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 53 1 1 4 458
A Fear Index to Predict Oil Futures Returns 0 0 0 0 0 3 5 46
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 2 499
A fear index to predict oil futures returns 0 0 0 0 0 0 1 47
A fear index to predict oil futures returns 0 0 0 34 0 0 2 162
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 1 1 2 6
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 3 13
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 1 1 8 0 1 2 25
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence 0 0 0 110 0 1 2 277
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 4 30
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 0 2 6 42
Carbon Price Drivers: An Updated Literature Review 0 0 1 124 2 7 11 192
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 303 0 1 5 540
Carbon price analysis using empirical mode decomposition 0 0 0 90 0 0 0 155
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 0 1 2 42
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 1 1 3 48
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 0 0 106
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 1 1 2 164
Cross-market index with Factor-DCC 0 0 0 0 0 0 2 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 1 7
Detecting jumps and regime-switches in international stock markets returns 0 0 2 17 1 1 5 48
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 7
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 3
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 1 3 61
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 0 0 5 95
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 2 29
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 1 1 73
Emissions Trading: What Makes It Work? 0 0 0 89 0 0 2 105
Energy Risk Management with Carbon Assets 0 0 1 118 1 1 3 219
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 2 4 127
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 1 3 273 1 4 7 650
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 0 0 3 500
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 1 1 4 60
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 0 0 2 28
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 0 0 3 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 0 0 1 2 0 0 3 22
International Financial Markets 0 0 0 0 2 3 8 77
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 0 1 2 130
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 0 0 1 333
Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 1 1 20 0 1 4 32
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 0 0 1 29 0 3 9 77
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 0 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 0 2 131
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 1 2 3 10
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 0 0 20
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 2 2 70 0 3 3 111
Modelling the convenience yield in carbon prices using daily and realized measures 0 0 0 93 0 2 4 203
Oil Price Risk and Financial Contagion 0 0 0 0 0 1 1 27
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 1 3 5 68
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 1 2 16 119
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 1 9 0 0 4 38
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 0 1 2 44
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 21 0 1 2 90
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 1 1 35
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 3 5 167
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 102 0 1 7 315
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 0 0 1 373
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 1 1 2 4
Options introduction and volatility in the EU ETS 0 0 0 103 1 1 2 278
Options introduction and volatility in the EU ETS 0 0 0 0 0 0 1 7
Options introduction and volatility in the EU ETS 0 0 0 41 0 3 3 190
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 0 132
Price relationships in the EU emissions trading system 0 1 1 105 0 3 4 195
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 2 3 29
Primary balance dynamics and public debt sustainability in Kenya 0 0 2 30 0 1 4 97
Re-examining the concept of sustainable development in light of climate change 0 0 0 85 0 2 2 154
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets 0 0 0 0 1 1 1 27
Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries 0 0 1 6 0 1 5 32
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 0 0 1 62
Spikes and crashes in the oil market 0 0 0 0 0 0 2 48
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 0 1 181
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 0 0 0 4
Study of the dynamic of Bitcoin's price 0 0 1 42 0 0 4 55
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 0 0 0 375
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 1 1 291 0 2 7 701
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 0 0 2 275
The Economics of Commodity Markets 0 0 0 0 2 9 24 44
The Economics of Commodity Markets 0 0 0 0 0 1 24 45
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 0 0 2 219
The cross-market index for volatility surprise 0 0 0 0 0 0 0 16
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 0 0 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 0 2 119
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 2 2 34
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 0 0 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 0 0 8 88
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 0 4 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 0 7 23 4,358 20 91 314 12,690
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 3 123 1 3 8 324
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 0 0 0 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 1 1 3 117
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 1 13 1 1 3 40
A model of carbon price interactions with macroeconomic and energy dynamics 1 5 16 102 1 7 43 312
A new weighting-scheme for equity indexes 0 0 1 21 1 2 5 71
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 0 0 0 3
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 1 1 7 0 1 2 35
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 0 0 3 38
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 0 0 1 39
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 1 3 0 0 3 17
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 0 0 1 8
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 0 0 0 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 1 1 9 2 3 8 52
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 0 0 0 259
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 0 6 27 2 5 20 103
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 0 2 4 123 0 2 6 297
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 1 1 2 111
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 0 0 19 4 4 12 61
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 0 22
COVID-19 Pandemic and Financial Contagion 0 0 0 7 0 0 3 38
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 0 1 1 92
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 1 4 0 1 2 26
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 2 5 17 397 6 20 59 1,163
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 1 45 0 0 5 197
Carbon Price Drivers: An Updated Literature Review 0 0 0 15 0 3 7 39
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK 0 0 0 23 0 0 1 100
Carbon futures and macroeconomic risk factors: A view from the EU ETS 1 2 7 245 1 5 21 634
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 0 0 2 185 1 5 9 431
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 0 0 2 58
Commodity markets through the business cycle 0 0 1 20 0 0 6 73
Common risk factors in commodities 1 1 2 270 2 3 13 979
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 1 2 3 10 2 6 15 36
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 2 3 0 0 4 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 0 0 1 27
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 1 1 2 18
Cross-market index with Factor-DCC 0 0 0 12 2 2 3 92
Cross-market linkages between commodities, stocks and bonds 1 1 2 33 1 1 3 104
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 0 1 95
Cross-market volatility index with Factor-DCC 0 0 0 9 0 0 0 106
Cross‐market spillovers with ‘volatility surprise’ 0 0 0 1 0 0 1 10
Detecting instability in the volatility of carbon prices 0 0 2 78 1 4 8 247
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 1 1 14 1 2 4 46
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 0 0 1 3 1 1 3 24
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 0 0 0 10 0 0 2 38
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 112 1 1 5 368
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 1 1 89 0 1 14 309
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 0 3 13 105 0 5 29 251
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 0 0 109
Emission trading, induced innovation and firm performance 0 0 3 12 1 4 14 41
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 0 0 190 0 2 6 455
Energy out-of-poverty and inclusive growth: Evidence from the China health and nutrition survey 0 0 1 3 0 0 1 9
Energy risk management with carbon assets 0 0 0 33 0 0 3 122
Enriching the VaR framework to EEMD with an application to the European carbon market 0 0 0 5 1 2 4 27
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 2 3 6 48 2 4 11 121
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 1 63 1 1 7 401
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 34 2 2 6 162
Examining the structural changes of European carbon futures price 2005-2012 0 1 3 95 0 1 6 246
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 1 32 1 1 5 92
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 3 25 0 0 7 61
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 1 1 241 0 1 4 950
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 0 0 0 152
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 1 1 3 15 1 4 7 44
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 0 2 3 244
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 6 37 0 1 11 88
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 0 4 1 6 7 42
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 0 40
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 0 1 18 0 0 6 60
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 1 2 2 22 2 4 8 97
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 0 62
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 0 7 0 0 0 25
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 2 2 7 125
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 0 1 6 71
Leverage vs. feedback: Which Effect drives the oil market? 0 0 1 18 0 0 1 101
Local Gaussian correlations in financial and commodity markets 0 0 0 16 0 2 5 59
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 1 1 3 9 1 2 7 23
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 1 61 2 2 6 194
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 1 12 2 3 7 89
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 1 1 1 9 1 2 10 96
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 1 24 0 0 2 163
Mean-field limit of generalized Hawkes processes 0 0 0 1 0 0 2 15
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 1 5 0 1 4 52
Modelling risk premia in CO2 allowances spot and futures prices 0 0 1 107 1 1 3 257
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 1 1 1 133
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 1 2 4 19 1 4 10 62
Nonparametric modeling of carbon prices 0 2 3 27 2 5 7 105
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 0 1 101
On the Stochastic Properties of Carbon Futures Prices 0 1 1 17 0 1 4 78
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 0 0 2 33 1 4 9 142
On the estimation of regime-switching Lévy models 0 0 2 42 1 1 7 139
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 0 12 0 0 6 64
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 0 2 158
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 0 0 3 56
On the volatility–volume relationship in energy futures markets using intraday data 0 1 1 70 1 2 5 247
Options introduction and volatility in the EU ETS 0 0 0 20 1 4 5 130
Portfolio allocation across variance risk premia 0 1 3 13 0 1 5 32
Price drivers and structural breaks in European carbon prices 2005-2007 1 4 17 763 1 10 34 1,380
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 1 2 2 56 1 2 3 166
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 1 1 5 12 5 6 19 87
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 1 3 25 2 4 8 94
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 2 210
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 0 1 22
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 0 0 3 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 1 1 8 2 3 5 39
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 1 59 0 2 6 204
The cross-market index for volatility surprise 0 0 0 0 0 2 6 10
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 0 5 78 1 2 12 275
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 0 0 1 81
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 0 1 27
The place of gold in the cross-market dependencies 0 0 1 10 0 1 3 107
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 7 1 2 5 36
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 1 65 0 2 10 173
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 0 1 4 1 1 2 16
Twenty years of jumps in commodity markets 0 0 0 18 0 0 2 83
Understanding momentum in commodity markets 0 0 0 24 0 0 1 65
Variance risk-premia in CO2 markets 0 2 2 22 0 2 3 107
Volatility equicorrelation: A cross-market perspective 0 0 0 23 1 1 2 96
Volatility forecasting of carbon prices using factor models 0 0 0 125 0 5 9 305
Volatility returns with vengeance: Financial markets vs. commodities 0 0 1 41 0 0 4 197
Volatility spillovers in commodity markets 1 1 2 61 1 1 7 148
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 1 3 0 2 5 13
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 39 1 1 4 168
Total Journal Articles 18 55 195 5,675 80 215 749 18,860
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 2 12
Pricing and Forecasting Carbon Markets 0 0 0 0 0 0 2 18
Total Books 0 0 0 0 0 0 4 30

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 1 37
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 0 1 3 13
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 1 6 1 1 3 26
Total Chapters 0 0 1 25 1 2 7 104

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Statistics updated 2025-08-05