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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

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

Price relationships in crude oil futures : new evidence from CFTC disaggregated data

Chevallier, Julien - In: Environmental economics and policy studies 15 (2013) 2, pp. 133-170

Persistent link: https://www.econbiz.de/10009732028

COVID-19 outbreak and CO2 emissions : macro-financial linkages

Chevallier, Julien - In: Journal of risk and financial management : JRFM 14 (2021) 1/12, pp. 1-18

In the Dynamic Conditional Correlation with Mixed Data Sampling (DCC-MIDAS) framework, we scrutinize the correlations between the macro-financial environment and CO2 emissions in the aftermath of the COVID-19 diffusion. The main original idea is that the economy’s lock-down will alleviate part...

Persistent link: https://www.econbiz.de/10012404280

Cross-border systemic risk spillovers in the global oil system : does the oil trade pattern matter?

Zhu, Bo; Liu, Jiahao; Lin, Renda; Chevallier, Julien - In: Energy economics 101 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013161691

Vers une gouvernance mondiale de la sûreté nucléaire contraignante : une quête impossible?

Branger, Frédéric; Quirion, Philippe; Chevallier, Julien - 2014

Persistent link: https://www.econbiz.de/10010235837

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

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

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

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