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 2 3 7 49
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 0 4 458
A cross-volatility index for hedging the country risk 0 0 0 0 0 0 0 34
A differential game of intertemporal emissions trading with market power 0 0 0 232 0 0 1 499
A fear index to predict oil futures returns 0 0 0 0 2 3 3 50
A fear index to predict oil futures returns 0 0 0 34 4 5 7 168
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 1 1 2 51
Allocating Provincial CO2 Quotas for the Chinese National Carbon Program 0 0 0 2 3 3 5 16
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 1 8 2 3 5 29
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 2 2 2 300
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 0 2 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 2 5 11 48
Carbon Price Drivers: An Updated Literature Review 0 0 1 124 1 5 16 197
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis 0 0 1 303 1 2 5 542
Carbon price analysis using empirical mode decomposition 0 0 0 90 1 1 1 156
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 1 1 55
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 2 2 4 44
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 49
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 2 2 2 108
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 0 0 0 2 51
Cross-Market Spillovers with ‘Volatility Surprise’ 0 0 0 68 1 1 4 166
Cross-market index with Factor-DCC 0 0 0 0 0 0 3 32
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 0 1 2 8
Detecting jumps and regime-switches in international stock markets returns 0 0 3 18 1 2 7 51
EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread 0 0 0 0 0 0 4 4
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 8
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 62
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism 0 0 0 0 0 4 8 99
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 3 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 0 1 2 74
Emissions Trading: What Makes It Work? 0 0 0 89 1 1 3 106
Energy Risk Management with Carbon Assets 0 0 1 118 0 2 4 221
Etudes économétriques récentes réalisées à partir des données de la CFTC 0 0 0 23 0 2 6 129
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 0 1 1 52
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 0 0 3 3 3 14
European carbon prices and banking restrictions: evidence from phase I (2005-2007) 0 0 2 273 7 9 15 659
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production 0 0 0 239 0 0 1 500
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 0 0 2 60
Forecasting air traffic and corresponding jet-fuel demande until 2025 0 0 0 10 2 3 5 31
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) 0 0 0 0 1 2 4 69
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 1 1 57
Geographical Diversification with a World Volatility Index 0 0 0 0 0 1 1 31
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China 0 1 2 3 0 2 4 24
International Financial Markets 0 0 0 0 1 3 12 81
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power 0 0 0 79 1 2 3 132
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model 0 0 0 68 0 1 2 334
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 5 9 37
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models 1 1 3 31 2 3 11 81
Les déterminants du prix du carbone sur le marché européen des quotas 0 0 0 79 0 1 2 206
Leverage vs. Feedback: Which Effect Drives the Oil Market ? 0 0 0 0 1 1 1 42
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 0 0 1 131
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 0 4 4 5 8
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 2 2 5 12
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 0 0 0 1 21
Modeling the dynamics of European carbon futures price: a Zipf analysis 0 0 2 70 1 1 4 112
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 1 1 1 1 1 2 3 29
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 1 1 1 49
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 1 2 5 70
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 2 2 2 40
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 5 119
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 0 1 3 45
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 3 3 4 38
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 2 5 93
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 0 3 167
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 1 1 1 103 5 5 10 320
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 5 8 8 381
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 1 1 3 4 7
Options introduction and volatility in the EU ETS 0 0 0 44 1 1 1 133
Options introduction and volatility in the EU ETS 0 0 0 41 2 3 7 194
Options introduction and volatility in the EU ETS 0 0 0 0 1 1 2 9
Options introduction and volatility in the EU ETS 0 0 0 103 0 0 2 278
Price relationships in the EU emissions trading system 0 0 1 105 1 1 5 196
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses 0 0 0 0 0 3 6 32
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 0 0 2 154
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 1 1 4 33
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries 0 0 0 26 2 2 3 64
Spikes and crashes in the oil market 0 0 0 0 1 2 4 51
Spéculation et marchés dérivés du pétrole 0 0 0 33 0 1 2 182
Statistical Method to Estimate Regime-Switching Levy Model 0 0 0 0 2 2 2 6
Study of the dynamic of Bitcoin's price 0 0 1 42 1 1 2 56
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) 0 0 0 150 2 2 3 378
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 2 292 3 7 14 710
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market 0 0 0 88 1 1 2 276
The Economics of Commodity Markets 0 0 0 0 3 8 31 56
The Economics of Commodity Markets 0 0 0 0 1 1 9 46
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies 0 0 0 109 0 2 3 221
The cross-market index for volatility surprise 0 0 0 0 0 2 2 18
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process 0 0 0 27 3 4 6 109
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 0 0 0 0 1 2 2 3
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
Understanding the link between aggregated industrial production and the carbon price 0 0 0 39 0 0 0 63
Volatility equicorrelation: A cross-market perspective 0 0 0 0 0 0 2 34
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 0 1 1 2 35
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 1 4 89
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? 0 0 0 1 0 1 1 35
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? 0 1 1 46 1 3 3 188
Total Working Papers 3 5 27 4,366 105 188 426 12,905
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 4 124 2 2 7 326
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 1 2 2 58
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) 0 0 0 12 1 2 2 61
A cross-volatility index for hedging the country risk 0 0 0 19 2 3 6 120
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets 0 0 0 13 0 2 5 43
A model of carbon price interactions with macroeconomic and energy dynamics 4 6 15 108 7 15 44 329
A new weighting-scheme for equity indexes 0 0 0 21 0 2 5 73
A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information 0 0 0 0 0 0 1 4
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach 0 0 1 7 2 2 6 39
Air traffic energy efficiency differs from place to place: New results from a macro-level approach 0 0 0 1 2 2 4 40
Allocating CO2 allowances to emitters in China: A multi-objective decision approach 0 0 0 5 0 1 2 40
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 1 2 3 3 11
Allocating provincial CO2 quotas for the Chinese national carbon program 0 0 0 3 0 0 1 18
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 0 0 0 13 1 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 1 2 10 0 1 5 53
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model 0 0 0 79 4 4 4 263
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models 0 0 4 27 1 6 23 111
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN 1 1 3 124 1 1 5 298
Bankable emission permits under uncertainty and optimal risk-management rules 0 0 0 25 1 1 2 112
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors 0 1 2 21 2 5 15 67
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 3 3 3 25
COVID-19 Pandemic and Financial Contagion 0 1 1 8 1 2 4 40
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? 0 0 0 13 1 1 2 93
Capital–energy substitution in China: regional differences and dynamic evolution 0 0 0 4 0 2 3 28
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing 1 3 18 401 8 21 68 1,186
Carbon Price Analysis Using Empirical Mode Decomposition 0 0 0 45 0 1 2 199
Carbon Price Drivers: An Updated Literature Review 0 0 0 15 1 2 9 42
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 0 0 4 245 1 5 17 640
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling 1 1 2 186 2 4 11 435
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 1 3 5 61
Commodity markets through the business cycle 0 0 1 20 1 2 5 76
Common risk factors in commodities 0 0 1 270 0 1 8 980
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method 2 2 4 12 2 5 16 42
Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? 0 0 1 3 0 0 3 13
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production 0 0 0 8 1 1 1 43
Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? 0 0 0 6 0 2 3 29
Cross-country performance of Lévy regime-switching models for stock markets 0 0 0 4 1 1 3 19
Cross-market index with Factor-DCC 0 0 0 12 4 4 7 96
Cross-market linkages between commodities, stocks and bonds 0 0 1 33 3 3 5 108
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 3 4 5 100
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 2 3 4 13
Detecting instability in the volatility of carbon prices 0 0 2 78 4 7 13 254
Detecting jumps and regime switches in international stock markets returns 0 0 0 0 1 1 1 26
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence 0 0 1 14 1 1 3 47
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices 1 1 2 4 4 5 8 29
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 3 7 372
EUAs and CERs: Interactions in a Markov regime-switching environment 0 0 0 49 0 1 1 142
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis 0 0 1 89 1 2 8 312
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism 0 2 12 107 3 9 32 261
Economic Consequences of Permits Allocation Rules 0 0 0 33 0 2 2 111
Emission trading, induced innovation and firm performance 0 0 1 12 3 8 18 49
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors 0 1 1 191 0 4 9 460
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 2 6 125
Enriching the VaR framework to EEMD with an application to the European carbon market 0 0 0 5 1 2 5 30
Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market 0 0 0 0 0 0 0 15
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching 0 1 7 49 1 4 14 126
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) 0 0 1 63 0 1 7 403
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 0 0 2 34 4 5 9 167
Examining the structural changes of European carbon futures price 2005-2012 0 1 4 96 3 4 9 250
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms 0 0 0 32 0 1 3 94
Forecasting carbon price using a multi‐objective least squares support vector machine with mixture kernels 0 0 1 25 2 3 5 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 1 2 6 953
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 1 2 2 154
Geographical diversification with a World Volatility Index 0 0 0 6 1 3 3 88
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models 3 3 5 18 6 11 19 57
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis 0 0 0 55 4 5 7 249
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 3 37 2 2 10 91
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 0 4 2 3 10 46
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 3 4 44
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model 0 1 1 19 7 18 21 79
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach 1 1 3 23 2 2 7 99
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 2 3 3 65
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises 0 0 0 7 2 3 3 28
Investigating the leverage effect in commodity markets with a recursive estimation approach 0 0 0 28 1 4 8 130
Is It Possible to Forecast the Price of Bitcoin? 0 0 0 12 1 2 7 75
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 3 3 3 104
Local Gaussian correlations in financial and commodity markets 0 0 0 16 2 2 7 61
Macroeconomic attention, economic policy uncertainty, and stock volatility predictability 0 0 4 10 4 4 11 28
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 0 0 0 12 0 1 7 91
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model 1 1 2 62 1 2 7 196
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots 0 1 2 10 4 9 18 106
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 1 24 2 3 4 166
Mean-field limit of generalized Hawkes processes 1 1 1 2 1 5 6 20
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach 0 0 1 5 2 3 6 55
Modelling risk premia in CO2 allowances spot and futures prices 0 0 1 107 2 3 5 260
Modelling the dynamics of European carbon futures price: A Zipf analysis 0 0 0 35 1 1 2 134
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 2 7 16 70
Nonparametric modeling of carbon prices 0 2 5 29 2 5 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 1 3 79
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model 1 1 3 34 2 5 14 148
On the estimation of regime-switching Lévy models 0 0 1 42 1 1 8 143
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 2 2 5 66
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 1 1 1 159
On the road to China's 2020 carbon intensity target from the perspective of “double control” 0 0 0 3 1 2 3 58
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 0 0 4 247
Options introduction and volatility in the EU ETS 0 0 0 20 4 5 11 136
Portfolio allocation across variance risk premia 0 0 2 13 0 0 3 32
Price drivers and structural breaks in European carbon prices 2005-2007 0 2 12 766 6 13 37 1,396
Price relationships in crude oil futures: new evidence from CFTC disaggregated data 0 0 2 56 0 2 4 168
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 6 13 2 7 25 96
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 1 1 8 96
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 0 0 0 51 2 3 3 213
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 1 1 2 23
Stock market return predictability revisited: Evidence from a new index constructing the oil market 0 0 0 3 1 2 4 13
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon 0 0 0 7 1 1 1 47
Supply-side structural effects of air pollutant emissions in China: A comparative analysis 0 0 0 8 3 4 4 35
Tail risk and the return-volatility relation 0 1 2 9 4 8 12 48
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices 0 0 1 59 0 4 10 208
The cross-market index for volatility surprise 0 0 0 0 2 4 10 14
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis 0 2 5 80 3 6 16 282
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis 0 0 0 22 2 4 5 85
The impact of nonlinearities for carbon markets analyses 0 0 0 3 0 1 2 28
The place of gold in the cross-market dependencies 0 0 1 10 2 2 5 109
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 1 1 8 0 4 7 40
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models 0 0 2 66 1 4 14 180
Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling 0 1 1 5 1 3 5 20
Twenty years of jumps in commodity markets 0 0 0 18 0 1 3 85
Understanding momentum in commodity markets 0 0 0 24 3 5 6 71
Variance risk-premia in CO2 markets 0 0 2 22 1 4 8 112
Volatility equicorrelation: A cross-market perspective 0 0 0 23 2 3 5 99
Volatility forecasting of carbon prices using factor models 1 2 2 127 3 5 14 313
Volatility returns with vengeance: Financial markets vs. commodities 0 1 3 43 2 6 10 204
Volatility spillovers in commodity markets 0 0 2 61 1 3 7 152
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 1 4 1 2 6 16
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 39 1 1 4 169
Total Journal Articles 19 46 188 5,728 214 427 999 19,356
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 3 13
Pricing and Forecasting Carbon Markets 0 0 0 0 1 2 2 20
Total Books 0 0 0 0 2 3 5 33

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 1 2 30
Carbon trading: past, present and future 0 0 0 11 2 2 2 39
Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management 0 0 0 3 0 2 5 15
Mean-Reverting Lévy Jump Dynamics in the European Power Sector 0 0 0 6 0 0 2 26
Total Chapters 0 0 0 25 3 5 11 110

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Statistics updated 2025-12-06