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 1 3 4 41
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 0 0 454
A cross-volatility index for hedging the country risk 0 0 0 0 0 0 1 34
A differential game of intertemporal emissions trading with market power 0 0 0 232 0 0 0 497
A fear index to predict oil futures returns 0 0 1 34 0 0 1 160
A fear index to predict oil futures returns 0 0 0 0 0 1 1 46
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 0 4
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 0 0 0 6 0 0 1 48
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 0 1 10
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 6 0 0 0 21
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 0 0 0 275
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 0 0 1 298
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 0 0 1 26
Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK 0 0 2 90 0 0 5 227
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 0 0 0 1 0 1 8 35
Carbon Price Drivers: An Updated Literature Review 0 0 1 123 0 0 1 180
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 1 5 302 1 4 12 535
Carbon price analysis using empirical mode decomposition 0 1 1 90 0 1 1 154
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 1 44 0 0 1 54
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 1 2 3 40
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 0 0 1 25
Covid-19 Pandemic and Financial Contagion 0 0 0 15 0 1 3 45
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 0 0 49
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 2 4 106
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 0 0 0 162
Cross-market index with Factor-DCC 0 0 0 0 0 0 0 28
Cross-market volatility index with Factor-DCC 0 0 0 0 0 0 0 75
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 0 2 2 6
Detecting jumps and regime-switches in international stock markets returns 0 0 1 15 0 0 5 43
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 2 2 2 4
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 0 0 0
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 0 0 58
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 1 2 4 90
Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors 0 0 0 2 0 0 1 5
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 3 71
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 0 27
Emissions Trading: What Makes It Work? 0 0 0 89 0 0 1 103
Energy Risk Management with Carbon Assets 0 0 2 117 0 0 2 215
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 0 1 123
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 0 0 0 0 0 0 11
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 1 270 1 1 4 643
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 1 239 0 0 2 497
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 0 2 5 56
Forecasting air traffic and corresponding jet-fuel demande until 2025 2 2 5 10 3 4 8 26
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 1 1 1 64
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 0 1 54
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 0 0 0 1 0 0 3 18
International Financial Markets 0 0 0 0 0 1 7 69
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 0 0 128
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 0 0 1 332
Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 0 1 19 0 0 3 27
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 1 4 28 2 3 14 68
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 0 0 204
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 0 23 0 1 1 129
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 0 0 1 2
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 1 1 0 0 1 7
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 2 2 20
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 0 1 68 0 0 1 108
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 2 93 0 2 5 199
Oil Price Risk and Financial Contagion 0 0 0 0 0 0 3 26
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 0 2 48
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 1 37 0 0 2 62
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 11 0 4 10 100
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 8 0 0 3 34
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 1 2 0 0 1 42
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 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 0 0 0 88
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 102 0 1 1 307
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 0 0 162
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 184 0 0 1 371
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 0 0 1 1 1
Options introduction and volatility in the EU ETS 0 0 3 41 0 0 5 187
Options introduction and volatility in the EU ETS 0 0 0 0 0 0 0 6
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 3 132
Options introduction and volatility in the EU ETS 0 0 0 103 1 1 2 276
Price relationships in the EU emissions trading system 0 0 0 104 0 0 2 191
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 0 2 25
Primary balance dynamics and public debt sustainability in Kenya 0 0 1 28 1 1 4 93
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 0 1 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 0 5 0 0 6 27
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 1 26 0 1 5 60
Spikes and crashes in the oil market 0 0 0 0 0 0 1 46
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 1 2 180
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 1 1 4
Study of the dynamic of Bitcoin's price 0 0 1 41 0 0 2 51
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 149 1 2 2 374
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 2 290 3 4 10 694
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 0 0 0 273
The Economics of Commodity Markets 0 0 0 0 0 1 8 18
The Economics of Commodity Markets 0 0 0 0 2 2 2 12
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 0 1 2 217
The cross-market index for volatility surprise 0 0 0 0 0 0 0 15
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 0 0 2 103
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 0 0 0 0
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 16 0 0 5 116
Understanding the link between aggregated industrial production and the carbon price 0 0 1 39 0 0 1 62
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 0 0 1 33
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 0 1 79
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 0 1 29
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 0 0 45 0 0 0 184
Total Working Papers 2 5 42 4,331 21 60 226 12,340
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 4 120 0 1 7 316
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 0 0 2 55
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 0 0 114
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 2 12 0 0 3 36
A model of carbon price interactions with macroeconomic and energy dynamics 2 4 9 83 2 11 33 264
A new weighting-scheme for equity indexes 1 1 2 19 1 1 5 65
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 0 1 3 3
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 1 6 0 1 4 33
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 0 0 0 35
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 0 0 1 38
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 0 0 1 6
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 2 0 0 0 14
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 1 1 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 1 8 0 0 2 44
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 1 1 2 79 2 5 6 259
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 1 1 5 20 1 3 11 81
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 1 3 5 119 2 6 10 291
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 0 0 0 109
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 2 3 9 18 5 10 23 47
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 1 15
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 0 0 0 20
COVID-19 Pandemic and Financial Contagion 0 0 0 7 0 0 2 34
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 1 1 2 91
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 3 0 2 2 24
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 2 4 27 371 5 15 73 1,090
Carbon Price Analysis Using Empirical Mode Decomposition 0 2 4 43 0 3 8 190
Carbon Price Drivers: An Updated Literature Review 0 0 1 15 0 0 1 32
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 22 0 0 0 97
Carbon futures and macroeconomic risk factors: A view from the EU ETS 0 1 7 237 0 4 24 610
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 1 3 183 0 2 10 421
Commodities risk premia and regional integration in gas-exporting countries 0 1 1 8 0 1 2 54
Commodity markets through the business cycle 0 1 3 18 0 1 5 66
Common risk factors in commodities 0 0 7 268 1 1 21 965
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 0 3 7 0 2 9 20
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 1 1 2 4 5 9
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 7 0 0 0 38
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 0 0 1 26
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 1 1 1 16
Cross-market index with Factor-DCC 0 0 0 12 0 0 1 86
Cross-market linkages between commodities, stocks and bonds 0 0 0 31 0 0 0 101
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 1 1 1 94
Cross-market volatility index with Factor-DCC 0 0 0 9 0 1 3 106
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 1 1 1 9
Detecting instability in the volatility of carbon prices 0 1 2 75 1 3 5 238
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 0 0 0 24
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 6 42
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 0 0 2 1 1 1 21
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 1 10 1 1 2 36
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 1 1 3 112 2 2 6 363
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 6 86 0 2 19 293
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 0 0 7 91 1 3 23 220
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 0 0 109
Emission trading, induced innovation and firm performance 1 3 6 8 2 5 16 24
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 4 190 0 0 14 448
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 0 2 2 0 0 2 7
Energy risk management with carbon assets 0 0 2 31 0 0 3 117
Enriching the VaR framework to EEMD with an application to the European carbon market 0 0 0 5 0 0 1 23
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 1 2 13 41 3 6 24 108
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 1 1 3 60 4 6 10 392
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 1 1 31 0 2 9 155
Examining the structural changes of European carbon futures price 2005-2012 0 1 1 91 0 1 2 238
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 2 3 9 28 5 9 27 80
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 6 22 1 4 14 49
Forecasting the density of returns in crude oil futures markets 0 0 0 3 0 0 2 20
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 1 1 3 240 2 5 8 946
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 1 1 30 0 4 9 152
Geographical diversification with a World Volatility Index 0 0 0 6 0 0 1 85
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 0 1 4 11 0 1 15 34
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 0 9 241
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 1 9 31 1 3 18 76
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 1 4 1 1 5 35
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 2 6 0 0 3 39
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 0 3 17 0 0 14 54
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 1 5 20 0 3 15 87
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 1 3 62
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 1 7 0 1 5 23
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 1 1 28 0 2 10 118
Is It Possible to Forecast the Price of Bitcoin? 0 0 2 12 0 0 9 65
Leverage vs. feedback: Which Effect drives the oil market? 0 0 1 15 0 1 9 97
Local Gaussian correlations in financial and commodity markets 0 0 3 16 0 1 5 53
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 0 4 6 0 3 11 15
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 2 60 0 0 2 188
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 11 0 0 2 82
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 0 0 8 2 5 10 86
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 0 23 0 0 3 161
Mean-field limit of generalized Hawkes processes 0 0 0 1 0 0 2 13
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 0 4 0 2 4 48
Modelling risk premia in CO2 allowances spot and futures prices 0 0 2 105 0 1 4 253
Modelling the dynamics of European carbon futures price: A Zipf analysis 1 1 2 35 1 1 2 132
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 1 4 14 0 2 12 48
Nonparametric modeling of carbon prices 0 0 0 24 0 0 0 98
Oil vs. gasoline: The dark side of volatility and taxation 0 0 2 5 3 5 12 99
On the Stochastic Properties of Carbon Futures Prices 0 0 2 16 0 0 2 74
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 1 1 5 31 1 1 15 132
On the estimation of regime-switching Lévy models 0 0 0 40 0 1 8 132
On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region 0 1 2 12 1 3 7 57
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 0 0 155
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 0 0 0 53
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 68 0 0 2 241
Options introduction and volatility in the EU ETS 0 1 3 20 0 1 6 125
Portfolio allocation across variance risk premia 0 0 0 10 0 0 2 27
Price drivers and structural breaks in European carbon prices 2005-2007 2 6 21 745 6 23 63 1,343
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 0 53 0 1 4 162
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 1 7 0 1 4 65
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 0 34
Regime changes and fiscal sustainability in Kenya 0 0 1 22 1 1 3 85
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 1 1 3 208
Spikes and crashes in the oil market 0 1 1 13 0 1 1 88
Spéculation et marchés dérivés du pétrole 0 0 0 0 0 0 0 21
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 1 3 0 0 3 7
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 1 7 0 0 1 46
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 0 0 4 31
Tail risk and the return-volatility relation 0 0 0 7 0 1 2 34
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 0 57 0 0 1 196
The cross-market index for volatility surprise 0 0 0 0 0 0 1 4
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 1 5 72 0 3 16 257
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 0 0 0 80
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 0 0 26
The place of gold in the cross-market dependencies 0 0 0 9 1 1 3 104
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 6 0 1 6 31
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 3 64 0 2 12 163
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 1 3 3 0 2 9 14
Twenty years of jumps in commodity markets 0 0 1 18 0 0 1 81
Understanding momentum in commodity markets 0 0 0 24 0 1 2 64
Variance risk-premia in CO2 markets 0 0 0 20 0 0 1 102
Volatility equicorrelation: A cross-market perspective 0 0 0 23 1 1 1 94
Volatility forecasting of carbon prices using factor models 0 0 2 125 0 1 5 295
Volatility returns with vengeance: Financial markets vs. commodities 0 2 3 40 0 3 7 192
Volatility spillovers in commodity markets 1 1 4 56 1 1 8 138
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 1 2 2 0 2 7 8
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 38 0 0 4 163
Total Journal Articles 22 61 279 5,433 70 220 887 17,984
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 1 1 1 10
Pricing and Forecasting Carbon Markets 0 0 0 0 0 0 2 16
Total Books 0 0 0 0 1 1 3 26


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 2 28
Carbon trading: past, present and future 0 0 1 11 1 1 3 36
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 1 2 5 0 2 4 23
Total Chapters 0 1 3 24 1 3 9 97


Statistics updated 2024-06-06