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Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event

Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - In: Energy policy 37 (2009) 1, pp. 15-29

Persistent link: https://www.econbiz.de/10008890467

The economics of commodity markets

Chevallier, Julien; Ielpo, Florian - 2013

Persistent link: https://www.econbiz.de/10009766469

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

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

Implementing a simple rule for dynamic stop-loss strategies

Chevallier, Julien; Ding, Wei; Ielpo, Florian - In: The journal of investing 21 (2012) 4, pp. 111-114

Persistent link: https://www.econbiz.de/10009707747

Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event

Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - In: Energy policy 37 (2009) 1, pp. 15-28

Persistent link: https://www.econbiz.de/10009530586

Cross-market linkages : the case of commodities, bonds, inflation and industrial production

Chevallier, Julien; Ielpo, Florian - In: The Australian economic review 47 (2014) 2, pp. 189-198

Persistent link: https://www.econbiz.de/10010463635

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

"Time series momentum" in commodity markets

Chevallier, Julien; Ielpo, Florian - In: Managerial finance 40 (2014) 7, pp. 662-680

Persistent link: https://www.econbiz.de/10010391104

Risk Aversion and Institutional Information Disclosure on the European Carbon Market : A Case-Study of the 2006 Compliance Event

Chevallier, Julien - 2014

This article evaluates the impact of the 2006 compliance event on changes in investors' risk aversion on the European Carbon Market using the newly available option prices dataset. Thus, we aim at capturing the specific event that occurred on April 2007 as the European Commission disclosed the...

Persistent link: https://www.econbiz.de/10012708989