//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Enriching the VaR framework to...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Emissions trading
6
Emissionshandel
6
Welt
4
World
4
EU countries
3
EU-Staaten
3
Greenhouse gas emissions
3
Treibhausgas-Emissionen
3
ARCH model
2
ARCH-Modell
2
Derivat
2
Derivative
2
EU ETS
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
2
Spillover effect
2
Spillover-Effekt
2
VAR model
2
VAR-Modell
2
Volatility
2
Volatilität
2
1970-2004
1
Agricultural sector
1
Agriculture
1
Aktienindex
1
Antizyklische Finanzpolitik
1
Asset management
1
Außenwirtschaftliches Gleichgewicht
1
Bioenergie
1
Bioenergy
1
Bitcoin
1
Börsenkurs
1
CDM
1
CER
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Undetermined
6
Author
All
Chevallier, Julien
15
Mills, Terence C.
2
Wang, Ping
2
Abid, Ilyes
1
Aboura, Sofiane
1
Chen, Pingshe
1
Deng, Yuanyue
1
Fu, Yang
1
Guesmi, Khaled
1
Irungu, William Nganga
1
Lin, Renda
1
Ma, Chunbo
1
Ma, Shujiao
1
Ndiritu, S. Wagura
1
Peng, Jiaying
1
Urom, Christian
1
Wei, Yi-Ming
1
Xie, Rui
1
Zhu, Bangzhu
1
Zhu, Bo
1
more ...
less ...
Published in...
All
Economic modelling
Economics Papers from University Paris Dauphine
85
Energy economics
63
CEEP-BIT Working Papers
43
Energy policy
37
Energy Policy
27
NBER working paper series
27
Open Access publications from Université Paris-Dauphine
23
Working Papers / HAL
22
NBER Working Paper
21
Natural Hazards
21
Working paper / National Bureau of Economic Research, Inc.
21
Applied Energy
20
International Journal of Global Energy Issues
20
Vanderbilt University Department of Economics Working Papers
19
Regional science & urban economics
16
Applied economics
13
Economics Bulletin
12
Energy Economics : Understandig Energy Security in China
12
Energy Economics
11
Journal of economic dynamics & control
11
MPRA Paper
11
Energy economics : understanding and interpreting energy poverty in China
10
International economic review
10
Journal of macroeconomics
10
Technological forecasting & social change : an international journal
10
Applied economics letters
9
Economic Modelling
9
Journal of international financial markets, institutions & money
9
Journal of urban economics
9
Regional Science and Urban Economics
9
The Canadian journal of economics
9
Working Paper / Federal Reserve Bank of Atlanta
9
CESifo Working Paper
8
Economic inquiry : journal of the Western Economic Association International
8
Finance research letters
8
Journal of economic theory
8
Journal of monetary economics
8
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
8
Computers & industrial engineering : CAIE ; an internat. journal
7
more ...
less ...
Source
All
ECONIS (ZBW)
12
OLC EcoSci
6
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Economic modelling
38
(
2014
),
pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
Saved in:
2
Market-based environmental regulation and total factor productivity : evidence from Chinese enterprises
Peng, Jiaying
;
Xie, Rui
;
Ma, Chunbo
;
Fu, Yang
- In:
Economic modelling
95
(
2021
),
pp. 394-407
Persistent link: https://www.econbiz.de/10012696013
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Variance risk-premia in CO 2 markets
Chevallier, Julien
- In:
Economic modelling
31
(
2013
),
pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Saved in:
8
Modelling regime shift behaviour in Asian real interest rates
Mills, Terence C.
;
Wang, Ping
- In:
Economic modelling
23
(
2006
)
6
,
pp. 952-966
Persistent link: https://www.econbiz.de/10003387608
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->