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Econometric analysis of carbon markets : the European Union emissions trading scheme and the clean development mechanism
Chevallier, Julien - 2012
Julien Chevallier Econometric Analysis of Carbon Markets The European Union Emissions Trading Scheme and the Clean Development Mechanism 4y Springer Contents Introduction to Emissions Trading 1 1.1 Review of International Climate Policies ...
Persistent link: https://www.econbiz.de/10009314431
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Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien - In: Applied economics 44 (2012) 31/33, pp. 4257-4274
Persistent link: https://www.econbiz.de/10009713497
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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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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
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On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien; Sévi, Benoît - In: Energy economics 34 (2012) 6, pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
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Options introduction and volatility in the EU ETS
Chevallier, Julien; Le Penn, Yannick; Sévi, Benoît - In: Resource and energy economics 33 (2011) 4, pp. 855-880
Persistent link: https://www.econbiz.de/10009525598
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Cross-market spillovers with "volatility surprise"
Aboura, Sofiane; Chevallier, Julien - In: Review of financial economics : RFE 23 (2014) 4, pp. 194-207
Persistent link: https://www.econbiz.de/10010442564
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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
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Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien; Ielpo, Florian - In: Research in international business and finance 39 (2017), pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
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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