 1 185 0 0 2 373
Options introduction and volatility in the EU ETS 0 0 0 41 0 0 0 187
Options introduction and volatility in the EU ETS 0 0 0 103 0 0 1 276
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 0 132
Options introduction and volatility in the EU ETS 0 0 0 0 0 0 1 7
Price relationships in the EU emissions trading system 0 0 0 104 0 1 1 192
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 0 1 26
Primary balance dynamics and public debt sustainability in Kenya 0 2 2 30 0 2 3 95
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 0 0 1 152
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 0 0 0 26
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 1 6 2 2 4 31
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 1 1 3 62
Spikes and crashes in the oil market 0 0 0 0 0 0 1 47
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 0 1 180
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 0 1 4
Study of the dynamic of Bitcoin's price 0 1 1 42 0 1 4 55
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 1 150 0 0 3 375
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 0 290 0 3 9 699
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 0 1 2 275
The Economics of Commodity Markets 0 0 0 0 0 2 29 39
The Economics of Commodity Markets 0 0 0 0 2 6 14 31
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 0 0 2 218
The cross-market index for volatility surprise 0 0 0 0 0 0 1 16
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 1 1 1 104
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 16 0 1 3 119
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 0 0 1 1
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 0 0 1 63
Volatility equicorrelation: A cross-market perspective 0 0 0 0 0 0 0 32
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 1 1 1 34
Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? 0 0 0 17 1 3 9 88
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 0 5 34
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 0 0 45 0 0 1 185
Total Working Papers 3 9 22 4,348 24 78 277 12,557
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 2 3 122 0 2 6 321
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 0 0 1 56
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 0 0 0 59
A cross-volatility index for hedging the country risk 0 0 0 19 0 2 2 116
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 1 13 0 0 2 38
A model of carbon price interactions with macroeconomic and energy dynamics 1 1 15 94 6 10 42 295
A new weighting-scheme for equity indexes 0 0 3 21 1 1 5 69
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 0 0 1 3
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 0 6 1 1 2 34
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 2 2 3 38
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 1 1 1 39
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 0 0 2 8
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 1 3 0 0 3 17
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 0 0 1 43
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 0 0 0 65
An intertemporal carbon emissions trading system with cap adjustment and path control 0 0 0 8 0 0 4 48
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 1 79 0 0 5 259
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 1 3 7 26 4 7 17 95
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 0 5 121 1 1 9 294
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 0 0 1 110
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 4 19 3 5 20 57
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 0 0 15
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 0 0 2 22
COVID-19 Pandemic and Financial Contagion 0 0 0 7 1 2 4 38
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 0 0 1 91
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 1 4 0 0 3 25
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 2 5 21 388 6 16 59 1,134
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 4 45 0 0 10 197
Carbon Price Drivers: An Updated Literature Review 0 0 0 15 1 2 3 35
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 1 23 0 0 3 100
Carbon futures and macroeconomic risk factors: A view from the EU ETS 1 2 7 243 2 4 21 627
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 1 1 3 185 1 2 7 426
Commodities risk premia and regional integration in gas-exporting countries 0 0 1 8 0 1 4 57
Commodity markets through the business cycle 0 1 3 20 1 2 8 73
Common risk factors in commodities 0 0 1 269 0 3 11 975
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 0 1 8 1 1 9 27
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 1 2 3 1 3 8 13
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 1 8 0 0 4 42
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 1 1 1 27
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 1 1 2 17
Cross-market index with Factor-DCC 0 0 0 12 0 1 4 90
Cross-market linkages between commodities, stocks and bonds 0 0 1 32 0 0 2 103
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 0 2 95
Cross-market volatility index with Factor-DCC 0 0 0 9 0 0 1 106
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 1 1 2 10
Detecting instability in the volatility of carbon prices 0 0 2 76 0 0 6 241
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 0 0 1 25
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence 0 0 0 13 0 0 2 44
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 1 1 1 3 2 2 3 23
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 0 10 1 1 2 37
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 1 112 1 1 5 366
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 0 0 0 141
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 0 2 88 2 2 15 306
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 2 4 8 99 5 10 22 239
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 0 0 109
Emission trading, induced innovation and firm performance 0 0 6 11 1 3 15 34
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 0 190 0 0 3 451
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 1 1 3 0 1 2 9
Energy risk management with carbon assets 0 0 2 33 0 2 4 121
Enriching the VaR framework to EEMD with an application to the European carbon market 0 0 0 5 0 0 2 25
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 0 15
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 0 1 4 43 1 3 13 115
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 1 1 4 63 2 3 13 399
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 32 0 0 5 158
Examining the structural changes of European carbon futures price 2005-2012 0 2 4 94 0 2 6 243
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 7 32 0 0 20 91
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 2 24 0 1 15 60
Forecasting the density of returns in crude oil futures markets 0 0 0 3 0 0 0 20
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 1 240 1 2 8 949
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 1 30 0 0 4 152
Geographical diversification with a World Volatility Index 0 0 0 6 0 0 0 85
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 0 0 3 13 1 1 6 39
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 0 1 242
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 1 5 35 1 3 11 84
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 0 4 0 0 2 36
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 0 1 40
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 0 1 18 0 1 5 59
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 0 1 20 0 1 9 93
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 0 1 62
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 0 7 0 0 3 25
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 1 28 0 0 6 122
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 0 0 3 68
Leverage vs. feedback: Which Effect drives the oil market? 0 0 3 18 0 0 5 101
Local Gaussian correlations in financial and commodity markets 0 0 0 16 0 1 3 55
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 0 0 6 1 2 7 19
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 1 12 1 2 4 86
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 60 1 2 3 191
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 0 0 8 2 4 11 92
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 0 23 0 0 1 162
Mean-field limit of generalized Hawkes processes 0 0 0 1 0 0 1 14
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 0 4 0 1 4 50
Modelling risk premia in CO2 allowances spot and futures prices 0 0 1 106 0 0 3 255
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 1 35 0 0 1 132
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 16 1 2 10 56
Nonparametric modeling of carbon prices 0 0 0 24 0 0 1 99
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 0 7 101
On the Stochastic Properties of Carbon Futures Prices 0 0 0 16 0 1 3 77
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 0 1 2 32 0 3 6 137
On the estimation of regime-switching Lévy models 0 1 2 42 1 2 6 137
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 1 12 2 3 10 64
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 0 3 158
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 1 1 3 56
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 69 0 0 2 243
Options introduction and volatility in the EU ETS 0 0 1 20 1 1 2 126
Portfolio allocation across variance risk premia 0 0 1 11 1 1 3 30
Price drivers and structural breaks in European carbon prices 2005-2007 0 2 17 756 0 5 44 1,364
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 1 54 0 0 3 164
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 4 4 11 1 6 13 77
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 1 35
Regime changes and fiscal sustainability in Kenya 0 0 1 23 0 1 5 89
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 0 0 3 210
Spikes and crashes in the oil market 0 0 1 13 1 1 2 89
Spéculation et marchés dérivés du pétrole 0 0 0 0 0 1 1 22
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 0 2 4 11
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 0 0 0 46
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 0 0 0 31
Tail risk and the return-volatility relation 0 0 0 7 0 0 3 36
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 1 1 2 59 1 2 4 200
The cross-market index for volatility surprise 0 0 0 0 1 2 2 6
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 1 2 6 77 2 4 16 270
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 1 1 1 81
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 1 1 27
The place of gold in the cross-market dependencies 1 1 1 10 2 2 3 106
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 7 0 1 4 34
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 0 64 0 2 7 168
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 0 2 4 0 0 3 15
Twenty years of jumps in commodity markets 0 0 0 18 0 1 2 83
Understanding momentum in commodity markets 0 0 0 24 0 0 2 65
Variance risk-premia in CO2 markets 0 0 0 20 1 1 3 105
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 1 2 95
Volatility forecasting of carbon prices using factor models 0 0 0 125 0 0 5 299
Volatility returns with vengeance: Financial markets vs. commodities 1 1 3 41 2 2 7 196
Volatility spillovers in commodity markets 0 1 5 60 0 2 10 147
Wavelet packet transforms analysis applied to carbon prices 0 0 0 43 0 0 0 108
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 0 2 3 0 0 4 10
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 1 1 1 39 2 2 4 167
Total Journal Articles 15 42 210 5,582 80 177 770 18,534
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 0 0 1 10
Pricing and Forecasting Carbon Markets 0 0 0 0 0 0 2 18
Total Books 0 0 0 0 0 0 3 28

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 0 0 28
Carbon trading: past, present and future 0 0 0 11 0 0 2 37
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 0 0 0 10
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 2 6 0 1 4 25
Total Chapters 0 0 2 25 0 1 6 100

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Statistics updated 2025-03-03