Julien Chevallier

Discipline

Economies et finances (47) Linguistique (1) Etudes de l'environnement (1) Anthropologie sociale et ethnologie (1)

Type de document

Prépublication (34) Articles (17) Mémoires, Thèses et HDR (1) Autres (1) Livres et chapitres d'ouvrages (1)

Co-auteur

Date

Source

Mot-clé

Finance (41) Finance (35) Prices (25) marché (23) Markets (23) Carbon (23) Force and energy (22) prix (21) énergie (21) Power resources (21) Power (Mechanics) (21) Article (20) Grammar, Comparative and general--Article (20) Article (20) Emissions trading (19) carbone (17) Prices (17) Literature (13) Union européenne (12) climat (12) Futures (12) Example (12) Economics (12) Climatology (12) Climate (12) European Union (12) Climate (12) modèle (11) volatilité (10) papier (10)

Documents écrit par Julien Chevallier (54) | parle de Julien Chevallier (0)

Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
Bilel Sanhaji et al.
Impacts of the ecological footprint on sustainable development: Evidence from China
Xiuqing Li et al.
Is It Possible to Forecast the Price of Bitcoin?
Julien Chevallier et al.
On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region
Nidhaleddine Ben Cheikh et al. (31 janv. 2021)
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Christian Urom et al. (31 déc. 2020)
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory
Quynh Nga Nguyen et al. (31 oct. 2020)
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
Nidhaleddine Ben Cheikh et al. (31 juil. 2020)
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Christian Urom et al. (31 janv. 2020)
Sur les déterminants des émissions de CO2 durant les phases I et II dl'EU ETS : une analyse au niveau des usines fusionnant les données sur l'électricité de l'EUTL et de Platts
Benoît Chèze et al. (2020)
A conditional dependence approach to CO2-energy price relationships
Julien Chevallier et al. (30 juin 2019)
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model
Rihab Bedoui et al. (31 mai 2019)
Commodities risk premia and regional integration in gas-exporting countries
Ilyes Abid et al.
On the CO2 emissions determinants during the EU ETS Phases I and II : a plant-level analysis merging the EUTL and Platts power data: Cahiers de l'Economie, Série Recherche, n° 125
Benoit Chèze et al.
Cross-Market Spillovers with ‘Volatility Surprise’
Sofiane Aboura et al. (2014)
Carbon leakage and competitiveness of cement and steel industries under the EU ETS : much ado about nothing
Frédéric Branger et al. (10 déc. 2013)
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?: Cahiers de l'Economie, Série Recherche, n° 94
Benoit Chèze et al.
Understanding the link between aggregated industrial production and the carbon price
Julien Chevallier
Leverage vs. Feedback: Which Effect Drives the Oil Market?
Sofiane Aboura et al. (23 juil. 2012)
On the Stochastic Properties of Carbon Futures Prices
Julien Chevallier et al.
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?
Benoît Chèze et al. (2012)
Air traffic energy efficiency differs from place to place: New results from a macro-level approach
Benoît Chèze et al. (2012)
The impact of nonlinearities for carbon markets analyses
Julien Chevallier (2012)
Air traffic energy efficiency differs from place to place: analysis of historical trends bygeographical zones using a macro-level methodology: Cahiers de l'Economie, Série Recherche, n° 86
Benoit Chèze et al.
Carbon Price Drivers: An Updated Literature Review
Julien Chevallier (16 avr. 2011)
On the volatility-volume relationship in energy futures markets using intraday data
Julien Chevallier et al. (2011)

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