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 3 8 50
A Fear Index to Predict Oil Futures Returns 0 0 0 53 2 2 4 460
A cross-volatility index for hedging the country risk 0 0 0 0 1 1 1 35
A differential game of intertemporal emissions trading with market power 0 0 0 232 2 2 3 501
A fear index to predict oil futures returns 0 0 0 0 2 5 5 52
A fear index to predict oil futures returns 0 0 0 34 5 9 12 173
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 2 7
Air traffic energy efficiency differs from place to place: new results from a macro-level approach 0 0 0 6 0 1 2 51
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 0 3 4 16
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 8 4 7 9 33
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 0 0 1 277
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market 0 0 0 122 1 3 3 301
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 0 3 5 33
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 1 4 12 49
Carbon Price Drivers: An Updated Literature Review 0 0 1 124 0 3 15 197
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 303 4 5 9 546
Carbon price analysis using empirical mode decomposition 0 0 0 90 0 1 1 156
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 1 2 2 56
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 1 3 5 45
Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages 0 0 0 8 0 0 1 26
Covid-19 Pandemic and Financial Contagion 0 0 0 15 0 1 3 49
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 1 3 3 109
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 0 2 51
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 4 5 8 170
Cross-market index with Factor-DCC 0 0 0 0 2 2 4 34
Cross-market volatility index with Factor-DCC 0 0 0 0 0 0 0 76
Detecting Instability in the Volatility of Carbon Prices 0 0 0 0 2 2 4 10
Detecting jumps and regime-switches in international stock markets returns 0 0 3 18 1 3 8 52
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 1 1 4 5
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 3 4 5 11
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 0 3 62
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 1 2 9 100
Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors 0 0 0 2 4 4 4 9
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price 0 0 0 2 0 1 2 30
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 2 3 75
Emissions Trading: What Makes It Work? 0 0 0 89 1 2 3 107
Energy Risk Management with Carbon Assets 0 0 1 118 1 3 5 222
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 2 5 129
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 1 2 2 53
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 3 3 14
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 1 273 4 12 18 663
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 3 3 4 503
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 1 1 3 61
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 0 3 5 31
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 1 3 4 70
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 1 2 2 58
Geographical Diversification with a World Volatility Index 0 0 0 0 1 2 2 32
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China 0 0 2 3 2 3 6 26
International Financial Markets 0 0 0 0 0 2 12 81
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 2 3 132
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 1 1 3 335
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 2 5 11 39
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 1 3 31 3 6 12 84
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 1 2 2 207
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 1 2 2 43
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 1 1 2 132
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 0 4 5 8
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 0 2 5 12
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 1 1 2 22
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 0 2 70 9 10 13 121
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 0 0 4 204
Oil Price Risk and Financial Contagion 0 1 1 1 0 2 3 29
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 1 2 2 50
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 1 2 6 71
On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data 0 0 1 12 0 0 3 119
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 3 5 5 43
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 3 4 6 48
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 13 15 18 106
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 1 4 5 39
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 1 1 4 168
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 1 1 103 25 30 34 345
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 2 4 6 9
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 0 7 8 381
Options introduction and volatility in the EU ETS 0 0 0 103 2 2 4 280
Options introduction and volatility in the EU ETS 0 0 0 44 1 2 2 134
Options introduction and volatility in the EU ETS 0 0 0 41 3 6 10 197
Options introduction and volatility in the EU ETS 0 0 0 0 1 2 3 10
Price relationships in the EU emissions trading system 0 0 1 105 0 1 4 196
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 1 4 7 33
Primary balance dynamics and public debt sustainability in Kenya 0 0 2 30 0 1 5 98
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 1 1 3 155
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 0 0 1 27
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 0 6 3 4 7 36
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 1 3 4 65
Spikes and crashes in the oil market 0 0 0 0 1 3 5 52
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 0 2 182
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 2 2 6
Study of the dynamic of Bitcoin's price 0 0 0 42 8 9 9 64
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 1 3 4 379
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 2 292 1 7 13 711
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 0 1 1 276
The Economics of Commodity Markets 0 0 0 0 2 3 10 48
The Economics of Commodity Markets 0 0 0 0 3 9 32 59
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 1 3 4 222
The cross-market index for volatility surprise 0 0 0 0 2 3 4 20
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 3 7 9 112
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 16 0 0 1 119
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 2 4 4 5
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 1 1 1 64
Volatility equicorrelation: A cross-market perspective 0 0 0 0 1 1 3 35
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 1 2 3 36
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 2 3 90
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 1 1 2 36
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 1 1 46 1 4 4 189
Total Working Papers 0 4 25 4,366 173 334 570 13,078
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 3 124 3 5 9 329
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 1 3 3 59
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 0 2 2 61
A cross-volatility index for hedging the country risk 0 0 0 19 4 7 9 124
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 0 13 2 3 7 45
A model of carbon price interactions with macroeconomic and energy dynamics 3 8 18 111 6 19 47 335
A new weighting-scheme for equity indexes 0 0 0 21 2 4 7 75
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 4 4 5 8
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 1 7 0 2 6 39
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 1 3 5 41
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 1 2 3 41
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 1 1 2 19
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 2 5 5 13
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 0 2 2 45
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 2 10 1 1 6 54
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 1 5 5 264
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 0 2 27 12 16 32 123
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 1 3 124 2 3 7 300
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 0 1 2 112
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 1 2 21 7 12 20 74
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 1 1 1 16
COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages 0 0 0 3 3 6 6 28
COVID-19 Pandemic and Financial Contagion 0 1 1 8 2 4 6 42
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 2 3 4 95
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 2 3 5 30
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 2 4 19 403 22 39 86 1,208
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 0 45 2 3 4 201
Carbon Price Drivers: An Updated Literature Review 1 1 1 16 2 3 11 44
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 0 1 1 101
Carbon futures and macroeconomic risk factors: A view from the EU ETS 1 1 4 246 6 10 21 646
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 1 2 186 1 5 11 436
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 0 3 4 61
Commodity markets through the business cycle 0 0 0 20 4 6 8 80
Common risk factors in commodities 1 1 2 271 6 7 14 986
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 0 2 4 12 1 5 17 43
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 0 3 1 1 2 14
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 0 1 1 43
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 1 2 4 30
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 2 3 5 21
Cross-market index with Factor-DCC 0 0 0 12 0 4 6 96
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 1 4 6 109
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 2 6 7 102
Cross-market volatility index with Factor-DCC 0 0 0 9 3 3 3 109
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 0 3 4 13
Detecting instability in the volatility of carbon prices 0 0 2 78 2 6 15 256
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 1 2 2 27
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 3 47
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 1 2 4 4 9 12 33
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 1 1 11 0 1 3 39
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 112 3 6 10 375
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 2 3 3 144
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 0 1 89 3 4 11 315
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 0 0 11 107 6 10 37 267
Economic Consequences of Permits Allocation Rules 0 0 0 33 2 3 4 113
Emission trading, induced innovation and firm performance 0 0 1 12 2 7 19 51
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 1 191 2 4 11 462
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 0 1 3 0 0 2 10
Energy risk management with carbon assets 0 0 0 33 1 3 5 126
Enriching the VaR framework to EEMD with an application to the European carbon market 1 1 1 6 3 5 8 33
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 2 2 2 17
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 0 1 7 49 2 6 15 128
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 1 63 1 2 8 404
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 34 1 5 10 168
Examining the structural changes of European carbon futures price 2005-2012 0 1 4 96 0 4 9 250
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 3 4 6 97
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 1 25 0 2 4 64
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 1 241 0 2 6 953
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 0 2 2 154
Geographical diversification with a World Volatility Index 0 0 0 6 2 5 5 90
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 1 4 6 19 12 22 31 69
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 2 7 9 251
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 2 37 3 5 11 94
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 0 4 1 4 11 47
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 2 5 6 46
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 1 1 19 9 21 30 88
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 0 1 3 23 3 5 10 102
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 3 5 6 68
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 0 7 0 2 3 28
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 4 9 131
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 3 4 10 78
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 4 7 7 108
Local Gaussian correlations in financial and commodity markets 0 0 0 16 3 5 10 64
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 0 4 10 3 7 13 31
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 1 2 3 63 2 4 8 198
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 2 3 9 93
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 1 2 10 2 10 20 108
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 1 24 1 4 5 167
Mean-field limit of generalized Hawkes processes 0 1 1 2 1 5 7 21
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 1 5 0 2 5 55
Modelling risk premia in CO2 allowances spot and futures prices 1 1 2 108 3 6 8 263
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 0 1 2 134
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 5 9 20 75
Nonparametric modeling of carbon prices 0 0 5 29 0 2 11 110
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 2 2 103
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 1 2 4 80
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 0 1 2 34 2 7 15 150
On the estimation of regime-switching Lévy models 0 0 0 42 4 5 11 147
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 1 1 13 6 8 11 72
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 1 1 159
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 0 2 3 58
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 2 2 6 249
Options introduction and volatility in the EU ETS 0 0 0 20 3 8 14 139
Portfolio allocation across variance risk premia 0 0 2 13 1 1 4 33
Price drivers and structural breaks in European carbon prices 2005-2007 2 4 13 768 4 15 38 1,400
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 2 56 2 4 6 170
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 4 13 2 6 25 98
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 0 35
Regime changes and fiscal sustainability in Kenya 0 0 2 25 0 1 7 96
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 1 4 4 214
Spikes and crashes in the oil market 0 0 0 13 0 0 1 89
Spéculation et marchés dérivés du pétrole 0 0 0 0 0 1 2 23
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 2 3 5 15
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 0 1 1 47
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 2 6 6 37
Tail risk and the return-volatility relation 0 0 2 9 1 6 13 49
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 1 59 0 1 10 208
The cross-market index for volatility surprise 0 0 0 0 5 9 14 19
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 2 3 6 82 4 9 18 286
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 1 5 6 86
The impact of nonlinearities for carbon markets analyses 0 0 0 3 1 1 3 29
The place of gold in the cross-market dependencies 0 0 1 10 4 6 9 113
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 0 3 6 40
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 2 66 3 7 17 183
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 1 1 5 3 6 8 23
Twenty years of jumps in commodity markets 0 0 0 18 4 5 7 89
Understanding momentum in commodity markets 0 0 0 24 3 8 9 74
Variance risk-premia in CO2 markets 0 0 2 22 1 5 9 113
Volatility equicorrelation: A cross-market perspective 0 0 0 23 1 4 5 100
Volatility forecasting of carbon prices using factor models 0 2 2 127 6 11 20 319
Volatility returns with vengeance: Financial markets vs. commodities 0 0 3 43 1 6 11 205
Volatility spillovers in commodity markets 0 0 1 61 5 8 11 157
Wavelet packet transforms analysis applied to carbon prices 0 0 0 43 1 1 1 109
Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? 0 1 1 4 2 4 8 18
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 39 3 4 7 172
Total Journal Articles 17 51 189 5,745 302 661 1,252 19,658
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 2 4 14
Pricing and Forecasting Carbon Markets 0 0 0 0 0 1 2 20
Total Books 0 0 0 0 1 3 6 34

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 1 2 3 31
Carbon trading: past, present and future 0 0 0 11 3 5 5 42
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 2 3 7 17
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 6 1 1 2 27
Total Chapters 0 0 0 25 7 11 17 117

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Statistics updated 2026-01-09