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 1 8 15 57
A Fear Index to Predict Oil Futures Returns 0 0 0 53 1 10 12 468
A cross-volatility index for hedging the country risk 0 0 0 0 0 4 4 38
A differential game of intertemporal emissions trading with market power 0 0 0 232 0 5 6 504
A fear index to predict oil futures returns 0 0 0 34 3 14 20 182
A fear index to predict oil futures returns 0 0 0 0 1 5 8 55
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 1 3 8
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 1 1 1 7 2 6 8 57
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 4 8 20
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 8 1 9 14 38
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 4 7 8 284
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 1 3 5 303
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 0 1 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 3 8 17 56
Carbon Price Drivers: An Updated Literature Review 0 0 1 124 1 5 19 202
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 303 1 9 14 551
Carbon price analysis using empirical mode decomposition 0 0 0 90 2 3 4 159
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 1 2 3 57
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 1 3 6 47
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 2 3 3 29
Covid-19 Pandemic and Financial Contagion 0 0 0 15 1 4 6 53
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 3 5 111
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 1 3 52
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 1 7 10 173
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 0 2 2 78
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 0 4 6 12
Detecting jumps and regime-switches in international stock markets returns 0 0 1 18 0 6 11 57
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 3 5 11
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 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 1 2 4 64
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 1 4 9 103
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 0 1 4 6 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 2 4 32
Emissions Trading: What Makes It Work? 0 0 0 89 1 4 5 110
Energy Risk Management with Carbon Assets 0 0 1 118 0 5 9 226
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 1 5 130
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 0 3 14
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 4 5 56
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 1 273 0 9 22 668
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 2 9 9 509
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 0 3 5 63
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 0 3 6 34
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 0 3 5 72
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 2 8 9 65
Geographical Diversification with a World Volatility Index 0 0 0 0 1 3 4 34
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 3 5 27
International Financial Markets 0 0 0 0 8 16 28 97
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 2 4 7 136
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 0 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 0 2 31 2 7 15 88
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 2 4 5 46
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 1 7 7 138
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 0 1 6 9
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 2 7 12 19
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 1 2 3 23
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 1 3 71 5 25 29 137
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 0 1 5 205
Oil Price Risk and Financial Contagion 0 0 1 1 0 1 4 30
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 3 4 52
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 1 7 12 77
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 3 5 122
On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data 0 0 0 9 1 12 14 52
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 1 7 7 217
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 3 10 13 55
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 2 21 25 114
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 2 9 13 47
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 1 6 9 173
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 1 103 1 30 37 350
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 0 3 7 10
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 4 14 22 395
Options introduction and volatility in the EU ETS 0 0 0 41 0 5 12 199
Options introduction and volatility in the EU ETS 0 0 0 0 1 5 7 14
Options introduction and volatility in the EU ETS 0 0 0 103 0 6 8 284
Options introduction and volatility in the EU ETS 0 0 0 44 0 2 3 135
Price relationships in the EU emissions trading system 0 0 1 105 0 0 4 196
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 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 0 2 4 156
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 0 1 2 28
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 0 6 0 3 5 36
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 0 3 5 67
Spikes and crashes in the oil market 0 0 0 0 2 4 8 55
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 0 2 6
Study of the dynamic of Bitcoin's price 0 0 0 42 0 10 11 66
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 0 2 5 380
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 2 292 0 4 15 714
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 0 1 2 277
The Economics of Commodity Markets 0 0 0 0 0 7 14 53
The Economics of Commodity Markets 0 0 0 0 1 9 34 65
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 1 3 6 224
The cross-market index for volatility surprise 0 0 0 0 0 3 5 21
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 1 6 11 115
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 1 1 17 0 3 3 122
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 1 4 6 7
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 0 3 3 66
Volatility equicorrelation: A cross-market perspective 0 0 0 0 1 6 8 40
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 8 13 14 48
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 5 6 94
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 3 4 38
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 0 1 46 2 6 9 194
Total Working Papers 1 3 21 4,369 94 543 891 13,448
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 1 1 3 125 4 9 14 335
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 1 4 6 62
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 0 1 3 62
A cross-volatility index for hedging the country risk 0 0 0 19 1 12 16 132
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 0 13 1 4 9 47
A model of carbon price interactions with macroeconomic and energy dynamics 0 3 17 111 15 27 61 356
A new weighting-scheme for equity indexes 0 0 0 21 2 9 13 82
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 3 13 14 17
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 1 7 2 5 10 44
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 1 7 9 47
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 0 8 9 48
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 0 3 6 14
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 1 4 5 22
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 0 4 6 49
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 0 2 2 67
An intertemporal carbon emissions trading system with cap adjustment and path control 0 0 2 10 3 7 12 60
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 3 7 11 270
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 0 1 27 5 34 50 145
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 0 3 124 1 7 11 305
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 2 8 10 120
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 2 21 0 11 21 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 1 11 14 36
COVID-19 Pandemic and Financial Contagion 0 0 1 8 2 6 8 46
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 1 5 7 98
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 0 7 10 35
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 1 5 18 406 8 54 106 1,240
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 0 45 1 6 8 205
Carbon Price Drivers: An Updated Literature Review 0 1 1 16 0 5 12 47
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 0 1 2 102
Carbon futures and macroeconomic risk factors: A view from the EU ETS 1 3 5 248 4 16 29 656
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 0 1 186 2 6 15 441
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 2 3 7 64
Commodity markets through the business cycle 0 0 0 20 2 9 12 85
Common risk factors in commodities 0 1 2 271 1 11 16 991
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 0 4 12 1 6 21 48
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 0 3 0 2 2 15
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 1 2 3 45
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 1 4 6 33
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 0 7 9 26
Cross-market index with Factor-DCC 0 0 0 12 0 1 7 97
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 1 3 8 111
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 1 6 11 106
Cross-market volatility index with Factor-DCC 0 0 0 9 0 4 4 110
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 0 4 7 17
Detecting instability in the volatility of carbon prices 1 1 3 79 2 11 24 265
Detecting jumps and regime switches in international stock markets returns 0 1 1 1 0 5 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 0 1 4 48
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 0 1 4 2 9 15 38
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 1 11 0 2 4 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 15 381
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 1 6 7 148
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 0 1 89 1 11 17 323
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 1 2 10 109 10 20 42 281
Economic Consequences of Permits Allocation Rules 0 0 0 33 2 7 9 118
Emission trading, induced innovation and firm performance 0 1 2 13 3 16 31 65
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 1 191 2 7 16 467
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 0 4 8 129
Enriching the VaR framework to EEMD with an application to the European carbon market 0 1 1 6 1 7 12 37
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 1 7 7 22
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 1 2 8 51 14 24 35 150
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 63 0 5 9 408
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 34 2 8 17 175
Examining the structural changes of European carbon futures price 2005-2012 0 0 2 96 0 3 10 253
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 1 8 11 102
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 1 25 2 4 8 68
Forecasting the density of returns in crude oil futures markets 0 0 0 3 0 2 2 22
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 1 1 2 242 1 6 10 959
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 4 8 10 162
Geographical diversification with a World Volatility Index 0 0 0 6 1 4 7 92
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 1 4 9 22 4 27 45 84
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 4 11 253
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 2 37 0 5 12 96
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 1 1 1 5 2 8 18 54
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 3 7 47
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 0 1 19 0 11 31 90
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 0 3 23 0 7 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 3 6 68
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 1 1 1 8 3 5 8 33
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 9 17 139
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 6 12 19 87
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 1 9 12 113
Local Gaussian correlations in financial and commodity markets 0 0 0 16 1 7 13 68
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 1 5 11 1 9 18 37
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 1 3 8 94
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 1 3 63 0 9 14 205
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 0 2 10 0 2 16 108
Market integration and financial linkages among stock markets in Pacific Basin countries 0 1 2 25 1 7 11 173
Mean-field limit of generalized Hawkes processes 0 0 1 2 1 3 9 23
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 1 1 2 6 1 6 11 61
Modelling risk premia in CO2 allowances spot and futures prices 0 1 2 108 1 4 9 264
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 1 4 6 138
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 3 15 29 85
Nonparametric modeling of carbon prices 0 0 5 29 0 2 13 112
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 2 4 6 107
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 1 7 9 86
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 0 0 2 34 1 6 17 154
On the estimation of regime-switching Lévy models 1 1 1 43 3 11 17 154
On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region 1 2 2 14 3 10 12 76
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 3 7 8 166
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 0 2 4 60
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 0 13 17 260
Options introduction and volatility in the EU ETS 0 1 1 21 0 11 21 147
Portfolio allocation across variance risk premia 0 0 2 13 3 6 8 38
Price drivers and structural breaks in European carbon prices 2005-2007 0 3 13 769 2 12 44 1,408
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 2 56 1 9 13 177
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 2 13 5 12 31 108
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 2 2 37
Regime changes and fiscal sustainability in Kenya 0 0 2 25 1 5 12 101
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 3 10 13 223
Spikes and crashes in the oil market 0 0 0 13 2 9 9 98
Spéculation et marchés dérivés du pétrole 0 0 0 0 0 2 3 25
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 0 4 6 17
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 2 8 9 55
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 0 4 8 39
Tail risk and the return-volatility relation 0 0 2 9 0 5 17 53
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 0 59 0 3 11 211
The cross-market index for volatility surprise 0 0 0 0 1 8 16 22
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 1 3 6 83 2 8 20 290
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 0 4 8 89
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 5 6 33
The place of gold in the cross-market dependencies 0 0 0 10 1 12 15 121
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 1 2 8 42
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 2 66 0 7 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 0 10 15 30
Twenty years of jumps in commodity markets 0 0 0 18 0 6 8 91
Understanding momentum in commodity markets 0 0 0 24 0 7 13 78
Variance risk-premia in CO2 markets 0 0 2 22 0 7 14 119
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 3 7 102
Volatility forecasting of carbon prices using factor models 0 0 2 127 1 13 27 326
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 1 3 11 207
Volatility spillovers in commodity markets 0 0 1 61 1 11 16 163
Wavelet packet transforms analysis applied to carbon prices 0 0 0 43 2 5 5 113
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 0 1 4 2 8 14 24
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 1 1 1 40 5 9 11 178
Total Journal Articles 15 45 191 5,773 204 1,024 1,846 20,380
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 6 9 19
Pricing and Forecasting Carbon Markets 0 0 0 0 0 1 3 21
Total Books 0 0 0 0 1 7 12 40

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 3 5 33
Carbon trading: past, present and future 0 0 0 11 0 5 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 3 4 29
Total Chapters 0 0 0 25 1 13 23 123

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