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~person:"Chevallier, Julien"
~subject:"Commodity market"
~subject:"Markov-Kette"
~subject:"Ölmarkt"
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Commodity market
Markov-Kette
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Commodity derivative
24
Rohstoffderivat
24
Volatility
12
Volatilität
12
Erdöl
9
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9
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Chevallier, Julien
Prokopczuk, Marcel
21
Manera, Matteo
12
Sauerbeck, A.
12
Caporale, Guglielmo Maria
10
Xiong, Wei
9
Acharya, Viral V.
7
Cortazar, Gonzalo
7
Ielpo, Florian
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7
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7
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7
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7
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7
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6
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6
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6
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6
Narayan, Paresh Kumar
6
Ronn, Ehud I.
6
Wese Simen, Chardin
6
Zaremba, Adam
6
Zhang, Yue-jun
6
Algieri, Bernardina
5
Bouri, Elie
5
Brooks, Chris
5
Corbet, Shaen
5
Fan, John Hua
5
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5
Gong, Xu
5
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5
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5
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5
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5
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5
Mikutowski, Mateusz
5
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5
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5
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5
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3
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2
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2
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1
International review of applied economics
1
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1
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1
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1
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
2
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
3
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
4
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
5
"Time series momentum" in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Managerial finance
40
(
2014
)
7
,
pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
Saved in:
6
Twenty years of jumps in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
International review of applied economics
28
(
2014
)
1
,
pp. 64-82
Persistent link: https://www.econbiz.de/10010246726
Saved in:
7
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
8
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
9
The economics of commodity markets
Chevallier, Julien
;
Ielpo, Florian
-
2013
Persistent link: https://www.econbiz.de/10009766469
Saved in:
10
Cross-market linkages between commodities, stocks and bonds
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1008-1018
Persistent link: https://www.econbiz.de/10010195986
Saved in:
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