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~subject:"Volatilität"
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Volatilität
Emissions trading
64
EU ETS
62
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58
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46
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46
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43
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English
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Chevallier, Julien
38
Aboura, Sofiane
12
Sévi, Benoît
7
Ielpo, Florian
5
Ma, Feng
5
Goutte, Stéphane
3
Guesmi, Khaled
2
Urom, Christian
2
Wang, Jiqian
2
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1
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Energy economics
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Applied economics letters
3
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2
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2
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2
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1
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ECONIS (ZBW)
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1
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:
2
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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
Leverage vs. feedback : which Effect drives the oil market?
Aboura, Sofiane
;
Chevallier, Julien
- In:
Finance research letters
10
(
2013
)
3
,
pp. 131-141
Persistent link: https://www.econbiz.de/10010222896
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Volatility equicorrelation : a cross-market perspective
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economics letters
122
(
2014
)
2
,
pp. 289-295
Persistent link: https://www.econbiz.de/10010395117
Saved in:
10
The cross-market indes for volatility surprise
Aboura, Sofiane
;
Chevallier, Julien
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 7-23
Persistent link: https://www.econbiz.de/10010370072
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