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Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, Julien - In: Economic modelling 27 (2010) 3, pp. 717-729
Persistent link: https://www.econbiz.de/10003995620
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Macroeconomics, finance, commodities : interactions with carbon markets in a data-rich model
Chevallier, Julien - In: Economic modelling 28 (2011) 1/2, pp. 557-567
Persistent link: https://www.econbiz.de/10009269897
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Evaluating the carbon-macroeconomy relationship : evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien - In: Economic modelling 28 (2011) 6, pp. 2634-2656
Persistent link: https://www.econbiz.de/10009512487
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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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Variance risk-premia in CO 2 markets
Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
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Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien - In: Economic modelling 28 (2011) 6, pp. 2634-2657
Persistent link: https://www.econbiz.de/10009807715
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Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-974
Persistent link: https://www.econbiz.de/10009848571
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Variance risk-premia in CO2 markets
Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605
Persistent link: https://www.econbiz.de/10010088138
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Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
Chevallier, Julien - In: Economic modelling 28 (2011) 1, pp. 557-568
Persistent link: https://www.econbiz.de/10008768682
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Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
Chevallier, Julien - In: Economic modelling 27 (2010) 3, pp. 697-705
Persistent link: https://www.econbiz.de/10008389784