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Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK

Chevallier, Julien - In: Global business & economics review 12 (2010) 3, pp. 252-265

Persistent link: https://www.econbiz.de/10008695455

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

Recent developments in carbon futures and options markets under the EU ETS

Chevallier, Julien - In: Progress in economics research 24 (2011), pp. 127-140

Persistent link: https://www.econbiz.de/10009512851

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

The impact of nonlinearities for carbon markets analyses

Chevallier, Julien - In: International economics : a journal published by CEPII … 126/127 (2011) 2/3, pp. 131-150

Persistent link: https://www.econbiz.de/10009547651

Variance risk-premia in CO 2 markets

Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605

Persistent link: https://www.econbiz.de/10009731478

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

Carbon futures and macroeconomic risk factors : a view from the EU ETS

Chevallier, Julien - In: Energy economics 31 (2009) 4, pp. 614-625

Persistent link: https://www.econbiz.de/10003867906

COVID-19 pandemic and financial contagion

Chevallier, Julien - In: Journal of risk and financial management : JRFM 13 (2020) 12/309, pp. 1-25

The original contribution of this paper is to empirically document the contagion of the Covid-19 on financial markets. We merge databases from Johns Hopkins Coronavirus Center, Oxford-Man Institute Realized Library, NYU Volatility Lab, and St-Louis Federal Reserve Board. We deploy three types of...

Persistent link: https://www.econbiz.de/10012392492

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