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~language:"eng"
~person:"Chevallier, Julien"
~person:"Mayes, David G."
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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EU-Staaten
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54
Volatility
35
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35
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33
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33
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30
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Chevallier, Julien
Mayes, David G.
Gros, Daniel
75
Belke, Ansgar
72
De Grauwe, Paul
71
Haan, Jakob de
48
Eichengreen, Barry
47
Williams, Colin C.
46
Hughes Hallett, Andrew
45
Rodríguez-Pose, Andrés
44
Afonso, António
43
Apergēs, Nikolaos
43
Nicolaïdes, Phedon A.
43
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42
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41
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40
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38
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38
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38
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36
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35
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35
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35
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33
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31
Caporale, Guglielmo Maria
31
Eijffinger, Sylvester C. W.
31
Heinemann, Friedrich
30
Buti, Marco
29
Barrell, Ray
28
Capello, Roberta
28
Tsionas, Efthymios G.
28
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27
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27
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27
Dreger, Christian
27
Fuest, Clemens
27
Martínez-Zarzoso, Inmaculada
27
Veugelers, Reinhilde
27
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27
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1
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ECONIS (ZBW)
54
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54
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1
Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu
;
Wang, Ping
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
Saved in:
2
Trading, storage, or penalty? : uncovering firms' decision-making behavior in the Shanghai emissions trading scheme : insights from agent-based modeling
Wei, Yigang
;
Liang, Xin
;
Xu, Liang
;
Kou, Gang
; …
- In:
Energy economics
117
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014436406
Saved in:
3
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
4
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method
Huang, Wenyang
;
Wang, Huiwen
;
Qin, Haotong
;
Wei, Yigang
; …
- In:
Energy economics
110
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349896
Saved in:
5
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
6
On the CO2 emissions determinants during the EU ETS phases I and II : a plant-level analysis merging the EUTL and platts power data
Chèze, Benoît
;
Chevallier, Julien
;
Berghmans, Nicolas
; …
- In:
The energy journal
41
(
2020
)
4
,
pp. 153-183
Persistent link: https://www.econbiz.de/10012546849
Saved in:
7
Commodities risk premia and regional integration in gas-exporting countries
Abid, Ilyes
;
Guesmi, Khaled
;
Goutte, Stéphane
;
Urom, …
- In:
Energy economics
80
(
2019
),
pp. 267-276
Persistent link: https://www.econbiz.de/10012172433
Saved in:
8
Hilbert spectra and empirical mode decomposition : a multiscale event analysis method to detect the impact of economic crises on the European carbon market
Zhu, Bangzhu
;
Ma, Shujiao
;
Xie, Rui
;
Chevallier, Julien
; …
- In:
Computational economics
52
(
2018
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012052923
Saved in:
9
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots
Chang, Kai
;
Chen, Rongda
;
Chevallier, Julien
- In:
Energy economics
75
(
2018
),
pp. 249-260
Persistent link: https://www.econbiz.de/10011974318
Saved in:
10
Top-down restructuring of markets and institutions : the Nordic banking crises
Mayes, David G.
- In:
Journal of banking regulation
18
(
2017
)
3
,
pp. 213-232
Persistent link: https://www.econbiz.de/10012010232
Saved in:
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